Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MGSIX (MFS GOVERNMENT SECURITIES FUND I) | 2.79% | 4.16% | 0.90% | -1.40% | 0.90% | 1.38% | 2.34% | 3.56% |
Data as of 07/03/2025, AR inception is 01/02/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MGSIX (MFS GOVERNMENT SECURITIES FUND I) | 01/02/1997 | 07/03/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.58 | 4.16 | 0.90 | -1.40 | 0.90 | 1.38 | 2.34 | 3.56 | 2.79 | 0.42 | 4.09 | -12.11 | -1.95 | 6.50 | 6.46 | 0.42 | 2.29 | 0.79 | 0.44 | 4.88 | -2.72 | 2.31 | 7.44 | 4.52 | 3.33 | 6.75 | 7.37 | 3.83 | 2.44 | 3.67 | 1.91 | 9.86 | 7.16 | 12.55 | -1.90 | 8.74 | 10.24 |
| Sharpe Ratio | NA | 0.17 | -0.34 | -0.60 | -0.10 | NA | NA | 0.47 | 0.46 | -1.08 | -0.02 | -1.90 | -0.71 | 1.46 | 1.49 | -0.32 | 0.61 | 0.20 | 0.12 | 1.94 | -0.89 | 0.95 | 2.05 | 1.23 | 0.83 | 0.99 | 1.20 | 0.18 | 0.09 | 0.72 | 0.26 | 2.04 | 1.03 | 2.08 | -1.30 | 1.40 | 1.94 |
| Standard Deviation(%) | NA | 5.38 | 6.78 | 5.82 | 4.76 | NA | NA | 4.19 | 5.59 | 5.73 | 7.74 | 7.14 | 2.77 | 4.27 | 3.38 | 2.83 | 2.75 | 2.94 | 3.40 | 2.51 | 3.11 | 2.39 | 3.60 | 3.59 | 3.92 | 5.87 | 3.66 | 3.15 | 2.95 | 3.81 | 4.74 | 4.28 | 4.77 | 4.07 | 3.93 | 3.86 | 3.48 |
| Draw Down(%) | NA | 5.13 | 10.56 | 18.42 | 18.42 | NA | NA | 18.42 | 2.92 | 4.53 | 8.49 | 15.48 | 2.85 | 4.37 | 1.97 | 2.64 | 1.49 | 4.57 | 2.42 | 0.99 | 4.45 | 1.56 | 1.82 | 3.57 | 2.22 | 3.36 | 2.34 | 2.08 | 2.37 | 4.13 | 4.76 | 2.36 | 4.32 | 3.53 | 3.95 | 3.08 | 2.18 |
| Yield(%) | 0.00 | 3.29 | 3.01 | 2.14 | 2.33 | 2.46 | 2.92 | 3.93 | 1.24 | 3.94 | 3.27 | 1.59 | 1.23 | 2.15 | 2.43 | 2.53 | 2.68 | 2.54 | 2.22 | 2.41 | 2.66 | 3.24 | 3.18 | 3.21 | 3.10 | 2.78 | 4.92 | 4.65 | 4.36 | 3.92 | 4.70 | 5.77 | 6.61 | 6.71 | 5.82 | 6.36 | 6.84 |
Data as of 07/03/2025, AR inception is 01/02/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGSIX (MFS GOVERNMENT SECURITIES FUND I) |
-5.90%
Oct 2020 - Oct 2023 |
-1.48%
May 2020 - May 2025 |
0.10%
Oct 2012 - Oct 2022 |
1.40%
Apr 2009 - Apr 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGSIX (MFS GOVERNMENT SECURITIES FUND I) |
9.98%
May 2000 - May 2003 |
7.61%
Sep 1997 - Sep 2002 |
6.02%
Jan 2000 - Jan 2010 |
5.76%
Mar 1997 - Mar 2012 |
Annualized Rolling Returns Comparison Chart