MSFRX vs. VOO
Compare and contrast key facts about MFS Total Return Fund (MSFRX) and Vanguard S&P 500 ETF (VOO).
MSFRX is managed by MFS. It was launched on Oct 5, 1970. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
MSFRX vs. VOO - Performance Comparison
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MSFRX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, MSFRX achieves a 0.40% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, MSFRX has underperformed VOO with an annualized return of 7.92%, while VOO has yielded a comparatively higher 14.14% 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%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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MSFRX vs. VOO - Expense Ratio Comparison
MSFRX has a 0.72% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
MSFRX vs. VOO — Risk / Return Rank
MSFRX
VOO
MSFRX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Total Return Fund (MSFRX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.01 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.53 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.55 | -0.41 |
Martin ratioReturn relative to average drawdown | 4.83 | 7.31 | -2.48 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.01 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.71 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.79 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.83 | -0.19 |
Correlation
The correlation between MSFRX and VOO is 0.89, 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. VOO - Dividend Comparison
MSFRX's dividend yield for the trailing twelve months is around 8.74%, more than VOO's 1.18% 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% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
MSFRX vs. VOO - Drawdown Comparison
The maximum MSFRX drawdown since its inception was -37.28%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MSFRX and VOO.
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Drawdown Indicators
| MSFRX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.28% | -33.99% | -3.29% |
Max Drawdown (1Y)Largest decline over 1 year | -7.49% | -11.98% | +4.49% |
Max Drawdown (5Y)Largest decline over 5 years | -17.02% | -24.52% | +7.50% |
Max Drawdown (10Y)Largest decline over 10 years | -24.70% | -33.99% | +9.29% |
Current DrawdownCurrent decline from peak | -4.61% | -5.55% | +0.94% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -3.72% | -1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 2.55% | -0.78% |
Volatility
MSFRX vs. VOO - Volatility Comparison
The current volatility for MFS Total Return Fund (MSFRX) is 2.28%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. This indicates that MSFRX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFRX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.28% | 5.34% | -3.06% |
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% | 18.11% | -8.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.75% | 16.82% | -7.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.45% | 17.99% | -7.54% |