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 Index. It was launched on Dec 11, 2009.
Performance
MSFRX vs. SCHG - Performance Comparison
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MSFRX vs. SCHG - 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% |
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%
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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
MSFRX
SCHG
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.
| MSFRX | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 0.76 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.24 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.17 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.09 | +0.24 |
Martin ratioReturn relative to average drawdown | 5.58 | 3.71 | +1.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSFRX | SCHG | Difference | |
|---|---|---|---|
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.
| 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% |
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
| MSFRX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.87% | -12.51% | +8.64% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -5.22% | +0.21% |
Ulcer IndexDepth 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
| MSFRX | SCHG | Difference | |
|---|---|---|---|
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% |