MQLFX vs. VBISX
Compare and contrast key facts about MFS Limited Maturity Fund (MQLFX) and Vanguard Short-Term Bond Index Fund (VBISX).
MQLFX is managed by MFS. It was launched on Feb 26, 1992. VBISX is managed by Vanguard. It was launched on Mar 1, 1994.
Performance
MQLFX vs. VBISX - Performance Comparison
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MQLFX vs. VBISX - 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% |
VBISX Vanguard Short-Term Bond Index Fund | -0.34% | 5.67% | 3.66% | 4.54% | -5.61% | -1.35% | 4.63% | 4.78% | 1.27% | 1.10% |
Returns By Period
In the year-to-date period, MQLFX achieves a -0.14% return, which is significantly higher than VBISX's -0.34% return. Over the past 10 years, MQLFX has outperformed VBISX with an annualized return of 2.20%, while VBISX has yielded a comparatively lower 1.76% 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%
VBISX
- 1D
- 0.20%
- 1M
- -1.25%
- YTD
- -0.34%
- 6M
- 0.83%
- 1Y
- 3.56%
- 3Y*
- 3.85%
- 5Y*
- 1.39%
- 10Y*
- 1.76%
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MQLFX vs. VBISX - Expense Ratio Comparison
MQLFX has a 0.57% expense ratio, which is higher than VBISX's 0.15% expense ratio.
Return for Risk
MQLFX vs. VBISX — Risk / Return Rank
MQLFX
VBISX
MQLFX vs. VBISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Limited Maturity Fund (MQLFX) and Vanguard Short-Term Bond Index Fund (VBISX). 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 | VBISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.86 | 1.64 | +0.22 |
Sortino ratioReturn per unit of downside risk | 3.17 | 2.70 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.33 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 3.18 | 2.72 | +0.46 |
Martin ratioReturn relative to average drawdown | 13.45 | 9.96 | +3.49 |
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
| MQLFX | VBISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 1.64 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.48 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.03 | 0.74 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.53 | 1.34 | +0.19 |
Correlation
The correlation between MQLFX and VBISX is 0.66, 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
MQLFX vs. VBISX - Dividend Comparison
MQLFX's dividend yield for the trailing twelve months is around 4.04%, more than VBISX's 3.52% 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% |
VBISX Vanguard Short-Term Bond Index Fund | 3.52% | 3.44% | 3.29% | 2.10% | 1.38% | 1.16% | 1.72% | 2.16% | 1.92% | 1.58% | 1.42% | 1.34% |
Drawdowns
MQLFX vs. VBISX - Drawdown Comparison
The maximum MQLFX drawdown since its inception was -7.14%, smaller than the maximum VBISX drawdown of -8.79%. Use the drawdown chart below to compare losses from any high point for MQLFX and VBISX.
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Drawdown Indicators
| MQLFX | VBISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.14% | -8.79% | +1.65% |
Max Drawdown (1Y)Largest decline over 1 year | -1.35% | -1.54% | +0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -7.14% | -8.72% | +1.58% |
Max Drawdown (10Y)Largest decline over 10 years | -7.14% | -8.79% | +1.65% |
Current DrawdownCurrent decline from peak | -1.18% | -1.25% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -0.60% | -0.87% | +0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.32% | 0.42% | -0.10% |
Volatility
MQLFX vs. VBISX - Volatility Comparison
The current volatility for MFS Limited Maturity Fund (MQLFX) is 0.67%, while Vanguard Short-Term Bond Index Fund (VBISX) has a volatility of 0.74%. This indicates that MQLFX experiences smaller price fluctuations and is considered to be less risky than VBISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MQLFX | VBISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.67% | 0.74% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 1.54% | 1.50% | +0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.22% | 2.44% | -0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.37% | 2.91% | -0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.15% | 2.37% | -0.22% |