MSFRX vs. MEIAX
Compare and contrast key facts about MFS Total Return Fund (MSFRX) and MFS Value Fund (MEIAX).
MSFRX is managed by MFS. It was launched on Oct 5, 1970. MEIAX is managed by MFS. It was launched on Jan 2, 1996.
Performance
MSFRX vs. MEIAX - Performance Comparison
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MSFRX vs. MEIAX - 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% |
MEIAX MFS Value Fund | -0.62% | 12.97% | 11.60% | 7.92% | -6.25% | 25.11% | 3.71% | 29.73% | -10.11% | 16.97% |
Returns By Period
In the year-to-date period, MSFRX achieves a 0.40% return, which is significantly higher than MEIAX's -0.62% return. Over the past 10 years, MSFRX has underperformed MEIAX with an annualized return of 7.92%, while MEIAX has yielded a comparatively higher 9.47% 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%
MEIAX
- 1D
- 0.22%
- 1M
- -6.36%
- YTD
- -0.62%
- 6M
- 1.54%
- 1Y
- 8.11%
- 3Y*
- 11.15%
- 5Y*
- 7.87%
- 10Y*
- 9.47%
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MSFRX vs. MEIAX - Expense Ratio Comparison
MSFRX has a 0.72% expense ratio, which is lower than MEIAX's 0.80% expense ratio.
Return for Risk
MSFRX vs. MEIAX — Risk / Return Rank
MSFRX
MEIAX
MSFRX vs. MEIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Total Return Fund (MSFRX) and MFS Value Fund (MEIAX). 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 | MEIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.63 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.41 | 0.95 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.14 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 0.75 | +0.39 |
Martin ratioReturn relative to average drawdown | 4.83 | 3.31 | +1.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSFRX | MEIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.63 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.57 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.57 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.57 | +0.07 |
Correlation
The correlation between MSFRX and MEIAX is 0.96, 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. MEIAX - Dividend Comparison
MSFRX's dividend yield for the trailing twelve months is around 8.74%, less than MEIAX's 9.59% 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% |
MEIAX MFS Value Fund | 9.59% | 9.34% | 9.10% | 8.21% | 7.36% | 3.10% | 2.42% | 2.97% | 3.36% | 3.87% | 2.84% | 5.73% |
Drawdowns
MSFRX vs. MEIAX - Drawdown Comparison
The maximum MSFRX drawdown since its inception was -37.28%, smaller than the maximum MEIAX drawdown of -52.85%. Use the drawdown chart below to compare losses from any high point for MSFRX and MEIAX.
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Drawdown Indicators
| MSFRX | MEIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.28% | -52.85% | +15.57% |
Max Drawdown (1Y)Largest decline over 1 year | -7.49% | -11.10% | +3.61% |
Max Drawdown (5Y)Largest decline over 5 years | -17.02% | -17.72% | +0.70% |
Max Drawdown (10Y)Largest decline over 10 years | -24.70% | -36.71% | +12.01% |
Current DrawdownCurrent decline from peak | -4.61% | -6.57% | +1.96% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -6.57% | +1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 2.51% | -0.74% |
Volatility
MSFRX vs. MEIAX - Volatility Comparison
The current volatility for MFS Total Return Fund (MSFRX) is 2.28%, while MFS Value Fund (MEIAX) has a volatility of 3.12%. This indicates that MSFRX experiences smaller price fluctuations and is considered to be less risky than MEIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFRX | MEIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.28% | 3.12% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 5.00% | 7.69% | -2.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.38% | 14.77% | -5.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.75% | 13.90% | -4.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.45% | 16.54% | -6.09% |