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MSFRX vs. SCHG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSFRX vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Total Return Fund (MSFRX) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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MSFRX vs. SCHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SCHG
Schwab U.S. Large-Cap Growth ETF
-9.73%17.50%34.95%50.10%-31.80%28.11%39.14%36.02%-1.36%28.05%

Returns By Period

In the year-to-date period, MSFRX achieves a 1.18% return, which is significantly higher than SCHG's -9.73% return. Over the past 10 years, MSFRX has underperformed SCHG with an annualized return of 8.00%, while SCHG has yielded a comparatively higher 16.95% 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%

SCHG

1D
0.96%
1M
-4.46%
YTD
-9.73%
6M
-8.15%
1Y
17.00%
3Y*
22.30%
5Y*
12.76%
10Y*
16.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSFRX vs. SCHG - Expense Ratio Comparison

MSFRX has a 0.72% expense ratio, which is higher than SCHG's 0.04% expense ratio.


Return for Risk

MSFRX vs. SCHG — Risk / Return Rank

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

MSFRX
MSFRX Risk / Return Rank: 4949
Overall Rank
MSFRX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
MSFRX Sortino Ratio Rank: 4747
Sortino Ratio Rank
MSFRX Omega Ratio Rank: 4545
Omega Ratio Rank
MSFRX Calmar Ratio Rank: 5151
Calmar Ratio Rank
MSFRX Martin Ratio Rank: 5555
Martin Ratio Rank

SCHG
SCHG Risk / Return Rank: 4141
Overall Rank
SCHG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 4343
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4242
Omega Ratio Rank
SCHG Calmar Ratio Rank: 4040
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3939
Martin Ratio Rank
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. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Total Return Fund (MSFRX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.


MSFRXSCHGDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.76

+0.23

Sortino ratio

Return per unit of downside risk

1.43

1.24

+0.18

Omega ratio

Gain probability vs. loss probability

1.20

1.17

+0.03

Calmar ratio

Return relative to maximum drawdown

1.33

1.09

+0.24

Martin ratio

Return relative to average drawdown

5.58

3.71

+1.87

MSFRX vs. SCHG - Sharpe Ratio Comparison

The current MSFRX Sharpe Ratio is 0.99, which is higher than the SCHG Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of MSFRX and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MSFRXSCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.76

+0.23

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

0.77

0.79

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.79

-0.14

Correlation

The correlation between MSFRX and SCHG is 0.78, 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. SCHG - Dividend Comparison

MSFRX's dividend yield for the trailing twelve months is around 8.67%, more than SCHG's 0.43% yield.


TTM20252024202320222021202020192018201720162015
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%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.43%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

Drawdowns

MSFRX vs. SCHG - Drawdown Comparison

The maximum MSFRX drawdown since its inception was -37.28%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for MSFRX and SCHG.


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Drawdown Indicators


MSFRXSCHGDifference

Max Drawdown

Largest peak-to-trough decline

-37.28%

-34.59%

-2.69%

Max Drawdown (1Y)

Largest decline over 1 year

-7.49%

-16.41%

+8.92%

Max Drawdown (5Y)

Largest decline over 5 years

-17.02%

-34.59%

+17.57%

Max Drawdown (10Y)

Largest decline over 10 years

-24.70%

-34.59%

+9.89%

Current Drawdown

Current decline from peak

-3.87%

-12.51%

+8.64%

Average Drawdown

Average peak-to-trough decline

-5.01%

-5.22%

+0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

4.84%

-3.05%

Volatility

MSFRX vs. SCHG - Volatility Comparison

The current volatility for MFS Total Return Fund (MSFRX) is 2.49%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.77%. This indicates that MSFRX experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSFRXSCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.49%

6.77%

-4.28%

Volatility (6M)

Calculated over the trailing 6-month period

5.06%

12.54%

-7.48%

Volatility (1Y)

Calculated over the trailing 1-year period

9.39%

22.45%

-13.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.76%

22.31%

-12.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.45%

21.51%

-11.06%