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MRBIX vs. MFEKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MRBIX vs. MFEKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Total Return Bond Fund (MRBIX) and MFS Growth R6 (MFEKX). The values are adjusted to include any dividend payments, if applicable.

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MRBIX vs. MFEKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MRBIX
MFS Total Return Bond Fund
-0.26%7.35%1.77%6.45%-14.52%-0.84%8.83%9.96%-1.03%4.15%
MFEKX
MFS Growth R6
-10.29%12.44%49.62%36.27%-31.07%23.71%31.77%37.82%2.40%30.97%

Returns By Period

In the year-to-date period, MRBIX achieves a -0.26% return, which is significantly higher than MFEKX's -10.29% return. Over the past 10 years, MRBIX has underperformed MFEKX with an annualized return of 2.02%, while MFEKX has yielded a comparatively higher 15.97% annualized return.


MRBIX

1D
0.21%
1M
-1.65%
YTD
-0.26%
6M
0.50%
1Y
3.94%
3Y*
3.88%
5Y*
0.21%
10Y*
2.02%

MFEKX

1D
3.82%
1M
-5.74%
YTD
-10.29%
6M
-10.92%
1Y
9.71%
3Y*
22.91%
5Y*
11.35%
10Y*
15.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MRBIX vs. MFEKX - Expense Ratio Comparison

MRBIX has a 0.45% expense ratio, which is lower than MFEKX's 0.51% expense ratio.


Return for Risk

MRBIX vs. MFEKX — Risk / Return Rank

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

MRBIX
MRBIX Risk / Return Rank: 4747
Overall Rank
MRBIX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
MRBIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
MRBIX Omega Ratio Rank: 3232
Omega Ratio Rank
MRBIX Calmar Ratio Rank: 6767
Calmar Ratio Rank
MRBIX Martin Ratio Rank: 4646
Martin Ratio Rank

MFEKX
MFEKX Risk / Return Rank: 1818
Overall Rank
MFEKX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
MFEKX Sortino Ratio Rank: 1818
Sortino Ratio Rank
MFEKX Omega Ratio Rank: 1818
Omega Ratio Rank
MFEKX Calmar Ratio Rank: 1919
Calmar Ratio Rank
MFEKX Martin Ratio Rank: 1919
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.

MRBIX vs. MFEKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Total Return Bond Fund (MRBIX) and MFS Growth R6 (MFEKX). 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.


MRBIXMFEKXDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.49

+0.50

Sortino ratio

Return per unit of downside risk

1.43

0.86

+0.57

Omega ratio

Gain probability vs. loss probability

1.17

1.12

+0.06

Calmar ratio

Return relative to maximum drawdown

1.72

0.62

+1.10

Martin ratio

Return relative to average drawdown

5.10

2.09

+3.01

MRBIX vs. MFEKX - Sharpe Ratio Comparison

The current MRBIX Sharpe Ratio is 0.99, which is higher than the MFEKX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of MRBIX and MFEKX, 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


MRBIXMFEKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.49

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.52

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.76

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.81

+0.16

Correlation

The correlation between MRBIX and MFEKX is -0.04. 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

MRBIX vs. MFEKX - Dividend Comparison

MRBIX's dividend yield for the trailing twelve months is around 3.88%, less than MFEKX's 16.52% yield.


TTM20252024202320222021202020192018201720162015
MRBIX
MFS Total Return Bond Fund
3.88%4.21%3.69%3.42%2.39%3.42%3.00%3.06%2.87%2.65%3.02%3.76%
MFEKX
MFS Growth R6
16.52%14.82%25.31%4.82%1.04%2.74%3.55%1.57%3.88%2.49%1.70%3.64%

Drawdowns

MRBIX vs. MFEKX - Drawdown Comparison

The maximum MRBIX drawdown since its inception was -19.25%, smaller than the maximum MFEKX drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for MRBIX and MFEKX.


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Drawdown Indicators


MRBIXMFEKXDifference

Max Drawdown

Largest peak-to-trough decline

-19.25%

-36.06%

+16.81%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

-17.27%

+14.50%

Max Drawdown (5Y)

Largest decline over 5 years

-19.25%

-36.06%

+16.81%

Max Drawdown (10Y)

Largest decline over 10 years

-19.25%

-36.06%

+16.81%

Current Drawdown

Current decline from peak

-2.05%

-14.11%

+12.06%

Average Drawdown

Average peak-to-trough decline

-2.48%

-5.66%

+3.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

5.13%

-4.20%

Volatility

MRBIX vs. MFEKX - Volatility Comparison

The current volatility for MFS Total Return Bond Fund (MRBIX) is 1.46%, while MFS Growth R6 (MFEKX) has a volatility of 6.97%. This indicates that MRBIX experiences smaller price fluctuations and is considered to be less risky than MFEKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MRBIXMFEKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

6.97%

-5.51%

Volatility (6M)

Calculated over the trailing 6-month period

2.50%

12.64%

-10.14%

Volatility (1Y)

Calculated over the trailing 1-year period

4.24%

21.85%

-17.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.70%

21.91%

-16.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.90%

21.15%

-16.25%