RGT vs. MSFRX
Compare and contrast key facts about Royce Global Value Trust, Inc. (RGT) and MFS Total Return Fund (MSFRX).
MSFRX is managed by MFS. It was launched on Oct 5, 1970.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RGT or MSFRX.
Key characteristics
| RGT | MSFRX | |
|---|---|---|
| YTD Return | 17.64% | 9.22% |
| 1Y Return | 29.66% | 16.07% |
| 3Y Return (Ann) | -3.95% | 3.97% |
| 5Y Return (Ann) | 8.38% | 7.36% |
| 10Y Return (Ann) | 6.16% | 6.69% |
| Sharpe Ratio | 1.76 | 2.02 |
| Daily Std Dev | 17.01% | 7.83% |
| Max Drawdown | -46.83% | -36.74% |
| Current Drawdown | -19.52% | -0.39% |
Correlation
The correlation between RGT and MSFRX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
RGT vs. MSFRX - Performance Comparison
In the year-to-date period, RGT achieves a 17.64% return, which is significantly higher than MSFRX's 9.22% return. Over the past 10 years, RGT has underperformed MSFRX with an annualized return of 6.16%, while MSFRX has yielded a comparatively higher 6.69% 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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Risk-Adjusted Performance
RGT vs. MSFRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Global Value Trust, Inc. (RGT) 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.
Dividends
RGT vs. MSFRX - Dividend Comparison
RGT's dividend yield for the trailing twelve months is around 1.31%, less than MSFRX's 5.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RGT Royce Global Value Trust, Inc. | 1.31% | 1.54% | 1.50% | 21.07% | 8.91% | 0.51% | 0.45% | 1.02% | 1.74% | 1.34% | 1.87% | 0.00% |
MSFRX MFS Total Return Fund | 5.91% | 6.19% | 5.38% | 8.33% | 6.93% | 3.22% | 4.99% | 5.67% | 3.54% | 5.77% | 4.58% | 2.85% |
Drawdowns
RGT vs. MSFRX - Drawdown Comparison
The maximum RGT drawdown since its inception was -46.83%, which is greater than MSFRX's maximum drawdown of -36.74%. Use the drawdown chart below to compare losses from any high point for RGT and MSFRX. For additional features, visit the drawdowns tool.
Volatility
RGT vs. MSFRX - Volatility Comparison
Royce Global Value Trust, Inc. (RGT) has a higher volatility of 5.30% compared to MFS Total Return Fund (MSFRX) at 1.86%. This indicates that RGT'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.