MSFRX vs. STDAX
Compare and contrast key facts about MFS Total Return Fund (MSFRX) and SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX).
MSFRX is managed by MFS. It was launched on Oct 5, 1970. STDAX is managed by SEI. It was launched on Nov 16, 2003.
Performance
MSFRX vs. STDAX - Performance Comparison
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MSFRX vs. STDAX - 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% |
STDAX SEI Asset Allocation Trust Defensive Strategy Allocation Fund | 0.36% | 4.46% | 5.35% | 4.45% | -1.58% | 1.56% | -19.54% | 19.83% | -3.32% | 9.70% |
Returns By Period
In the year-to-date period, MSFRX achieves a 0.40% return, which is significantly higher than STDAX's 0.36% return. Over the past 10 years, MSFRX has outperformed STDAX with an annualized return of 7.92%, while STDAX has yielded a comparatively lower 2.52% 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%
STDAX
- 1D
- 0.09%
- 1M
- -0.18%
- YTD
- 0.36%
- 6M
- 1.30%
- 1Y
- 3.90%
- 3Y*
- 4.41%
- 5Y*
- 2.77%
- 10Y*
- 2.52%
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MSFRX vs. STDAX - Expense Ratio Comparison
MSFRX has a 0.72% expense ratio, which is higher than STDAX's 0.35% expense ratio.
Return for Risk
MSFRX vs. STDAX — Risk / Return Rank
MSFRX
STDAX
MSFRX vs. STDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Total Return Fund (MSFRX) and SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX). 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 | STDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 4.24 | -3.26 |
Sortino ratioReturn per unit of downside risk | 1.41 | 7.10 | -5.69 |
Omega ratioGain probability vs. loss probability | 1.20 | 2.50 | -1.30 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 6.50 | -5.35 |
Martin ratioReturn relative to average drawdown | 4.83 | 31.36 | -26.53 |
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 | STDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 4.24 | -3.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 1.42 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.38 | +0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | -0.00 | +0.65 |
Correlation
The correlation between MSFRX and STDAX is 0.73, 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. STDAX - Dividend Comparison
MSFRX's dividend yield for the trailing twelve months is around 8.74%, more than STDAX's 4.47% 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% |
STDAX SEI Asset Allocation Trust Defensive Strategy Allocation Fund | 4.47% | 4.49% | 4.97% | 4.77% | 3.54% | 0.87% | 1.71% | 5.19% | 8.53% | 6.92% | 10.19% | 3.84% |
Drawdowns
MSFRX vs. STDAX - Drawdown Comparison
The maximum MSFRX drawdown since its inception was -37.28%, smaller than the maximum STDAX drawdown of -76.81%. Use the drawdown chart below to compare losses from any high point for MSFRX and STDAX.
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Drawdown Indicators
| MSFRX | STDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.28% | -76.81% | +39.53% |
Max Drawdown (1Y)Largest decline over 1 year | -7.49% | -0.59% | -6.90% |
Max Drawdown (5Y)Largest decline over 5 years | -17.02% | -2.91% | -14.11% |
Max Drawdown (10Y)Largest decline over 10 years | -24.70% | -26.89% | +2.19% |
Current DrawdownCurrent decline from peak | -4.61% | -9.55% | +4.94% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -31.95% | +26.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 0.12% | +1.65% |
Volatility
MSFRX vs. STDAX - Volatility Comparison
MFS Total Return Fund (MSFRX) has a higher volatility of 2.28% compared to SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) at 0.39%. This indicates that MSFRX's price experiences larger fluctuations and is considered to be riskier than STDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFRX | STDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.28% | 0.39% | +1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 5.00% | 0.64% | +4.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.38% | 0.93% | +8.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.75% | 1.95% | +7.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.45% | 6.69% | +3.76% |