MLLIX vs. SCHB
Compare and contrast key facts about MFS Lifetime Income Fund (MLLIX) and Schwab U.S. Broad Market ETF (SCHB).
MLLIX is managed by MFS. It was launched on Sep 28, 2005. SCHB is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Broad Stock Market Total Return Index. It was launched on Nov 3, 2009.
Performance
MLLIX vs. SCHB - Performance Comparison
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MLLIX vs. SCHB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MLLIX MFS Lifetime Income Fund | -1.02% | 9.32% | 5.62% | 9.12% | -11.99% | 6.63% | 10.06% | 13.91% | -2.37% | 8.24% |
SCHB Schwab U.S. Broad Market ETF | -4.05% | 16.94% | 23.93% | 26.16% | -19.46% | 25.84% | 20.76% | 30.79% | -5.43% | 21.20% |
Returns By Period
In the year-to-date period, MLLIX achieves a -1.02% return, which is significantly higher than SCHB's -4.05% return. Over the past 10 years, MLLIX has underperformed SCHB with an annualized return of 4.78%, while SCHB has yielded a comparatively higher 13.57% annualized return.
MLLIX
- 1D
- 0.25%
- 1M
- -3.62%
- YTD
- -1.02%
- 6M
- 0.19%
- 1Y
- 6.55%
- 3Y*
- 6.42%
- 5Y*
- 3.11%
- 10Y*
- 4.78%
SCHB
- 1D
- 2.91%
- 1M
- -4.99%
- YTD
- -4.05%
- 6M
- -1.80%
- 1Y
- 17.96%
- 3Y*
- 17.85%
- 5Y*
- 10.52%
- 10Y*
- 13.57%
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MLLIX vs. SCHB - Expense Ratio Comparison
MLLIX has a 0.00% expense ratio, which is lower than SCHB's 0.03% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
MLLIX vs. SCHB — Risk / Return Rank
MLLIX
SCHB
MLLIX vs. SCHB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Lifetime Income Fund (MLLIX) and Schwab U.S. Broad Market ETF (SCHB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| MLLIX | SCHB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 0.98 | +0.39 |
Sortino ratioReturn per unit of downside risk | 1.91 | 1.50 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.23 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.51 | +0.23 |
Martin ratioReturn relative to average drawdown | 6.91 | 7.15 | -0.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MLLIX | SCHB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 0.98 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.61 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.74 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.78 | +0.04 |
Correlation
The correlation between MLLIX and SCHB is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MLLIX vs. SCHB - Dividend Comparison
MLLIX's dividend yield for the trailing twelve months is around 5.75%, more than SCHB's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MLLIX MFS Lifetime Income Fund | 5.75% | 6.01% | 6.26% | 3.70% | 3.92% | 6.12% | 3.18% | 3.80% | 4.20% | 3.56% | 4.21% | 2.51% |
SCHB Schwab U.S. Broad Market ETF | 1.18% | 1.11% | 1.24% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.00% | 1.65% | 1.86% | 2.00% |
Drawdowns
MLLIX vs. SCHB - Drawdown Comparison
The maximum MLLIX drawdown since its inception was -17.32%, smaller than the maximum SCHB drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for MLLIX and SCHB.
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Drawdown Indicators
| MLLIX | SCHB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.32% | -35.27% | +17.95% |
Max Drawdown (1Y)Largest decline over 1 year | -3.93% | -12.22% | +8.29% |
Max Drawdown (5Y)Largest decline over 5 years | -16.08% | -25.41% | +9.33% |
Max Drawdown (10Y)Largest decline over 10 years | -16.08% | -35.27% | +19.19% |
Current DrawdownCurrent decline from peak | -3.62% | -6.26% | +2.64% |
Average DrawdownAverage peak-to-trough decline | -2.17% | -4.15% | +1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 2.58% | -1.59% |
Volatility
MLLIX vs. SCHB - Volatility Comparison
The current volatility for MFS Lifetime Income Fund (MLLIX) is 1.76%, while Schwab U.S. Broad Market ETF (SCHB) has a volatility of 5.48%. This indicates that MLLIX experiences smaller price fluctuations and is considered to be less risky than SCHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MLLIX | SCHB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.76% | 5.48% | -3.72% |
Volatility (6M)Calculated over the trailing 6-month period | 3.03% | 9.75% | -6.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.15% | 18.33% | -13.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.87% | 17.25% | -11.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.67% | 18.30% | -12.63% |