MSFRX vs. MACIX
Compare and contrast key facts about MFS Total Return Fund (MSFRX) and MFS Conservative Allocation Fund (MACIX).
MSFRX is managed by MFS. It was launched on Oct 5, 1970. MACIX is managed by MFS. It was launched on Jun 27, 2002.
Performance
MSFRX vs. MACIX - Performance Comparison
Loading graphics...
MSFRX vs. MACIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFRX MFS Total Return Fund | 0.40% | 10.98% | 14.73% | 10.34% | -9.70% | 14.00% | 9.72% | 20.20% | -5.80% | 12.18% |
MACIX MFS Conservative Allocation Fund | -2.18% | 9.32% | 6.88% | 10.74% | -13.30% | 8.15% | 11.88% | 17.36% | -2.82% | 11.04% |
Returns By Period
In the year-to-date period, MSFRX achieves a 0.40% return, which is significantly higher than MACIX's -2.18% return. Over the past 10 years, MSFRX has outperformed MACIX with an annualized return of 7.92%, while MACIX has yielded a comparatively lower 5.67% annualized return.
MSFRX
- 1D
- 0.37%
- 1M
- -4.56%
- YTD
- 0.40%
- 6M
- 2.34%
- 1Y
- 8.41%
- 3Y*
- 11.76%
- 5Y*
- 6.78%
- 10Y*
- 7.92%
MACIX
- 1D
- 0.18%
- 1M
- -4.81%
- YTD
- -2.18%
- 6M
- -1.03%
- 1Y
- 6.10%
- 3Y*
- 6.87%
- 5Y*
- 3.39%
- 10Y*
- 5.67%
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. MACIX - Expense Ratio Comparison
MSFRX has a 0.72% expense ratio, which is higher than MACIX's 0.58% expense ratio.
Return for Risk
MSFRX vs. MACIX — Risk / Return Rank
MSFRX
MACIX
MSFRX vs. MACIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Total Return Fund (MSFRX) and MFS Conservative Allocation Fund (MACIX). 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.
| MSFRX | MACIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.98 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.36 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.19 | -0.04 |
Martin ratioReturn relative to average drawdown | 4.83 | 4.88 | -0.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MSFRX | MACIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.98 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.48 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.80 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.79 | -0.14 |
Correlation
The correlation between MSFRX and MACIX 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.
Dividends
MSFRX vs. MACIX - Dividend Comparison
MSFRX's dividend yield for the trailing twelve months is around 8.74%, more than MACIX's 6.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MACIX MFS Conservative Allocation Fund | 6.20% | 6.07% | 7.08% | 3.47% | 3.61% | 3.89% | 3.01% | 3.65% | 5.14% | 4.60% | 2.76% | 1.95% |
Drawdowns
MSFRX vs. MACIX - Drawdown Comparison
The maximum MSFRX drawdown since its inception was -37.28%, which is greater than MACIX's maximum drawdown of -25.35%. Use the drawdown chart below to compare losses from any high point for MSFRX and MACIX.
Loading graphics...
Drawdown Indicators
| MSFRX | MACIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.28% | -25.35% | -11.93% |
Max Drawdown (1Y)Largest decline over 1 year | -7.49% | -5.04% | -2.45% |
Max Drawdown (5Y)Largest decline over 5 years | -17.02% | -18.41% | +1.39% |
Max Drawdown (10Y)Largest decline over 10 years | -24.70% | -18.41% | -6.29% |
Current DrawdownCurrent decline from peak | -4.61% | -4.87% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -2.61% | -2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 1.22% | +0.55% |
Volatility
MSFRX vs. MACIX - Volatility Comparison
MFS Total Return Fund (MSFRX) and MFS Conservative Allocation Fund (MACIX) have volatilities of 2.28% and 2.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MSFRX | MACIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.28% | 2.29% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 5.00% | 3.83% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.38% | 6.49% | +2.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.75% | 7.14% | +2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.45% | 7.11% | +3.34% |