Correlation
The correlation between MSFRX and VOO is 0.91, 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.
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.
Performance
MSFRX vs. VOO - Performance Comparison
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Key characteristics
MSFRX:
0.67
VOO:
0.68
MSFRX:
0.88
VOO:
1.06
MSFRX:
1.12
VOO:
1.15
MSFRX:
0.62
VOO:
0.70
MSFRX:
2.17
VOO:
2.65
MSFRX:
2.66%
VOO:
4.92%
MSFRX:
9.71%
VOO:
19.58%
MSFRX:
-36.74%
VOO:
-33.99%
MSFRX:
-2.25%
VOO:
-3.27%
Returns By Period
In the year-to-date period, MSFRX achieves a 2.57% return, which is significantly higher than VOO's 1.19% return. Over the past 10 years, MSFRX has underperformed VOO with an annualized return of 6.36%, while VOO has yielded a comparatively higher 12.85% annualized return.
MSFRX
2.57%
2.83%
-1.81%
6.47%
5.84%
7.65%
6.36%
VOO
1.19%
7.36%
-0.97%
13.13%
14.21%
16.06%
12.85%
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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 Rank
MSFRX
VOO
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.
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Dividends
MSFRX vs. VOO - Dividend Comparison
MSFRX's dividend yield for the trailing twelve months is around 8.57%, more than VOO's 1.28% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFRX MFS Total Return Fund | 8.57% | 8.67% | 6.19% | 5.38% | 8.33% | 6.93% | 3.22% | 4.99% | 5.67% | 3.54% | 5.77% | 4.58% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
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.
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Volatility
MSFRX vs. VOO - Volatility Comparison
The current volatility for MFS Total Return Fund (MSFRX) is 2.62%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.76%. 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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