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

Correlation

The correlation between PDSB and MSFRX is 0.88, 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

PDSB vs. MSFRX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

PDSB:

-0.78

MSFRX:

-0.02

Sortino Ratio

PDSB:

-1.28

MSFRX:

0.04

Omega Ratio

PDSB:

0.86

MSFRX:

1.01

Calmar Ratio

PDSB:

-0.67

MSFRX:

-0.02

Martin Ratio

PDSB:

-1.40

MSFRX:

-0.05

Ulcer Index

PDSB:

47.59%

MSFRX:

5.92%

Daily Std Dev

PDSB:

83.28%

MSFRX:

11.39%

Max Drawdown

PDSB:

-99.86%

MSFRX:

-36.74%

Current Drawdown

PDSB:

-99.73%

MSFRX:

-10.35%

Returns By Period

In the year-to-date period, PDSB achieves a -22.09% return, which is significantly lower than MSFRX's 1.99% return.


PDSB

YTD

-22.09%

1M

23.30%

6M

-57.09%

1Y

-64.62%

5Y*

7.47%

10Y*

N/A

MSFRX

YTD

1.99%

1M

4.53%

6M

-7.15%

1Y

-0.28%

5Y*

3.31%

10Y*

2.41%

*Annualized

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Risk-Adjusted Performance

PDSB vs. MSFRX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PDSB
The Risk-Adjusted Performance Rank of PDSB is 99
Overall Rank
The Sharpe Ratio Rank of PDSB is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of PDSB is 88
Sortino Ratio Rank
The Omega Ratio Rank of PDSB is 1111
Omega Ratio Rank
The Calmar Ratio Rank of PDSB is 1010
Calmar Ratio Rank
The Martin Ratio Rank of PDSB is 88
Martin Ratio Rank

MSFRX
The Risk-Adjusted Performance Rank of MSFRX is 1515
Overall Rank
The Sharpe Ratio Rank of MSFRX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of MSFRX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of MSFRX is 1414
Omega Ratio Rank
The Calmar Ratio Rank of MSFRX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of MSFRX is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PDSB vs. MSFRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PDS Biotechnology Corporation (PDSB) and MFS Total Return Fund (MSFRX). 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.


The current PDSB Sharpe Ratio is -0.78, which is lower than the MSFRX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of PDSB and MSFRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

PDSB vs. MSFRX - Dividend Comparison

PDSB has not paid dividends to shareholders, while MSFRX's dividend yield for the trailing twelve months is around 2.48%.


TTM20242023202220212020201920182017201620152014
PDSB
PDS Biotechnology Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFRX
MFS Total Return Fund
2.48%2.46%2.37%1.88%1.40%1.82%1.91%2.25%1.93%2.17%2.77%4.58%

Drawdowns

PDSB vs. MSFRX - Drawdown Comparison

The maximum PDSB drawdown since its inception was -99.86%, which is greater than MSFRX's maximum drawdown of -36.74%. Use the drawdown chart below to compare losses from any high point for PDSB and MSFRX. For additional features, visit the drawdowns tool.


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Volatility

PDSB vs. MSFRX - Volatility Comparison

PDS Biotechnology Corporation (PDSB) has a higher volatility of 24.95% compared to MFS Total Return Fund (MSFRX) at 2.74%. This indicates that PDSB's price experiences larger fluctuations and is considered to be riskier than MSFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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