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PRFDX vs. MITTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PRFDX and MITTX is 0.87, 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.


-0.50.00.51.00.9

Performance

PRFDX vs. MITTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Equity Income Fund (PRFDX) and MFS Massachusetts Investors Trust (MITTX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-0.36%
-3.92%
PRFDX
MITTX

Key characteristics

Sharpe Ratio

PRFDX:

0.83

MITTX:

0.47

Sortino Ratio

PRFDX:

1.10

MITTX:

0.63

Omega Ratio

PRFDX:

1.17

MITTX:

1.13

Calmar Ratio

PRFDX:

0.78

MITTX:

0.38

Martin Ratio

PRFDX:

2.62

MITTX:

1.70

Ulcer Index

PRFDX:

3.95%

MITTX:

4.62%

Daily Std Dev

PRFDX:

12.54%

MITTX:

16.64%

Max Drawdown

PRFDX:

-60.96%

MITTX:

-48.21%

Current Drawdown

PRFDX:

-8.70%

MITTX:

-14.87%

Returns By Period

The year-to-date returns for both stocks are quite close, with PRFDX having a 4.01% return and MITTX slightly lower at 3.99%. Over the past 10 years, PRFDX has underperformed MITTX with an annualized return of 3.31%, while MITTX has yielded a comparatively higher 4.49% annualized return.


PRFDX

YTD

4.01%

1M

3.71%

6M

-0.36%

1Y

9.77%

5Y*

4.68%

10Y*

3.31%

MITTX

YTD

3.99%

1M

2.67%

6M

-3.92%

1Y

7.38%

5Y*

4.58%

10Y*

4.49%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PRFDX vs. MITTX - Expense Ratio Comparison

PRFDX has a 0.63% expense ratio, which is lower than MITTX's 0.70% expense ratio.


MITTX
MFS Massachusetts Investors Trust
Expense ratio chart for MITTX: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
Expense ratio chart for PRFDX: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%

Risk-Adjusted Performance

PRFDX vs. MITTX — Risk-Adjusted Performance Rank

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

PRFDX
The Risk-Adjusted Performance Rank of PRFDX is 3838
Overall Rank
The Sharpe Ratio Rank of PRFDX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of PRFDX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of PRFDX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of PRFDX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of PRFDX is 3333
Martin Ratio Rank

MITTX
The Risk-Adjusted Performance Rank of MITTX is 2020
Overall Rank
The Sharpe Ratio Rank of MITTX is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of MITTX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of MITTX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of MITTX is 2626
Calmar Ratio Rank
The Martin Ratio Rank of MITTX is 2020
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.

PRFDX vs. MITTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Equity Income Fund (PRFDX) 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.


Sharpe ratio
The chart of Sharpe ratio for PRFDX, currently valued at 0.83, compared to the broader market-1.000.001.002.003.004.000.830.47
The chart of Sortino ratio for PRFDX, currently valued at 1.10, compared to the broader market0.005.0010.001.100.63
The chart of Omega ratio for PRFDX, currently valued at 1.17, compared to the broader market1.002.003.004.001.171.13
The chart of Calmar ratio for PRFDX, currently valued at 0.78, compared to the broader market0.005.0010.0015.0020.000.780.38
The chart of Martin ratio for PRFDX, currently valued at 2.62, compared to the broader market0.0020.0040.0060.0080.002.621.70
PRFDX
MITTX

The current PRFDX Sharpe Ratio is 0.83, which is higher than the MITTX Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of PRFDX and MITTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.83
0.47
PRFDX
MITTX

Dividends

PRFDX vs. MITTX - Dividend Comparison

PRFDX's dividend yield for the trailing twelve months is around 2.04%, more than MITTX's 0.50% yield.


TTM20242023202220212020201920182017201620152014
PRFDX
T. Rowe Price Equity Income Fund
2.04%2.12%2.09%2.13%1.75%2.18%2.37%2.67%2.01%2.32%2.28%2.01%
MITTX
MFS Massachusetts Investors Trust
0.50%0.52%0.88%1.00%0.65%8.31%0.65%1.10%0.95%0.94%1.61%7.54%

Drawdowns

PRFDX vs. MITTX - Drawdown Comparison

The maximum PRFDX drawdown since its inception was -60.96%, which is greater than MITTX's maximum drawdown of -48.21%. Use the drawdown chart below to compare losses from any high point for PRFDX and MITTX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.70%
-14.87%
PRFDX
MITTX

Volatility

PRFDX vs. MITTX - Volatility Comparison

The current volatility for T. Rowe Price Equity Income Fund (PRFDX) is 3.21%, while MFS Massachusetts Investors Trust (MITTX) has a volatility of 12.93%. This indicates that PRFDX experiences smaller price fluctuations and is considered to be less risky than MITTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
3.21%
12.93%
PRFDX
MITTX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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