MMT vs. VMSAX
Compare and contrast key facts about MFS Multimarket Income Trust (MMT) and Vanguard Multi-Sector Income Bond Fund Admiral Shares (VMSAX).
MMT is managed by MFS Investment Management. It was launched on Mar 12, 1987. VMSAX is an actively managed fund by Vanguard. It was launched on Oct 12, 2021.
Performance
MMT vs. VMSAX - Performance Comparison
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MMT vs. VMSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
MMT MFS Multimarket Income Trust | 1.53% | 8.10% | 12.40% | 10.14% | -15.84% |
VMSAX Vanguard Multi-Sector Income Bond Fund Admiral Shares | -0.99% | 9.08% | 6.86% | 10.53% | -8.42% |
Returns By Period
In the year-to-date period, MMT achieves a 1.53% return, which is significantly higher than VMSAX's -0.99% return.
MMT
- 1D
- 1.76%
- 1M
- -1.18%
- YTD
- 1.53%
- 6M
- 0.92%
- 1Y
- 8.31%
- 3Y*
- 9.72%
- 5Y*
- 1.81%
- 10Y*
- 6.50%
VMSAX
- 1D
- 0.22%
- 1M
- -1.98%
- YTD
- -0.99%
- 6M
- 0.66%
- 1Y
- 6.00%
- 3Y*
- 7.21%
- 5Y*
- —
- 10Y*
- —
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MMT vs. VMSAX - Expense Ratio Comparison
MMT has a 0.03% expense ratio, which is lower than VMSAX's 0.30% expense ratio.
Return for Risk
MMT vs. VMSAX — Risk / Return Rank
MMT
VMSAX
MMT vs. VMSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Multimarket Income Trust (MMT) and Vanguard Multi-Sector Income Bond Fund Admiral Shares (VMSAX). 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.
| MMT | VMSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.05 | +0.88 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.32 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.18 | 2.07 | -0.89 |
Calmar ratioReturn relative to maximum drawdown | 1.27 | 0.11 | +1.16 |
Martin ratioReturn relative to average drawdown | 4.35 | 1.75 | +2.60 |
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
| MMT | VMSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.05 | +0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.06 | +0.35 |
Correlation
The correlation between MMT and VMSAX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MMT vs. VMSAX - Dividend Comparison
MMT's dividend yield for the trailing twelve months is around 8.71%, more than VMSAX's 5.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MMT MFS Multimarket Income Trust | 8.71% | 8.65% | 8.65% | 8.65% | 9.38% | 7.86% | 8.07% | 8.16% | 9.86% | 8.83% | 8.71% | 9.05% |
VMSAX Vanguard Multi-Sector Income Bond Fund Admiral Shares | 5.17% | 5.66% | 6.48% | 5.52% | 3.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MMT vs. VMSAX - Drawdown Comparison
The maximum MMT drawdown since its inception was -35.70%, smaller than the maximum VMSAX drawdown of -54.84%. Use the drawdown chart below to compare losses from any high point for MMT and VMSAX.
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Drawdown Indicators
| MMT | VMSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.70% | -54.84% | +19.14% |
Max Drawdown (1Y)Largest decline over 1 year | -6.74% | -54.84% | +48.10% |
Max Drawdown (5Y)Largest decline over 5 years | -32.29% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.70% | — | — |
Current DrawdownCurrent decline from peak | -2.14% | -2.03% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -5.26% | -3.21% | -2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 3.50% | -1.54% |
Volatility
MMT vs. VMSAX - Volatility Comparison
MFS Multimarket Income Trust (MMT) has a higher volatility of 2.92% compared to Vanguard Multi-Sector Income Bond Fund Admiral Shares (VMSAX) at 1.19%. This indicates that MMT's price experiences larger fluctuations and is considered to be riskier than VMSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MMT | VMSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 1.19% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 5.79% | 112.83% | -107.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.05% | 133.59% | -124.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.58% | 65.65% | -54.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.24% | 65.65% | -51.41% |