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MMHYX vs. SDHIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MMHYX vs. SDHIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Municipal High Income Fund (MMHYX) and Lord Abbett Short Duration High Income Municipal Bond Fund (SDHIX). The values are adjusted to include any dividend payments, if applicable.

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MMHYX vs. SDHIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MMHYX
MFS Municipal High Income Fund
-0.10%5.02%6.72%5.30%-14.64%5.31%3.39%9.94%2.09%7.66%
SDHIX
Lord Abbett Short Duration High Income Municipal Bond Fund
-0.18%5.24%5.38%3.71%-9.77%3.85%2.37%7.27%2.33%3.72%

Returns By Period

In the year-to-date period, MMHYX achieves a -0.10% return, which is significantly higher than SDHIX's -0.18% return. Over the past 10 years, MMHYX has outperformed SDHIX with an annualized return of 2.78%, while SDHIX has yielded a comparatively lower 1.93% annualized return.


MMHYX

1D
0.41%
1M
-1.99%
YTD
-0.10%
6M
1.57%
1Y
3.37%
3Y*
4.84%
5Y*
0.89%
10Y*
2.78%

SDHIX

1D
0.14%
1M
-1.74%
YTD
-0.18%
6M
0.92%
1Y
3.73%
3Y*
4.12%
5Y*
1.24%
10Y*
1.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MMHYX vs. SDHIX - Expense Ratio Comparison

MMHYX has a 0.61% expense ratio, which is higher than SDHIX's 0.50% expense ratio.


Return for Risk

MMHYX vs. SDHIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MMHYX
MMHYX Risk / Return Rank: 2424
Overall Rank
MMHYX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
MMHYX Sortino Ratio Rank: 1919
Sortino Ratio Rank
MMHYX Omega Ratio Rank: 3535
Omega Ratio Rank
MMHYX Calmar Ratio Rank: 2525
Calmar Ratio Rank
MMHYX Martin Ratio Rank: 2020
Martin Ratio Rank

SDHIX
SDHIX Risk / Return Rank: 6060
Overall Rank
SDHIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SDHIX Sortino Ratio Rank: 5757
Sortino Ratio Rank
SDHIX Omega Ratio Rank: 8181
Omega Ratio Rank
SDHIX Calmar Ratio Rank: 5151
Calmar Ratio Rank
SDHIX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MMHYX vs. SDHIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Municipal High Income Fund (MMHYX) and Lord Abbett Short Duration High Income Municipal Bond Fund (SDHIX). 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.


MMHYXSDHIXDifference

Sharpe ratio

Return per unit of total volatility

0.65

1.16

-0.51

Sortino ratio

Return per unit of downside risk

0.89

1.62

-0.72

Omega ratio

Gain probability vs. loss probability

1.18

1.34

-0.15

Calmar ratio

Return relative to maximum drawdown

0.83

1.39

-0.56

Martin ratio

Return relative to average drawdown

2.42

5.67

-3.25

MMHYX vs. SDHIX - Sharpe Ratio Comparison

The current MMHYX Sharpe Ratio is 0.65, which is lower than the SDHIX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of MMHYX and SDHIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MMHYXSDHIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.16

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.45

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.64

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

0.65

+0.45

Correlation

The correlation between MMHYX and SDHIX is 0.77, 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

MMHYX vs. SDHIX - Dividend Comparison

MMHYX's dividend yield for the trailing twelve months is around 4.37%, which matches SDHIX's 4.37% yield.


TTM20252024202320222021202020192018201720162015
MMHYX
MFS Municipal High Income Fund
4.37%5.77%3.91%3.59%3.03%2.95%3.57%3.99%4.18%4.38%4.31%4.64%
SDHIX
Lord Abbett Short Duration High Income Municipal Bond Fund
4.37%5.00%4.17%3.28%2.21%1.68%2.84%3.00%2.97%1.19%0.00%0.00%

Drawdowns

MMHYX vs. SDHIX - Drawdown Comparison

The maximum MMHYX drawdown since its inception was -23.28%, which is greater than SDHIX's maximum drawdown of -13.36%. Use the drawdown chart below to compare losses from any high point for MMHYX and SDHIX.


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Drawdown Indicators


MMHYXSDHIXDifference

Max Drawdown

Largest peak-to-trough decline

-23.28%

-13.36%

-9.92%

Max Drawdown (1Y)

Largest decline over 1 year

-5.86%

-3.22%

-2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-19.89%

-13.36%

-6.53%

Max Drawdown (10Y)

Largest decline over 10 years

-19.89%

-13.36%

-6.53%

Current Drawdown

Current decline from peak

-2.38%

-1.88%

-0.50%

Average Drawdown

Average peak-to-trough decline

-2.89%

-3.02%

+0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

0.79%

+1.21%

Volatility

MMHYX vs. SDHIX - Volatility Comparison

MFS Municipal High Income Fund (MMHYX) has a higher volatility of 1.27% compared to Lord Abbett Short Duration High Income Municipal Bond Fund (SDHIX) at 0.72%. This indicates that MMHYX's price experiences larger fluctuations and is considered to be riskier than SDHIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MMHYXSDHIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

0.72%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

2.05%

1.34%

+0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

5.98%

3.45%

+2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.90%

2.78%

+2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.82%

3.01%

+1.81%