MSFRX vs. PDSB
Compare and contrast key facts about MFS Total Return Fund (MSFRX) and PDS Biotechnology Corporation (PDSB).
MSFRX is managed by MFS. It was launched on Oct 5, 1970.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSFRX or PDSB.
Performance
MSFRX vs. PDSB - Performance Comparison
Returns By Period
In the year-to-date period, MSFRX achieves a 11.39% return, which is significantly higher than PDSB's -55.73% return.
MSFRX
11.39%
1.26%
7.84%
13.53%
3.03%
3.49%
PDSB
-55.73%
-32.52%
-29.49%
-64.29%
0.75%
N/A
Key characteristics
| MSFRX | PDSB | |
|---|---|---|
| Sharpe Ratio | 1.77 | -0.84 |
| Sortino Ratio | 2.38 | -1.31 |
| Omega Ratio | 1.34 | 0.85 |
| Calmar Ratio | 0.93 | -0.65 |
| Martin Ratio | 7.11 | -1.50 |
| Ulcer Index | 1.94% | 43.23% |
| Daily Std Dev | 7.76% | 77.35% |
| Max Drawdown | -36.74% | -99.86% |
| Current Drawdown | -3.35% | -99.53% |
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Correlation
The correlation between MSFRX and PDSB is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
MSFRX vs. PDSB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Total Return Fund (MSFRX) and PDS Biotechnology Corporation (PDSB). 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.
Dividends
MSFRX vs. PDSB - Dividend Comparison
MSFRX's dividend yield for the trailing twelve months is around 2.22%, while PDSB has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFRX MFS Total Return Fund | 2.22% | 2.37% | 1.88% | 1.40% | 1.82% | 1.91% | 2.25% | 1.93% | 2.17% | 2.77% | 4.58% | 2.85% |
PDSB PDS Biotechnology Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MSFRX vs. PDSB - Drawdown Comparison
The maximum MSFRX drawdown since its inception was -36.74%, smaller than the maximum PDSB drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for MSFRX and PDSB. For additional features, visit the drawdowns tool.
Volatility
MSFRX vs. PDSB - Volatility Comparison
The current volatility for MFS Total Return Fund (MSFRX) is 2.06%, while PDS Biotechnology Corporation (PDSB) has a volatility of 28.33%. This indicates that MSFRX experiences smaller price fluctuations and is considered to be less risky than PDSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.