MSFRX vs. AGTHX
Compare and contrast key facts about MFS Total Return Fund (MSFRX) and American Funds The Growth Fund of America Class A (AGTHX).
MSFRX is managed by MFS. It was launched on Oct 5, 1970. AGTHX is managed by Equity. It was launched on Dec 1, 1973.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSFRX or AGTHX.
Performance
MSFRX vs. AGTHX - Performance Comparison
Returns By Period
In the year-to-date period, MSFRX achieves a 11.39% return, which is significantly lower than AGTHX's 28.50% return. Over the past 10 years, MSFRX has underperformed AGTHX with an annualized return of 3.49%, while AGTHX has yielded a comparatively higher 13.46% annualized return.
MSFRX
11.39%
1.26%
7.84%
13.53%
3.03%
3.49%
AGTHX
28.50%
2.57%
14.08%
36.28%
15.33%
13.46%
Key characteristics
| MSFRX | AGTHX | |
|---|---|---|
| Sharpe Ratio | 1.77 | 2.45 |
| Sortino Ratio | 2.38 | 3.23 |
| Omega Ratio | 1.34 | 1.44 |
| Calmar Ratio | 0.93 | 2.11 |
| Martin Ratio | 7.11 | 15.70 |
| Ulcer Index | 1.94% | 2.35% |
| Daily Std Dev | 7.76% | 15.06% |
| Max Drawdown | -36.74% | -65.35% |
| Current Drawdown | -3.35% | -1.52% |
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MSFRX vs. AGTHX - Expense Ratio Comparison
MSFRX has a 0.72% expense ratio, which is higher than AGTHX's 0.61% expense ratio.
Correlation
The correlation between MSFRX and AGTHX is 0.77, 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.
Risk-Adjusted Performance
MSFRX vs. AGTHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Total Return Fund (MSFRX) and American Funds The Growth Fund of America Class A (AGTHX). 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.
Dividends
MSFRX vs. AGTHX - Dividend Comparison
MSFRX's dividend yield for the trailing twelve months is around 2.22%, less than AGTHX's 5.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFRX MFS Total Return Fund | 2.22% | 2.37% | 1.88% | 1.40% | 1.82% | 1.91% | 2.25% | 1.93% | 2.17% | 2.77% | 4.58% | 2.85% |
AGTHX American Funds The Growth Fund of America Class A | 5.30% | 6.81% | 0.75% | 8.18% | 4.55% | 7.89% | 12.71% | 7.54% | 6.61% | 8.87% | 9.90% | 6.71% |
Drawdowns
MSFRX vs. AGTHX - Drawdown Comparison
The maximum MSFRX drawdown since its inception was -36.74%, smaller than the maximum AGTHX drawdown of -65.35%. Use the drawdown chart below to compare losses from any high point for MSFRX and AGTHX. For additional features, visit the drawdowns tool.
Volatility
MSFRX vs. AGTHX - Volatility Comparison
The current volatility for MFS Total Return Fund (MSFRX) is 2.06%, while American Funds The Growth Fund of America Class A (AGTHX) has a volatility of 4.60%. This indicates that MSFRX experiences smaller price fluctuations and is considered to be less risky than AGTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.