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RGT vs. MSFRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

RGT vs. MSFRX

Last updated Jun 23, 2026

RGT (Royce Global Value Trust, Inc.) is a stock, while MSFRX (MFS Total Return Fund) is Diversified Portfolio fund managed by MFS. Over the past 10 years, RGT returned 11.03%/yr vs 8.08%/yr for MSFRX. A 0.66 correlation means they provide meaningful diversification when combined.

Performance

RGT vs. MSFRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Royce Global Value Trust, Inc. (RGT) and MFS Total Return Fund (MSFRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RGT achieves a 9.53% return, which is significantly higher than MSFRX's 2.35% return. Over the past 10 years, RGT has outperformed MSFRX with an annualized return of 11.03%, while MSFRX has yielded a comparatively lower 8.08% annualized return.

RGT

1D
-0.62%
1M
1.63%
YTD
9.53%
6M
10.55%
1Y
25.16%
3Y*
19.56%
5Y*
4.42%
10Y*
11.03%

MSFRX

1D
-0.15%
1M
-0.40%
YTD
2.35%
6M
2.16%
1Y
9.71%
3Y*
11.90%
5Y*
6.48%
10Y*
8.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RGT vs. MSFRX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
RGT
Royce Global Value Trust, Inc.		9.53%24.10%14.45%14.55%-33.13%16.59%23.87%32.36%-17.49%35.94%
MSFRX
MFS Total Return Fund		2.35%10.98%14.73%10.34%-9.70%14.00%9.72%20.20%-5.80%12.18%

Correlation

The correlation between RGT and MSFRX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Oct 9, 2013

0.66

The correlation between RGT and MSFRX shifts across timeframes, from 0.48 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.

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Royce Global Value Trust, Inc.

MFS Total Return Fund

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Often compared with MSFRX:
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Return for Risk

RGT vs. MSFRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RGT
RGT Risk / Return Rank: 8181
Overall Rank
RGT Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
RGT Sortino Ratio Rank: 8383
Sortino Ratio Rank
RGT Omega Ratio Rank: 8181
Omega Ratio Rank
RGT Calmar Ratio Rank: 7575
Calmar Ratio Rank
RGT Martin Ratio Rank: 8080
Martin Ratio Rank
MSFRX
MSFRX Risk / Return Rank: 3232
Overall Rank
MSFRX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MSFRX Sortino Ratio Rank: 3535
Sortino Ratio Rank
MSFRX Omega Ratio Rank: 3131
Omega Ratio Rank
MSFRX Calmar Ratio Rank: 3434
Calmar Ratio Rank
MSFRX Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RGT vs. MSFRX - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

RGTMSFRXDifference
Sharpe ratioReturn per unit of total volatility
1.65
1.52

+0.13

Sortino ratioReturn per unit of downside risk
2.49
2.30

+0.20

Omega ratioGain probability vs. loss probability

1.30

1.27

+0.03

Calmar ratioReturn relative to maximum drawdown

1.97

2.11

-0.13

Martin ratioReturn relative to average drawdown

6.25

6.09

+0.16

RGT vs. MSFRX - Sharpe Ratio Comparison

The current RGT Sharpe Ratio is 1.65, which is comparable to the MSFRX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of RGT and MSFRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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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 -37.28%. Use the drawdown chart below to compare losses from any high point for RGT and MSFRX.

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Drawdown Indicators

RGTMSFRXDifference

Max Drawdown

Largest peak-to-trough decline

-46.83%

-37.28%

-9.55%

Max Drawdown (1Y)

Largest decline over 1 year

-12.81%

-4.96%

-7.85%

Max Drawdown (3Y)

Largest decline over 3 years

-18.99%

-8.56%

-10.43%

Max Drawdown (5Y)

Largest decline over 5 years

-45.97%

-17.02%

-28.95%

Max Drawdown (10Y)

Largest decline over 10 years

-46.83%

-24.70%

-22.13%

Current Drawdown

Current decline from peak

-3.69%

-2.76%

-0.93%

Average Drawdown

Average peak-to-trough decline

-14.85%

-5.00%

-9.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

1.71%

+2.33%

Volatility

RGT vs. MSFRX - Volatility Comparison

Royce Global Value Trust, Inc. (RGT) has a higher volatility of 4.31% compared to MFS Total Return Fund (MSFRX) at 2.04%. 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.

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Volatility by Period

RGTMSFRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

2.04%

+2.27%

Volatility (6M)

Calculated over the trailing 6-month period

12.71%

5.04%

+7.67%

Volatility (1Y)

Calculated over the trailing 1-year period

15.38%

6.89%

+8.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.02%

9.75%

+9.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.10%

10.47%

+9.63%

Dividends

RGT vs. MSFRX - Dividend Comparison

RGT's dividend yield for the trailing twelve months is around 1.32%, less than MSFRX's 8.85% yield.

PositionTTM20252024202320222021202020192018201720162015
MSFRX
MFS Total Return Fund		8.85%8.93%14.87%6.19%5.38%8.33%6.93%3.22%4.99%5.67%3.54%5.55%
RGT
Royce Global Value Trust, Inc.		1.32%1.45%4.38%1.54%1.50%20.96%8.91%0.51%0.45%1.02%1.74%0.00%

Frequently Asked Questions

RGT and MSFRX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RGT has higher volatility (4.31%) compared to MSFRX (2.04%). In terms of maximum drawdown, RGT dropped -46.83% vs MSFRX's -37.28%.

RGT currently has the higher Sharpe Ratio (1.65 vs 1.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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