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VMATX vs. MFSSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VMATX vs. MFSSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Massachusetts Tax-Exempt Fund (VMATX) and MFS Massachusetts Municipal Bond Fund (MFSSX). The values are adjusted to include any dividend payments, if applicable.

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VMATX vs. MFSSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VMATX
Vanguard Massachusetts Tax-Exempt Fund
-0.89%4.96%2.53%7.19%-10.79%1.65%6.47%8.93%0.47%6.02%
MFSSX
MFS Massachusetts Municipal Bond Fund
-0.66%4.04%1.94%5.59%-10.79%2.02%3.71%7.56%0.77%4.86%

Returns By Period

In the year-to-date period, VMATX achieves a -0.89% return, which is significantly lower than MFSSX's -0.66% return. Over the past 10 years, VMATX has outperformed MFSSX with an annualized return of 2.32%, while MFSSX has yielded a comparatively lower 1.66% annualized return.


VMATX

1D
0.20%
1M
-3.10%
YTD
-0.89%
6M
0.91%
1Y
4.36%
3Y*
3.54%
5Y*
0.92%
10Y*
2.32%

MFSSX

1D
0.20%
1M
-2.52%
YTD
-0.66%
6M
0.95%
1Y
3.30%
3Y*
2.72%
5Y*
0.29%
10Y*
1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VMATX vs. MFSSX - Expense Ratio Comparison

VMATX has a 0.13% expense ratio, which is lower than MFSSX's 0.83% expense ratio.


Return for Risk

VMATX vs. MFSSX — Risk / Return Rank

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

VMATX
VMATX Risk / Return Rank: 4848
Overall Rank
VMATX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VMATX Sortino Ratio Rank: 4444
Sortino Ratio Rank
VMATX Omega Ratio Rank: 7171
Omega Ratio Rank
VMATX Calmar Ratio Rank: 4242
Calmar Ratio Rank
VMATX Martin Ratio Rank: 3434
Martin Ratio Rank

MFSSX
MFSSX Risk / Return Rank: 3434
Overall Rank
MFSSX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
MFSSX Sortino Ratio Rank: 2929
Sortino Ratio Rank
MFSSX Omega Ratio Rank: 5454
Omega Ratio Rank
MFSSX Calmar Ratio Rank: 3030
Calmar Ratio Rank
MFSSX Martin Ratio Rank: 2424
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.

VMATX vs. MFSSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Massachusetts Tax-Exempt Fund (VMATX) and MFS Massachusetts Municipal Bond Fund (MFSSX). 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.


VMATXMFSSXDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.79

+0.16

Sortino ratio

Return per unit of downside risk

1.30

1.09

+0.21

Omega ratio

Gain probability vs. loss probability

1.26

1.22

+0.04

Calmar ratio

Return relative to maximum drawdown

1.07

0.86

+0.21

Martin ratio

Return relative to average drawdown

3.54

2.71

+0.84

VMATX vs. MFSSX - Sharpe Ratio Comparison

The current VMATX Sharpe Ratio is 0.95, which is comparable to the MFSSX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of VMATX and MFSSX, 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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Sharpe Ratios by Period


VMATXMFSSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.79

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.07

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.38

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

1.10

-0.12

Correlation

The correlation between VMATX and MFSSX is 0.84, 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.


Dividends

VMATX vs. MFSSX - Dividend Comparison

VMATX's dividend yield for the trailing twelve months is around 3.65%, more than MFSSX's 3.23% yield.


TTM20252024202320222021202020192018201720162015
VMATX
Vanguard Massachusetts Tax-Exempt Fund
3.65%4.46%3.98%3.06%2.69%2.26%3.22%3.63%3.07%2.91%3.55%3.22%
MFSSX
MFS Massachusetts Municipal Bond Fund
3.23%4.20%2.81%2.43%1.84%1.91%2.44%3.27%3.42%3.74%3.64%3.70%

Drawdowns

VMATX vs. MFSSX - Drawdown Comparison

The maximum VMATX drawdown since its inception was -15.91%, smaller than the maximum MFSSX drawdown of -17.05%. Use the drawdown chart below to compare losses from any high point for VMATX and MFSSX.


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Drawdown Indicators


VMATXMFSSXDifference

Max Drawdown

Largest peak-to-trough decline

-15.91%

-17.05%

+1.14%

Max Drawdown (1Y)

Largest decline over 1 year

-5.36%

-5.22%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-15.91%

-16.13%

+0.22%

Max Drawdown (10Y)

Largest decline over 10 years

-15.91%

-16.13%

+0.22%

Current Drawdown

Current decline from peak

-3.10%

-2.52%

-0.58%

Average Drawdown

Average peak-to-trough decline

-2.10%

-2.41%

+0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

1.65%

-0.03%

Volatility

VMATX vs. MFSSX - Volatility Comparison

Vanguard Massachusetts Tax-Exempt Fund (VMATX) has a higher volatility of 1.29% compared to MFS Massachusetts Municipal Bond Fund (MFSSX) at 1.13%. This indicates that VMATX's price experiences larger fluctuations and is considered to be riskier than MFSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VMATXMFSSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

1.13%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

2.00%

1.74%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

5.65%

5.33%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.62%

4.19%

+0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.62%

4.33%

+0.29%