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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSFRX or VOO.
Key characteristics
| MSFRX | VOO | |
|---|---|---|
| YTD Return | 9.59% | 19.30% |
| 1Y Return | 16.21% | 28.36% |
| 3Y Return (Ann) | 4.10% | 10.06% |
| 5Y Return (Ann) | 7.39% | 15.26% |
| 10Y Return (Ann) | 6.73% | 12.92% |
| Sharpe Ratio | 2.10 | 2.26 |
| Daily Std Dev | 7.82% | 12.63% |
| Max Drawdown | -36.74% | -33.99% |
| Current Drawdown | -0.05% | -0.28% |
Correlation
The correlation between MSFRX and VOO is 0.92, 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.
Performance
MSFRX vs. VOO - Performance Comparison
In the year-to-date period, MSFRX achieves a 9.59% return, which is significantly lower than VOO's 19.30% return. Over the past 10 years, MSFRX has underperformed VOO with an annualized return of 6.73%, while VOO has yielded a comparatively higher 12.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
MSFRX vs. VOO - Risk-Adjusted Performance 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.
Dividends
MSFRX vs. VOO - Dividend Comparison
MSFRX's dividend yield for the trailing twelve months is around 5.89%, more than VOO's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFRX MFS Total Return Fund | 5.89% | 6.19% | 5.38% | 8.33% | 6.93% | 3.22% | 4.99% | 5.67% | 3.54% | 5.77% | 4.58% | 2.85% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
MSFRX vs. VOO - Drawdown Comparison
The maximum MSFRX drawdown since its inception was -36.74%, 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. For additional features, visit the drawdowns tool.
Volatility
MSFRX vs. VOO - Volatility Comparison
The current volatility for MFS Total Return Fund (MSFRX) is 1.84%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.92%. 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.