MRGAX vs. VTHR
MRGAX (MFS Core Equity Fund) and VTHR (Vanguard Russell 3000 ETF) are both Large Cap Blend Equities funds. Over the past 10 years, MRGAX returned 13.72%/yr vs 14.55%/yr for VTHR. Their correlation of 0.93 means they have usually moved in the same direction. MRGAX charges 0.93%/yr vs 0.06%/yr for VTHR.
Performance
MRGAX vs. VTHR - Performance Comparison
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Returns By Period
In the year-to-date period, MRGAX achieves a 7.31% return, which is significantly lower than VTHR's 10.36% return. Over the past 10 years, MRGAX has underperformed VTHR with an annualized return of 13.72%, while VTHR has yielded a comparatively higher 14.55% annualized return.
MRGAX
- 1D
- 1.69%
- 1M
- 0.09%
- 6M
- 5.37%
- YTD
- 7.31%
- 1Y
- 14.44%
- 3Y*
- 14.94%
- 5Y*
- 9.38%
- 10Y*
- 13.72%
- ALL TIME*
- 10.09%
VTHR
- 1D
- 0.59%
- 1M
- -0.19%
- 6M
- 8.65%
- YTD
- 10.36%
- 1Y
- 21.54%
- 3Y*
- 18.81%
- 5Y*
- 11.74%
- 10Y*
- 14.55%
- ALL TIME*
- 14.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
MRGAX MFS Core Equity Fund | $0.00 | $0.00 | $0.00 |
| $9.26M | $9.46M | $10.85M |
MRGAX vs. VTHR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MRGAX MFS Core Equity Fund | 7.31% | 12.33% | 20.01% | 22.88% | -17.24% | 25.26% | 18.56% | 34.66% | -4.12% | 23.79% |
VTHR Vanguard Russell 3000 ETF | 10.36% | 16.99% | 23.57% | 25.92% | -19.20% | 25.49% | 20.93% | 30.82% | -5.65% | 21.06% |
Correlation
The correlation between MRGAX and VTHR is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.97 |
Correlation (3Y) Balances recent behavior with more history. | 0.98 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.98 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2010 | 0.93 |
The correlation between MRGAX and VTHR has been stable across timeframes, ranging from 0.93 to 0.98 - a consistent structural relationship.
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Return for Risk
MRGAX vs. VTHR — Risk / Return Rank
MRGAX
VTHR
MRGAX vs. VTHR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Core Equity Fund (MRGAX) and Vanguard Russell 3000 ETF (VTHR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MRGAX | VTHR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.27 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 2.21 | -0.93 |
| Martin ratioReturn relative to average drawdown | 5.17 | 9.57 | -4.40 |
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Drawdowns
MRGAX vs. VTHR - Drawdown Comparison
The maximum MRGAX drawdown since its inception was -54.04%, which is greater than VTHR's maximum drawdown of -34.61%. Use the drawdown chart below to compare losses from any high point for MRGAX and VTHR.
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Drawdown Indicators
| MRGAX | VTHR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.04% | -34.61% | -19.43% |
Max Drawdown (1Y)Largest decline over 1 year | -9.53% | -8.91% | -0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -19.22% | -19.36% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -23.08% | -25.06% | +1.98% |
Max Drawdown (10Y)Largest decline over 10 years | -33.41% | -34.61% | +1.20% |
Current DrawdownCurrent decline from peak | -1.51% | -1.21% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -8.23% | -4.02% | -4.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.06% | +0.31% |
Volatility
MRGAX vs. VTHR - Volatility Comparison
MFS Core Equity Fund (MRGAX) and Vanguard Russell 3000 ETF (VTHR) have volatilities of 3.27% and 3.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRGAX | VTHR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 3.40% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 9.87% | 10.27% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.70% | 13.11% | -0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 17.39% | -0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.77% | 17.84% | -0.07% |
MRGAX vs. VTHR - Expense Ratio Comparison
MRGAX has a 0.93% expense ratio, which is higher than VTHR's 0.06% expense ratio.
Dividends
MRGAX vs. VTHR - Dividend Comparison
MRGAX's dividend yield for the trailing twelve months is around 12.67%, more than VTHR's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRGAX MFS Core Equity Fund | 12.67% | 13.60% | 8.21% | 2.54% | 3.83% | 7.28% | 1.54% | 3.20% | 11.09% | 6.27% | 3.65% | 11.02% |
VTHR Vanguard Russell 3000 ETF | 1.03% | 1.08% | 1.19% | 1.47% | 1.52% | 1.16% | 1.37% | 1.65% | 1.89% | 1.63% | 1.82% | 1.84% |
Frequently Asked Questions
With a correlation of 0.97, MRGAX and VTHR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VTHR has higher volatility (3.40%) compared to MRGAX (3.27%). In terms of maximum drawdown, MRGAX dropped -54.04% vs VTHR's -34.61%.
VTHR currently has the higher Sharpe Ratio (1.50 vs 0.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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