MSFRX vs. MEIIX
Compare and contrast key facts about MFS Total Return Fund (MSFRX) and MFS Value Fund Class I (MEIIX).
MSFRX is managed by MFS. It was launched on Oct 5, 1970. MEIIX is managed by MFS. It was launched on Feb 1, 1996.
Performance
MSFRX vs. MEIIX - Performance Comparison
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MSFRX vs. MEIIX - 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% |
MEIIX MFS Value Fund Class I | -0.56% | 13.26% | 11.86% | 8.21% | -6.02% | 25.43% | 3.99% | 30.04% | -9.90% | 17.20% |
Returns By Period
In the year-to-date period, MSFRX achieves a 0.40% return, which is significantly higher than MEIIX's -0.56% return. Over the past 10 years, MSFRX has underperformed MEIIX with an annualized return of 7.92%, while MEIIX has yielded a comparatively higher 9.72% 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%
MEIIX
- 1D
- 0.22%
- 1M
- -6.34%
- YTD
- -0.56%
- 6M
- 1.67%
- 1Y
- 8.35%
- 3Y*
- 11.42%
- 5Y*
- 8.14%
- 10Y*
- 9.72%
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MSFRX vs. MEIIX - Expense Ratio Comparison
MSFRX has a 0.72% expense ratio, which is higher than MEIIX's 0.55% expense ratio.
Return for Risk
MSFRX vs. MEIIX — Risk / Return Rank
MSFRX
MEIIX
MSFRX vs. MEIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Total Return Fund (MSFRX) and MFS Value Fund Class I (MEIIX). 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 | MEIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.65 | +0.33 |
Sortino ratioReturn per unit of downside risk | 1.41 | 0.97 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.14 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 0.77 | +0.37 |
Martin ratioReturn relative to average drawdown | 4.83 | 3.43 | +1.40 |
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 | MEIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.65 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.59 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.59 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.56 | +0.09 |
Correlation
The correlation between MSFRX and MEIIX 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. MEIIX - Dividend Comparison
MSFRX's dividend yield for the trailing twelve months is around 8.74%, less than MEIIX's 9.77% 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% |
MEIIX MFS Value Fund Class I | 9.77% | 9.52% | 9.30% | 8.41% | 7.58% | 3.32% | 2.63% | 3.17% | 3.62% | 4.04% | 2.91% | 5.97% |
Drawdowns
MSFRX vs. MEIIX - Drawdown Comparison
The maximum MSFRX drawdown since its inception was -37.28%, smaller than the maximum MEIIX drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for MSFRX and MEIIX.
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Drawdown Indicators
| MSFRX | MEIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.28% | -52.64% | +15.36% |
Max Drawdown (1Y)Largest decline over 1 year | -7.49% | -11.10% | +3.61% |
Max Drawdown (5Y)Largest decline over 5 years | -17.02% | -17.58% | +0.56% |
Max Drawdown (10Y)Largest decline over 10 years | -24.70% | -36.70% | +12.00% |
Current DrawdownCurrent decline from peak | -4.61% | -6.55% | +1.94% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -6.58% | +1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 2.51% | -0.74% |
Volatility
MSFRX vs. MEIIX - Volatility Comparison
The current volatility for MFS Total Return Fund (MSFRX) is 2.28%, while MFS Value Fund Class I (MEIIX) has a volatility of 3.11%. This indicates that MSFRX experiences smaller price fluctuations and is considered to be less risky than MEIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFRX | MEIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.28% | 3.11% | -0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 5.00% | 7.68% | -2.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.38% | 14.78% | -5.40% |
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% | 16.55% | -6.10% |