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MSFRX vs. TRIB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MSFRX and TRIB is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

MSFRX vs. TRIB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Total Return Fund (MSFRX) and Trinity Biotech plc (TRIB). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
520.18%
-98.16%
MSFRX
TRIB

Key characteristics

Sharpe Ratio

MSFRX:

-0.11

TRIB:

-0.64

Sortino Ratio

MSFRX:

-0.08

TRIB:

-0.90

Omega Ratio

MSFRX:

0.99

TRIB:

0.90

Calmar Ratio

MSFRX:

-0.08

TRIB:

-0.68

Martin Ratio

MSFRX:

-0.69

TRIB:

-1.63

Ulcer Index

MSFRX:

1.62%

TRIB:

41.75%

Daily Std Dev

MSFRX:

9.89%

TRIB:

106.95%

Max Drawdown

MSFRX:

-36.74%

TRIB:

-99.44%

Current Drawdown

MSFRX:

-12.14%

TRIB:

-99.41%

Returns By Period

In the year-to-date period, MSFRX achieves a 1.26% return, which is significantly higher than TRIB's -62.70% return. Over the past 10 years, MSFRX has outperformed TRIB with an annualized return of 2.41%, while TRIB has yielded a comparatively lower -37.27% annualized return.


MSFRX

YTD

1.26%

1M

-8.53%

6M

-2.56%

1Y

2.05%

5Y*

0.90%

10Y*

2.41%

TRIB

YTD

-62.70%

1M

-38.46%

6M

-67.74%

1Y

-60.49%

5Y*

-31.02%

10Y*

-37.27%

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Risk-Adjusted Performance

MSFRX vs. TRIB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Total Return Fund (MSFRX) and Trinity Biotech plc (TRIB). 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.


Sharpe ratio
The chart of Sharpe ratio for MSFRX, currently valued at -0.11, compared to the broader market-1.000.001.002.003.004.00-0.11-0.64
The chart of Sortino ratio for MSFRX, currently valued at -0.08, compared to the broader market-2.000.002.004.006.008.0010.00-0.08-0.90
The chart of Omega ratio for MSFRX, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.003.500.990.90
The chart of Calmar ratio for MSFRX, currently valued at -0.08, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.08-0.68
The chart of Martin ratio for MSFRX, currently valued at -0.69, compared to the broader market0.0020.0040.0060.00-0.69-1.63
MSFRX
TRIB

The current MSFRX Sharpe Ratio is -0.11, which is higher than the TRIB Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of MSFRX and TRIB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.11
-0.64
MSFRX
TRIB

Dividends

MSFRX vs. TRIB - Dividend Comparison

MSFRX's dividend yield for the trailing twelve months is around 2.21%, while TRIB has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
MSFRX
MFS Total Return Fund
2.21%2.37%1.88%1.40%1.82%1.91%2.25%1.93%2.17%2.77%4.58%2.85%
TRIB
Trinity Biotech plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.87%1.26%0.80%

Drawdowns

MSFRX vs. TRIB - Drawdown Comparison

The maximum MSFRX drawdown since its inception was -36.74%, smaller than the maximum TRIB drawdown of -99.44%. Use the drawdown chart below to compare losses from any high point for MSFRX and TRIB. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.14%
-99.41%
MSFRX
TRIB

Volatility

MSFRX vs. TRIB - Volatility Comparison

The current volatility for MFS Total Return Fund (MSFRX) is 6.64%, while Trinity Biotech plc (TRIB) has a volatility of 22.46%. This indicates that MSFRX experiences smaller price fluctuations and is considered to be less risky than TRIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
6.64%
22.46%
MSFRX
TRIB
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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