MSFRX vs. BBTBX
MSFRX (MFS Total Return Fund) and BBTBX (Bridge Builder Core Bond Fund) are both mutual funds - MSFRX is a Diversified Portfolio fund managed by MFS, while BBTBX is a Intermediate Core Bond fund managed by Bridge Builder. Over the past 10 years, MSFRX returned 8.10%/yr vs 1.77%/yr for BBTBX. At a 0.07 correlation, their price movements are largely independent. MSFRX charges 0.72%/yr vs 0.13%/yr for BBTBX.
Performance
MSFRX vs. BBTBX - Performance Comparison
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Returns By Period
In the year-to-date period, MSFRX achieves a 3.66% return, which is significantly higher than BBTBX's 0.14% return. Over the past 10 years, MSFRX has outperformed BBTBX with an annualized return of 8.10%, while BBTBX has yielded a comparatively lower 1.77% annualized return.
MSFRX
- 1D
- 0.71%
- 1M
- 2.02%
- YTD
- 3.66%
- 6M
- 3.79%
- 1Y
- 10.94%
- 3Y*
- 12.33%
- 5Y*
- 6.44%
- 10Y*
- 8.10%
BBTBX
- 1D
- 0.56%
- 1M
- 0.61%
- YTD
- 0.14%
- 6M
- 0.74%
- 1Y
- 4.59%
- 3Y*
- 4.29%
- 5Y*
- 0.10%
- 10Y*
- 1.77%
MSFRX vs. BBTBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFRX MFS Total Return Fund | 3.66% | 10.98% | 14.73% | 10.34% | -9.70% | 14.00% | 9.72% | 20.20% | -5.80% | 12.18% |
BBTBX Bridge Builder Core Bond Fund | 0.14% | 7.82% | 1.89% | 5.41% | -13.49% | -1.12% | 8.54% | 9.15% | 0.13% | 4.14% |
Correlation
The correlation between MSFRX and BBTBX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Oct 30, 2013 | 0.07 |
Over the past year, MSFRX and BBTBX have become more correlated (0.42) than their long-term average of 0.07, meaning their price movements have been converging.
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Return for Risk
MSFRX vs. BBTBX — Risk / Return Rank
MSFRX
BBTBX
MSFRX vs. BBTBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Total Return Fund (MSFRX) and Bridge Builder Core Bond Fund (BBTBX). 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.
| MSFRX | BBTBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.22 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 1.72 | +0.58 |
| Martin ratioReturn relative to average drawdown | 6.74 | 4.80 | +1.94 |
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Drawdowns
MSFRX vs. BBTBX - Drawdown Comparison
The maximum MSFRX drawdown since its inception was -37.28%, which is greater than BBTBX's maximum drawdown of -18.54%. Use the drawdown chart below to compare losses from any high point for MSFRX and BBTBX.
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Drawdown Indicators
| MSFRX | BBTBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.28% | -18.54% | -18.74% |
Max Drawdown (1Y)Largest decline over 1 year | -4.96% | -2.97% | -1.99% |
Max Drawdown (3Y)Largest decline over 3 years | -8.56% | -6.32% | -2.24% |
Max Drawdown (5Y)Largest decline over 5 years | -17.02% | -18.54% | +1.52% |
Max Drawdown (10Y)Largest decline over 10 years | -24.70% | -18.54% | -6.16% |
Current DrawdownCurrent decline from peak | -1.51% | -1.39% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -5.00% | -3.91% | -1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.69% | 1.05% | +0.64% |
Volatility
MSFRX vs. BBTBX - Volatility Comparison
MFS Total Return Fund (MSFRX) has a higher volatility of 1.94% compared to Bridge Builder Core Bond Fund (BBTBX) at 1.36%. This indicates that MSFRX's price experiences larger fluctuations and is considered to be riskier than BBTBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFRX | BBTBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.94% | 1.36% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 5.03% | 3.00% | +2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.83% | 4.08% | +2.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.76% | 5.98% | +3.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.46% | 4.94% | +5.52% |
MSFRX vs. BBTBX - Expense Ratio Comparison
MSFRX has a 0.72% expense ratio, which is higher than BBTBX's 0.13% expense ratio.
Dividends
MSFRX vs. BBTBX - Dividend Comparison
MSFRX's dividend yield for the trailing twelve months is around 8.74%, more than BBTBX's 4.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBTBX Bridge Builder Core Bond Fund | 4.07% | 4.58% | 3.92% | 2.86% | 2.26% | 2.38% | 4.73% | 3.39% | 3.02% | 2.67% | 0.95% | 0.17% |
MSFRX MFS Total Return Fund | 8.74% | 8.93% | 14.87% | 6.19% | 5.38% | 8.33% | 6.93% | 3.22% | 4.99% | 5.67% | 3.54% | 5.55% |
Frequently Asked Questions
MSFRX and BBTBX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFRX has higher volatility (1.94%) compared to BBTBX (1.36%). In terms of maximum drawdown, MSFRX dropped -37.28% vs BBTBX's -18.54%.
MSFRX currently has the higher Sharpe Ratio (1.67 vs 1.26), 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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