MSFRX vs. RVT
Compare and contrast key facts about MFS Total Return Fund (MSFRX) and Royce Value Trust Inc. (RVT).
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 RVT.
Key characteristics
| MSFRX | RVT | |
|---|---|---|
| YTD Return | 9.64% | 9.65% |
| 1Y Return | 16.45% | 24.11% |
| 3Y Return (Ann) | 4.12% | 2.15% |
| 5Y Return (Ann) | 7.43% | 10.11% |
| 10Y Return (Ann) | 6.74% | 8.92% |
| Sharpe Ratio | 2.01 | 1.12 |
| Daily Std Dev | 7.83% | 20.20% |
| Max Drawdown | -36.74% | -72.31% |
| Current Drawdown | 0.00% | -3.95% |
Correlation
The correlation between MSFRX and RVT is 0.57, 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.
Performance
MSFRX vs. RVT - Performance Comparison
The year-to-date returns for both investments are quite close, with MSFRX having a 9.64% return and RVT slightly higher at 9.65%. Over the past 10 years, MSFRX has underperformed RVT with an annualized return of 6.74%, while RVT has yielded a comparatively higher 8.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MSFRX vs. RVT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Total Return Fund (MSFRX) and Royce Value Trust Inc. (RVT). 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. RVT - Dividend Comparison
MSFRX's dividend yield for the trailing twelve months is around 5.89%, less than RVT's 7.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFRX MFS Total Return Fund | 5.89% | 6.19% | 5.38% | 8.33% | 6.93% | 3.22% | 4.99% | 5.67% | 3.54% | 5.77% | 4.58% | 2.85% |
RVT Royce Value Trust Inc. | 7.42% | 7.35% | 9.95% | 8.52% | 6.44% | 7.45% | 10.68% | 7.17% | 7.62% | 10.54% | 12.70% | 4.66% |
Drawdowns
MSFRX vs. RVT - Drawdown Comparison
The maximum MSFRX drawdown since its inception was -36.74%, smaller than the maximum RVT drawdown of -72.31%. Use the drawdown chart below to compare losses from any high point for MSFRX and RVT. For additional features, visit the drawdowns tool.
Volatility
MSFRX vs. RVT - Volatility Comparison
The current volatility for MFS Total Return Fund (MSFRX) is 1.85%, while Royce Value Trust Inc. (RVT) has a volatility of 5.77%. This indicates that MSFRX experiences smaller price fluctuations and is considered to be less risky than RVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.