MSFRX vs. SCHG
Compare and contrast key facts about MFS Total Return Fund (MSFRX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
MSFRX is managed by MFS. It was launched on Oct 5, 1970. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSFRX or SCHG.
Performance
MSFRX vs. SCHG - Performance Comparison
Returns By Period
In the year-to-date period, MSFRX achieves a 11.39% return, which is significantly lower than SCHG's 32.77% return. Over the past 10 years, MSFRX has underperformed SCHG with an annualized return of 3.49%, while SCHG has yielded a comparatively higher 16.44% annualized return.
MSFRX
11.39%
1.26%
7.84%
13.53%
3.03%
3.49%
SCHG
32.77%
2.85%
15.79%
38.25%
20.42%
16.44%
Key characteristics
| MSFRX | SCHG | |
|---|---|---|
| Sharpe Ratio | 1.77 | 2.29 |
| Sortino Ratio | 2.38 | 2.97 |
| Omega Ratio | 1.34 | 1.42 |
| Calmar Ratio | 0.93 | 3.14 |
| Martin Ratio | 7.11 | 12.46 |
| Ulcer Index | 1.94% | 3.12% |
| Daily Std Dev | 7.76% | 16.99% |
| Max Drawdown | -36.74% | -34.59% |
| Current Drawdown | -3.35% | -1.33% |
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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.
Correlation
The correlation between MSFRX and SCHG is 0.80, 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.
Risk-Adjusted Performance
MSFRX vs. SCHG - Risk-Adjusted Performance 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.
Dividends
MSFRX vs. SCHG - Dividend Comparison
MSFRX's dividend yield for the trailing twelve months is around 2.22%, more than SCHG's 0.40% yield.
| 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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
MSFRX vs. SCHG - Drawdown Comparison
The maximum MSFRX drawdown since its inception was -36.74%, 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. For additional features, visit the drawdowns tool.
Volatility
MSFRX vs. SCHG - Volatility Comparison
The current volatility for MFS Total Return Fund (MSFRX) is 2.06%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.50%. 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.