MSFRX vs. RGT

Last updated Apr 2, 2026

Compare and contrast key facts about MFS Total Return Fund (MSFRX) and Royce Global Value Trust, Inc. (RGT).

MSFRX is managed by MFS. It was launched on Oct 5, 1970.

Performance

MSFRX vs. RGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Total Return Fund (MSFRX) and Royce Global Value Trust, Inc. (RGT). The values are adjusted to include any dividend payments, if applicable.

MSFRX vs. RGT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MSFRX MFS Total Return Fund	1.18%	10.98%	14.73%	10.34%	-9.70%	14.00%	9.72%	20.20%	-5.80%	12.18%
RGT Royce Global Value Trust, Inc.	3.51%	24.10%	14.45%	14.55%	-33.13%	16.59%	23.87%	32.36%	-17.49%	35.94%

Returns By Period

In the year-to-date period, MSFRX achieves a 1.18% return, which is significantly lower than RGT's 3.51% return. Over the past 10 years, MSFRX has underperformed RGT with an annualized return of 8.00%, while RGT has yielded a comparatively higher 10.42% annualized return.

MSFRX

• 1D: 0.78%
• 1M: -3.63%
• YTD: 1.18%
• 6M: 3.04%
• 1Y: 9.48%
• 3Y*: 12.04%
• 5Y*: 6.79%
• 10Y*: 8.00%

RGT

• 1D: 1.56%
• 1M: -6.09%
• YTD: 3.51%
• 6M: 6.03%
• 1Y: 30.67%
• 3Y*: 17.41%
• 5Y*: 4.11%
• 10Y*: 10.42%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

MSFRX vs. RGT — Risk / Return Rank

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

MSFRX

MSFRX Risk / Return Rank: 49
MSFRX Sharpe Ratio Rank: 48
MSFRX Sortino Ratio Rank: 47
MSFRX Omega Ratio Rank: 45
MSFRX Calmar Ratio Rank: 51
MSFRX Martin Ratio Rank: 55

RGT

RGT Risk / Return Rank: 84
RGT Sharpe Ratio Rank: 86
RGT Sortino Ratio Rank: 84
RGT Omega Ratio Rank: 86
RGT Calmar Ratio Rank: 80
RGT Martin Ratio Rank: 85

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. RGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Total Return Fund (MSFRX) and Royce Global Value Trust, Inc. (RGT). 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	RGT	Difference
Sharpe ratio Return per unit of total volatility	0.99	1.69	-0.70
Sortino ratio Return per unit of downside risk	1.43	2.37	-0.94
Omega ratio Gain probability vs. loss probability	1.20	1.35	-0.14
Calmar ratio Return relative to maximum drawdown	1.33	2.43	-1.10
Martin ratio Return relative to average drawdown	5.58	8.15	-2.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MSFRX vs. RGT - Sharpe Ratio Comparison

The current MSFRX Sharpe Ratio is 0.99, which is lower than the RGT Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of MSFRX and RGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MSFRX	RGT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.99	1.69	-0.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.22	+0.48
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.77	0.52	+0.25
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.36	+0.28

Correlation

The correlation between MSFRX and RGT is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

MSFRX vs. RGT - Dividend Comparison

MSFRX's dividend yield for the trailing twelve months is around 8.67%, more than RGT's 1.40% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MSFRX MFS Total Return Fund	8.67%	8.93%	14.87%	6.19%	5.38%	8.33%	6.93%	3.22%	4.99%	5.67%	3.54%	5.55%
RGT Royce Global Value Trust, Inc.	1.40%	1.45%	4.38%	1.54%	1.50%	20.96%	8.91%	0.51%	0.45%	1.02%	1.74%	0.00%

Drawdowns

MSFRX vs. RGT - Drawdown Comparison

The maximum MSFRX drawdown since its inception was -37.28%, smaller than the maximum RGT drawdown of -46.83%. Use the drawdown chart below to compare losses from any high point for MSFRX and RGT.

Drawdown Indicators

	MSFRX	RGT	Difference
Max Drawdown Largest peak-to-trough decline	-37.28%	-46.83%	+9.55%
Max Drawdown (1Y) Largest decline over 1 year	-7.49%	-12.81%	+5.32%
Max Drawdown (5Y) Largest decline over 5 years	-17.02%	-45.97%	+28.95%
Max Drawdown (10Y) Largest decline over 10 years	-24.70%	-46.83%	+22.13%
Current Drawdown Current decline from peak	-3.87%	-8.99%	+5.12%
Average Drawdown Average peak-to-trough decline	-5.01%	-15.05%	+10.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.79%	3.83%	-2.04%

Volatility

MSFRX vs. RGT - Volatility Comparison

The current volatility for MFS Total Return Fund (MSFRX) is 2.49%, while Royce Global Value Trust, Inc. (RGT) has a volatility of 5.49%. This indicates that MSFRX experiences smaller price fluctuations and is considered to be less risky than RGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MSFRX	RGT	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.49%	5.49%	-3.00%
Volatility (6M) Calculated over the trailing 6-month period	5.06%	11.82%	-6.76%
Volatility (1Y) Calculated over the trailing 1-year period	9.39%	18.26%	-8.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.76%	18.86%	-9.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.45%	20.07%	-9.62%