See what your fund actually adds

MFS Massachusetts Investors Trust Class A MITTX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

MITTX compared with its replication portfolio
MeasureMITTXReplication
Annualized growth9.8%11.7%
Annualized volatility15.3%15.7%
Sharpe ratio0.690.78
Maximum drawdown23.1%25.2%
Replication fit (R²)0.97 · Tracking error 2.7%

Replication portfolio

The published portfolio below is the investable basket used to model MITTX’s historical return behavior.

MITTX replication basket weights
TickerBuilding blockWeight
VOOUS Large Cap48.7%
USMVFactor · Min Vol17.5%
VUGStyle · Growth14.7%
SPHQFactor · Quality11.2%
EFGIntl · Growth7.8%