MSFRX vs. SPY
Compare and contrast key facts about MFS Total Return Fund (MSFRX) and State Street SPDR S&P 500 ETF (SPY).
MSFRX is managed by MFS. It was launched on Oct 5, 1970. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
MSFRX vs. SPY - Performance Comparison
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MSFRX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFRX MFS Total Return Fund | 0.40% | 10.98% | 14.73% | 10.34% | -9.70% | 14.00% | 9.72% | 20.20% | -5.80% | 12.18% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, MSFRX achieves a 0.40% return, which is significantly higher than SPY's -4.37% return. Over the past 10 years, MSFRX has underperformed SPY with an annualized return of 7.92%, while SPY has yielded a comparatively higher 13.98% annualized return.
MSFRX
- 1D
- 0.37%
- 1M
- -4.56%
- YTD
- 0.40%
- 6M
- 2.34%
- 1Y
- 8.41%
- 3Y*
- 11.76%
- 5Y*
- 6.78%
- 10Y*
- 7.92%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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MSFRX vs. SPY - Expense Ratio Comparison
MSFRX has a 0.72% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
MSFRX vs. SPY — Risk / Return Rank
MSFRX
SPY
MSFRX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Total Return Fund (MSFRX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.93 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.45 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.22 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.53 | -0.38 |
Martin ratioReturn relative to average drawdown | 4.83 | 7.30 | -2.47 |
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 | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.93 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.69 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.78 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.56 | +0.09 |
Correlation
The correlation between MSFRX and SPY is 0.88, 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. SPY - Dividend Comparison
MSFRX's dividend yield for the trailing twelve months is around 8.74%, more than SPY's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFRX MFS Total Return Fund | 8.74% | 8.93% | 14.87% | 6.19% | 5.38% | 8.33% | 6.93% | 3.22% | 4.99% | 5.67% | 3.54% | 5.55% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
MSFRX vs. SPY - Drawdown Comparison
The maximum MSFRX drawdown since its inception was -37.28%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for MSFRX and SPY.
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Drawdown Indicators
| MSFRX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.28% | -55.19% | +17.91% |
Max Drawdown (1Y)Largest decline over 1 year | -7.49% | -12.05% | +4.56% |
Max Drawdown (5Y)Largest decline over 5 years | -17.02% | -24.50% | +7.48% |
Max Drawdown (10Y)Largest decline over 10 years | -24.70% | -33.72% | +9.02% |
Current DrawdownCurrent decline from peak | -4.61% | -6.24% | +1.63% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -9.09% | +4.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 2.52% | -0.75% |
Volatility
MSFRX vs. SPY - Volatility Comparison
The current volatility for MFS Total Return Fund (MSFRX) is 2.28%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that MSFRX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFRX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.28% | 5.31% | -3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 5.00% | 9.47% | -4.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.38% | 19.05% | -9.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.75% | 17.06% | -7.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.45% | 17.92% | -7.47% |