MUSEX vs. MITTX
Compare and contrast key facts about MFS Blended Research Core Equity Fund (MUSEX) and MFS Massachusetts Investors Trust (MITTX).
MUSEX is managed by MFS. It was launched on Jan 14, 1994. MITTX is managed by MFS. It was launched on Jul 15, 1924.
Performance
MUSEX vs. MITTX - Performance Comparison
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MUSEX vs. MITTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MUSEX MFS Blended Research Core Equity Fund | -6.06% | 16.10% | 25.17% | 28.30% | -16.02% | 29.24% | 15.47% | 28.80% | -7.82% | 18.95% |
MITTX MFS Massachusetts Investors Trust | -6.58% | 13.67% | 19.69% | 19.26% | -16.27% | 26.73% | 18.72% | 31.92% | -5.56% | 23.55% |
Returns By Period
In the year-to-date period, MUSEX achieves a -6.06% return, which is significantly higher than MITTX's -6.58% return. Both investments have delivered pretty close results over the past 10 years, with MUSEX having a 12.76% annualized return and MITTX not far behind at 12.28%.
MUSEX
- 1D
- -0.24%
- 1M
- -7.50%
- YTD
- -6.06%
- 6M
- -4.63%
- 1Y
- 14.03%
- 3Y*
- 18.00%
- 5Y*
- 11.85%
- 10Y*
- 12.76%
MITTX
- 1D
- -0.15%
- 1M
- -8.19%
- YTD
- -6.58%
- 6M
- -4.84%
- 1Y
- 8.95%
- 3Y*
- 13.55%
- 5Y*
- 8.64%
- 10Y*
- 12.28%
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MUSEX vs. MITTX - Expense Ratio Comparison
MUSEX has a 0.49% expense ratio, which is lower than MITTX's 0.70% expense ratio.
Return for Risk
MUSEX vs. MITTX — Risk / Return Rank
MUSEX
MITTX
MUSEX vs. MITTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research Core Equity Fund (MUSEX) and MFS Massachusetts Investors Trust (MITTX). 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.
| MUSEX | MITTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.59 | +0.20 |
Sortino ratioReturn per unit of downside risk | 1.24 | 0.94 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.14 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 0.70 | +0.28 |
Martin ratioReturn relative to average drawdown | 4.64 | 2.89 | +1.76 |
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
| MUSEX | MITTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.59 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.56 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.72 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.42 | +0.08 |
Correlation
The correlation between MUSEX and MITTX is 0.96, 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
MUSEX vs. MITTX - Dividend Comparison
MUSEX's dividend yield for the trailing twelve months is around 7.62%, less than MITTX's 15.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUSEX MFS Blended Research Core Equity Fund | 7.62% | 7.15% | 10.44% | 3.91% | 9.26% | 16.18% | 7.12% | 5.19% | 11.98% | 2.04% | 1.20% | 3.32% |
MITTX MFS Massachusetts Investors Trust | 15.33% | 14.33% | 14.47% | 10.96% | 9.35% | 8.66% | 8.14% | 7.58% | 13.49% | 7.27% | 5.55% | 6.02% |
Drawdowns
MUSEX vs. MITTX - Drawdown Comparison
The maximum MUSEX drawdown since its inception was -54.78%, which is greater than MITTX's maximum drawdown of -49.54%. Use the drawdown chart below to compare losses from any high point for MUSEX and MITTX.
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Drawdown Indicators
| MUSEX | MITTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.78% | -49.54% | -5.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.58% | -10.76% | -1.82% |
Max Drawdown (5Y)Largest decline over 5 years | -21.87% | -23.27% | +1.40% |
Max Drawdown (10Y)Largest decline over 10 years | -34.60% | -33.45% | -1.15% |
Current DrawdownCurrent decline from peak | -8.60% | -9.76% | +1.16% |
Average DrawdownAverage peak-to-trough decline | -10.64% | -10.57% | -0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.60% | +0.04% |
Volatility
MUSEX vs. MITTX - Volatility Comparison
MFS Blended Research Core Equity Fund (MUSEX) has a higher volatility of 4.51% compared to MFS Massachusetts Investors Trust (MITTX) at 4.02%. This indicates that MUSEX's price experiences larger fluctuations and is considered to be riskier than MITTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MUSEX | MITTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.51% | 4.02% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 8.50% | +0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.59% | 16.17% | +2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 15.65% | +1.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 17.19% | +1.10% |