Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MITDX (MASSACHUSETTS INVESTORS TRUST R4) | 7.72% | 20.56% | 17.94% | 7.17% | 11.34% | 11.35% | 9.66% | … | … |
Data as of 06/03/2026, Common starting date is 04/07/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MITDX (MASSACHUSETTS INVESTORS TRUST R4) | 04/07/2005 | 06/03/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.23 | 20.56 | 17.94 | 7.17 | 11.34 | 11.35 | 9.66 | … | … | 7.72 | 13.94 | 19.99 | 19.56 | -22.28 | 17.56 | 10.33 | 32.22 | -5.10 | 23.84 | 9.00 | 0.39 | 11.44 | 32.17 | 19.44 | -1.56 | 11.79 | 28.21 | -32.54 | 10.85 | 13.47 | 7.40 |
| Sharpe Ratio | NA | 1.67 | 1.12 | 0.29 | 0.56 | NA | NA | … | … | 1.41 | 0.68 | 1.38 | 1.29 | -1.02 | 1.21 | 0.30 | 2.51 | -0.40 | 3.40 | 0.64 | 0.02 | 0.98 | 2.86 | 1.48 | -0.06 | 0.67 | 1.10 | -0.85 | 0.50 | 1.01 | 0.75 |
| Standard Deviation(%) | NA | 11.23 | 13.46 | 16.18 | 17.43 | NA | NA | … | … | 12.87 | 16.34 | 11.87 | 12.42 | 23.30 | 14.50 | 33.25 | 12.27 | 16.45 | 6.84 | 13.77 | 15.65 | 11.62 | 11.24 | 13.21 | 24.59 | 17.49 | 25.62 | 39.14 | 15.53 | 9.99 | 10.34 |
| Draw Down(%) | NA | 9.73 | 16.06 | 29.68 | 33.44 | NA | NA | … | … | 9.73 | 16.06 | 8.15 | 9.99 | 24.56 | 10.56 | 33.44 | 6.03 | 18.39 | 2.58 | 10.98 | 11.13 | 8.29 | 5.65 | 10.87 | 20.20 | 15.87 | 24.72 | 43.47 | 8.44 | 8.54 | 4.63 |
| Yield(%) | 0.00 | 13.95 | 13.71 | 7.33 | 9.20 | 10.41 | 9.24 | … | … | 0.00 | 14.24 | 15.24 | 11.86 | 0.97 | 1.05 | 1.00 | 9.46 | 11.56 | 8.51 | 6.59 | 5.90 | 7.22 | 2.88 | 4.32 | 1.25 | 1.10 | 1.96 | 2.50 | 7.91 | 1.29 | 0.00 |
Data as of 06/03/2026, Common starting date is 04/07/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MITDX (MASSACHUSETTS INVESTORS TRUST R4) |
-11.43%
Feb 2006 – Feb 2009 |
0.55%
May 2007 – May 2012 |
6.78%
Feb 2006 – Feb 2016 |
7.01%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MITDX (MASSACHUSETTS INVESTORS TRUST R4) |
22.60%
Feb 2009 – Feb 2012 |
21.76%
Feb 2009 – Feb 2014 |
15.54%
Feb 2009 – Feb 2019 |
13.22%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart