RVT vs. MSFRX
Compare and contrast key facts about Royce Value Trust Inc. (RVT) 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: RVT or MSFRX.
Key characteristics
| RVT | MSFRX | |
|---|---|---|
| YTD Return | 22.01% | 11.28% |
| 1Y Return | 46.10% | 16.45% |
| 3Y Return (Ann) | 3.30% | -1.08% |
| 5Y Return (Ann) | 11.97% | 3.13% |
| 10Y Return (Ann) | 10.07% | 3.58% |
| Sharpe Ratio | 2.29 | 2.08 |
| Sortino Ratio | 3.14 | 2.80 |
| Omega Ratio | 1.40 | 1.40 |
| Calmar Ratio | 1.74 | 0.96 |
| Martin Ratio | 13.10 | 8.49 |
| Ulcer Index | 3.55% | 1.93% |
| Daily Std Dev | 20.34% | 7.88% |
| Max Drawdown | -72.31% | -36.74% |
| Current Drawdown | -0.65% | -3.44% |
Correlation
The correlation between RVT and MSFRX is 0.59, 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
RVT vs. MSFRX - Performance Comparison
In the year-to-date period, RVT achieves a 22.01% return, which is significantly higher than MSFRX's 11.28% return. Over the past 10 years, RVT has outperformed MSFRX with an annualized return of 10.07%, while MSFRX has yielded a comparatively lower 3.58% 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
RVT vs. MSFRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Value Trust Inc. (RVT) 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
RVT vs. MSFRX - Dividend Comparison
RVT's dividend yield for the trailing twelve months is around 6.67%, more than MSFRX's 2.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RVT Royce Value Trust Inc. | 6.67% | 7.35% | 9.95% | 8.52% | 6.44% | 7.45% | 10.68% | 7.17% | 7.62% | 10.54% | 12.70% | 4.65% |
MSFRX MFS Total Return Fund | 2.22% | 2.37% | 1.88% | 1.40% | 1.82% | 1.91% | 2.25% | 1.93% | 2.17% | 2.77% | 4.58% | 2.85% |
Drawdowns
RVT vs. MSFRX - Drawdown Comparison
The maximum RVT drawdown since its inception was -72.31%, which is greater than MSFRX's maximum drawdown of -36.74%. Use the drawdown chart below to compare losses from any high point for RVT and MSFRX. For additional features, visit the drawdowns tool.
Volatility
RVT vs. MSFRX - Volatility Comparison
Royce Value Trust Inc. (RVT) has a higher volatility of 6.81% compared to MFS Total Return Fund (MSFRX) at 2.14%. This indicates that RVT'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.