MQLFX vs. MITTX
Compare and contrast key facts about MFS Limited Maturity Fund (MQLFX) and MFS Massachusetts Investors Trust (MITTX).
MQLFX is managed by MFS. It was launched on Feb 26, 1992. MITTX is managed by MFS. It was launched on Jul 15, 1924.
Performance
MQLFX vs. MITTX - Performance Comparison
Loading graphics...
MQLFX vs. MITTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MQLFX MFS Limited Maturity Fund | -0.14% | 5.71% | 4.44% | 5.30% | -4.69% | -0.20% | 4.20% | 4.74% | 1.17% | 1.28% |
MITTX MFS Massachusetts Investors Trust | -6.58% | 13.67% | 19.69% | 19.26% | -16.27% | 26.73% | 18.72% | 31.92% | -5.56% | 23.55% |
Returns By Period
In the year-to-date period, MQLFX achieves a -0.14% return, which is significantly higher than MITTX's -6.58% return. Over the past 10 years, MQLFX has underperformed MITTX with an annualized return of 2.20%, while MITTX has yielded a comparatively higher 12.28% annualized return.
MQLFX
- 1D
- 0.00%
- 1M
- -1.18%
- YTD
- -0.14%
- 6M
- 0.84%
- 1Y
- 3.75%
- 3Y*
- 4.50%
- 5Y*
- 2.02%
- 10Y*
- 2.20%
MITTX
- 1D
- -0.15%
- 1M
- -8.19%
- YTD
- -6.58%
- 6M
- -4.84%
- 1Y
- 8.95%
- 3Y*
- 13.55%
- 5Y*
- 8.64%
- 10Y*
- 12.28%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MQLFX vs. MITTX - Expense Ratio Comparison
MQLFX has a 0.57% expense ratio, which is lower than MITTX's 0.70% expense ratio.
Return for Risk
MQLFX vs. MITTX — Risk / Return Rank
MQLFX
MITTX
MQLFX vs. MITTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Limited Maturity Fund (MQLFX) and MFS Massachusetts Investors Trust (MITTX). 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.
| MQLFX | MITTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.86 | 0.59 | +1.27 |
Sortino ratioReturn per unit of downside risk | 3.17 | 0.94 | +2.23 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.14 | +0.35 |
Calmar ratioReturn relative to maximum drawdown | 3.18 | 0.70 | +2.48 |
Martin ratioReturn relative to average drawdown | 13.45 | 2.89 | +10.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MQLFX | MITTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 0.59 | +1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.56 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.03 | 0.72 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.53 | 0.42 | +1.11 |
Correlation
The correlation between MQLFX and MITTX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
MQLFX vs. MITTX - Dividend Comparison
MQLFX's dividend yield for the trailing twelve months is around 4.04%, less than MITTX's 15.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MQLFX MFS Limited Maturity Fund | 4.04% | 4.34% | 3.47% | 2.85% | 1.38% | 1.46% | 2.27% | 2.60% | 2.18% | 1.61% | 1.27% | 1.24% |
MITTX MFS Massachusetts Investors Trust | 15.33% | 14.33% | 14.47% | 10.96% | 9.35% | 8.66% | 8.14% | 7.58% | 13.49% | 7.27% | 5.55% | 6.02% |
Drawdowns
MQLFX vs. MITTX - Drawdown Comparison
The maximum MQLFX drawdown since its inception was -7.14%, smaller than the maximum MITTX drawdown of -49.54%. Use the drawdown chart below to compare losses from any high point for MQLFX and MITTX.
Loading graphics...
Drawdown Indicators
| MQLFX | MITTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.14% | -49.54% | +42.40% |
Max Drawdown (1Y)Largest decline over 1 year | -1.35% | -10.76% | +9.41% |
Max Drawdown (5Y)Largest decline over 5 years | -7.14% | -23.27% | +16.13% |
Max Drawdown (10Y)Largest decline over 10 years | -7.14% | -33.45% | +26.31% |
Current DrawdownCurrent decline from peak | -1.18% | -9.76% | +8.58% |
Average DrawdownAverage peak-to-trough decline | -0.60% | -10.57% | +9.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.32% | 2.60% | -2.28% |
Volatility
MQLFX vs. MITTX - Volatility Comparison
The current volatility for MFS Limited Maturity Fund (MQLFX) is 0.67%, while MFS Massachusetts Investors Trust (MITTX) has a volatility of 4.02%. This indicates that MQLFX experiences smaller price fluctuations and is considered to be less risky than MITTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MQLFX | MITTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.67% | 4.02% | -3.35% |
Volatility (6M)Calculated over the trailing 6-month period | 1.54% | 8.50% | -6.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.22% | 16.17% | -13.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.37% | 15.65% | -13.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.15% | 17.19% | -15.04% |