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MSFRX vs. IJR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSFRX vs. IJR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Total Return Fund (MSFRX) and iShares Core S&P Small-Cap ETF (IJR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MSFRX achieves a 3.29% return, which is significantly lower than IJR's 15.49% return. Over the past 10 years, MSFRX has underperformed IJR with an annualized return of 7.96%, while IJR has yielded a comparatively higher 10.61% annualized return.


MSFRX

1D
-0.20%
1M
1.08%
YTD
3.29%
6M
4.86%
1Y
11.70%
3Y*
12.50%
5Y*
6.28%
10Y*
7.96%

IJR

1D
0.65%
1M
0.17%
YTD
15.49%
6M
15.12%
1Y
30.47%
3Y*
13.78%
5Y*
5.37%
10Y*
10.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSFRX vs. IJR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSFRX
MFS Total Return Fund
3.29%10.98%14.73%10.34%-9.70%14.00%9.72%20.20%-5.80%12.18%
IJR
iShares Core S&P Small-Cap ETF
15.49%5.89%8.63%16.06%-16.20%26.58%11.28%22.82%-8.51%13.15%

Correlation

The correlation between MSFRX and IJR is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (10Y)
Calculated over the trailing 10-year period

0.81

Correlation (All Time)
Calculated using the full available price history since May 30, 2000

0.82

The correlation between MSFRX and IJR has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.

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Return for Risk

MSFRX vs. IJR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MSFRX
MSFRX Risk / Return Rank: 4242
Overall Rank
MSFRX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
MSFRX Sortino Ratio Rank: 4747
Sortino Ratio Rank
MSFRX Omega Ratio Rank: 4141
Omega Ratio Rank
MSFRX Calmar Ratio Rank: 4646
Calmar Ratio Rank
MSFRX Martin Ratio Rank: 3434
Martin Ratio Rank

IJR
IJR Risk / Return Rank: 6363
Overall Rank
IJR Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IJR Sortino Ratio Rank: 6060
Sortino Ratio Rank
IJR Omega Ratio Rank: 5353
Omega Ratio Rank
IJR Calmar Ratio Rank: 7676
Calmar Ratio Rank
IJR Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MSFRX vs. IJR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Total Return Fund (MSFRX) and iShares Core S&P Small-Cap ETF (IJR). 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.


MSFRXIJRDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.33

1.30

+0.03

Calmar ratioReturn relative to maximum drawdown

2.45

3.52

-1.07

Martin ratioReturn relative to average drawdown

7.28

11.72

-4.44

MSFRX vs. IJR - Sharpe Ratio Comparison

The current MSFRX Sharpe Ratio is 1.79, which is comparable to the IJR Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of MSFRX and IJR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MSFRXIJRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.74

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.25

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.47

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.43

+0.22

Drawdowns

MSFRX vs. IJR - Drawdown Comparison

The maximum MSFRX drawdown since its inception was -37.28%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for MSFRX and IJR.


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Drawdown Indicators


MSFRXIJRDifference

Max Drawdown

Largest peak-to-trough decline

-37.28%

-58.15%

+20.87%

Max Drawdown (1Y)

Largest decline over 1 year

-4.96%

-8.68%

+3.72%

Max Drawdown (3Y)

Largest decline over 3 years

-8.56%

-28.02%

+19.46%

Max Drawdown (5Y)

Largest decline over 5 years

-17.02%

-28.02%

+11.00%

Max Drawdown (10Y)

Largest decline over 10 years

-24.70%

-44.36%

+19.66%

Current Drawdown

Current decline from peak

-1.86%

-1.20%

-0.66%

Average Drawdown

Average peak-to-trough decline

-5.00%

-9.28%

+4.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

2.61%

-0.94%

Volatility

MSFRX vs. IJR - Volatility Comparison

The current volatility for MFS Total Return Fund (MSFRX) is 1.78%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 4.73%. This indicates that MSFRX experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSFRXIJRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

4.73%

-2.95%

Volatility (6M)

Calculated over the trailing 6-month period

4.93%

11.82%

-6.89%

Volatility (1Y)

Calculated over the trailing 1-year period

6.78%

17.63%

-10.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.74%

21.42%

-11.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.45%

22.92%

-12.47%

MSFRX vs. IJR - Expense Ratio Comparison

MSFRX has a 0.72% expense ratio, which is higher than IJR's 0.06% expense ratio.


Dividends

MSFRX vs. IJR - Dividend Comparison

MSFRX's dividend yield for the trailing twelve months is around 8.77%, more than IJR's 1.15% yield.


PositionTTM20252024202320222021202020192018201720162015
IJR
iShares Core S&P Small-Cap ETF
1.15%1.44%2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.22%1.48%
MSFRX
MFS Total Return Fund
8.77%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 IJR have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IJR has higher volatility (4.73%) compared to MSFRX (1.78%). In terms of maximum drawdown, MSFRX dropped -37.28% vs IJR's -58.15%.

MSFRX currently has the higher Sharpe Ratio (1.79 vs 1.74), 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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