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

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.


-0.50.00.51.00.8

Performance

MSFRX vs. AGTHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Total Return Fund (MSFRX) and American Funds The Growth Fund of America Class A (AGTHX). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%4,500.00%JulyAugustSeptemberOctoberNovemberDecember
1,144.10%
3,863.97%
MSFRX
AGTHX

Key characteristics

Sharpe Ratio

MSFRX:

-0.11

AGTHX:

1.12

Sortino Ratio

MSFRX:

-0.08

AGTHX:

1.39

Omega Ratio

MSFRX:

0.99

AGTHX:

1.25

Calmar Ratio

MSFRX:

-0.08

AGTHX:

1.46

Martin Ratio

MSFRX:

-0.69

AGTHX:

7.94

Ulcer Index

MSFRX:

1.62%

AGTHX:

2.68%

Daily Std Dev

MSFRX:

9.89%

AGTHX:

19.01%

Max Drawdown

MSFRX:

-36.74%

AGTHX:

-65.35%

Current Drawdown

MSFRX:

-12.14%

AGTHX:

-11.47%

Returns By Period

In the year-to-date period, MSFRX achieves a 1.26% return, which is significantly lower than AGTHX's 19.16% return. Over the past 10 years, MSFRX has underperformed AGTHX with an annualized return of 2.41%, while AGTHX has yielded a comparatively higher 12.59% annualized return.


MSFRX

YTD

1.26%

1M

-8.53%

6M

-2.56%

1Y

2.05%

5Y*

0.90%

10Y*

2.41%

AGTHX

YTD

19.16%

1M

-7.19%

6M

2.34%

1Y

19.59%

5Y*

12.63%

10Y*

12.59%

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. AGTHX - Expense Ratio Comparison

MSFRX has a 0.72% expense ratio, which is higher than AGTHX's 0.61% 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 AGTHX: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%

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.


Sharpe ratio
The chart of Sharpe ratio for MSFRX, currently valued at -0.11, compared to the broader market-1.000.001.002.003.004.00-0.111.12
The chart of Sortino ratio for MSFRX, currently valued at -0.08, compared to the broader market-2.000.002.004.006.008.0010.00-0.081.39
The chart of Omega ratio for MSFRX, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.003.500.991.25
The chart of Calmar ratio for MSFRX, currently valued at -0.08, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.081.46
The chart of Martin ratio for MSFRX, currently valued at -0.69, compared to the broader market0.0020.0040.0060.00-0.697.94
MSFRX
AGTHX

The current MSFRX Sharpe Ratio is -0.11, which is lower than the AGTHX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of MSFRX and AGTHX, 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
1.12
MSFRX
AGTHX

Dividends

MSFRX vs. AGTHX - Dividend Comparison

MSFRX's dividend yield for the trailing twelve months is around 2.21%, while AGTHX has not paid dividends to shareholders.


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%
AGTHX
American Funds The Growth Fund of America Class A
0.00%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.14%
-11.47%
MSFRX
AGTHX

Volatility

MSFRX vs. AGTHX - Volatility Comparison

The current volatility for MFS Total Return Fund (MSFRX) is 6.64%, while American Funds The Growth Fund of America Class A (AGTHX) has a volatility of 12.78%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.64%
12.78%
MSFRX
AGTHX
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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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