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MSFRX vs. AAETX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MSFRX and AAETX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

MSFRX vs. AAETX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Total Return Fund (MSFRX) and American Funds 2030 Target Date Retirement Fund (AAETX). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
93.17%
257.92%
MSFRX
AAETX

Key characteristics

Sharpe Ratio

MSFRX:

-0.11

AAETX:

1.63

Sortino Ratio

MSFRX:

-0.08

AAETX:

2.25

Omega Ratio

MSFRX:

0.99

AAETX:

1.30

Calmar Ratio

MSFRX:

-0.08

AAETX:

2.95

Martin Ratio

MSFRX:

-0.69

AAETX:

10.47

Ulcer Index

MSFRX:

1.62%

AAETX:

1.16%

Daily Std Dev

MSFRX:

9.89%

AAETX:

7.44%

Max Drawdown

MSFRX:

-36.74%

AAETX:

-48.18%

Current Drawdown

MSFRX:

-12.14%

AAETX:

-2.46%

Returns By Period

In the year-to-date period, MSFRX achieves a 1.26% return, which is significantly lower than AAETX's 10.66% return. Over the past 10 years, MSFRX has underperformed AAETX with an annualized return of 2.41%, while AAETX has yielded a comparatively higher 7.36% annualized return.


MSFRX

YTD

1.26%

1M

-8.53%

6M

-2.56%

1Y

2.05%

5Y*

0.90%

10Y*

2.41%

AAETX

YTD

10.66%

1M

-0.17%

6M

4.20%

1Y

11.30%

5Y*

6.94%

10Y*

7.36%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MSFRX vs. AAETX - Expense Ratio Comparison

MSFRX has a 0.72% expense ratio, which is higher than AAETX's 0.33% expense ratio.


MSFRX
MFS Total Return Fund
Expense ratio chart for MSFRX: current value at 0.72% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.72%
Expense ratio chart for AAETX: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%

Risk-Adjusted Performance

MSFRX vs. AAETX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Total Return Fund (MSFRX) and American Funds 2030 Target Date Retirement Fund (AAETX). 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.


Sharpe ratio
The chart of Sharpe ratio for MSFRX, currently valued at -0.11, compared to the broader market-1.000.001.002.003.004.00-0.111.63
The chart of Sortino ratio for MSFRX, currently valued at -0.08, compared to the broader market-2.000.002.004.006.008.0010.00-0.082.25
The chart of Omega ratio for MSFRX, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.003.500.991.30
The chart of Calmar ratio for MSFRX, currently valued at -0.08, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.082.95
The chart of Martin ratio for MSFRX, currently valued at -0.69, compared to the broader market0.0020.0040.0060.00-0.6910.47
MSFRX
AAETX

The current MSFRX Sharpe Ratio is -0.11, which is lower than the AAETX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of MSFRX and AAETX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.11
1.63
MSFRX
AAETX

Dividends

MSFRX vs. AAETX - Dividend Comparison

MSFRX's dividend yield for the trailing twelve months is around 2.21%, more than AAETX's 1.79% yield.


TTM20232022202120202019201820172016201520142013
MSFRX
MFS Total Return Fund
2.21%2.37%1.88%1.40%1.82%1.91%2.25%1.93%2.17%2.77%4.58%2.85%
AAETX
American Funds 2030 Target Date Retirement Fund
0.00%1.98%1.78%0.98%1.38%1.33%1.35%1.04%1.11%0.85%5.04%3.43%

Drawdowns

MSFRX vs. AAETX - Drawdown Comparison

The maximum MSFRX drawdown since its inception was -36.74%, smaller than the maximum AAETX drawdown of -48.18%. Use the drawdown chart below to compare losses from any high point for MSFRX and AAETX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.14%
-2.46%
MSFRX
AAETX

Volatility

MSFRX vs. AAETX - Volatility Comparison

MFS Total Return Fund (MSFRX) has a higher volatility of 6.64% compared to American Funds 2030 Target Date Retirement Fund (AAETX) at 2.65%. This indicates that MSFRX's price experiences larger fluctuations and is considered to be riskier than AAETX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
6.64%
2.65%
MSFRX
AAETX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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