MCR vs TSPX

Comparison between MFS Charter Income Trust (MCR, ETF) and TWIN OAK ACTIVE OPPORTUNITIES ETF (TSPX, ETF).

MCR vs TSPX - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	MCR(ETF)	TSPX(ETF)
Net Assets	$274M	$273M
Expense Ratio	N/A	1.01%
Max Drawdown	46.50%	8.14%
Sharpe Ratio	0.11	1.49
5Y Beta	0.24	0.55
5Y Dividends CAGR	-3.69%	N/A

Net Assets

Winner

MCR

$274M

TSPX

$273M

Expense Ratio

MCR

N/A

TSPX

1.01%

Max Drawdown

MCR

46.50%

Winner

TSPX

8.14%

Sharpe Ratio

MCR

0.11

Winner

TSPX

1.49

5Y Beta

Winner

MCR

0.24

TSPX

0.55

5Y Dividends CAGR

MCR

-3.69%

TSPX

N/A

MCR vs TSPX - Historical Returns

Returns include dividend reinvestment.

Period	MCR	TSPX
1 month	+3.03%	+1.62%
3 months	+2.31%	+9.99%
6 months	+0.71%	+8.87%
1 year	+4.53%	+20.30%
5 years(CAGR)	+1.25%	N/A
10 years(CAGR)	+5.48%	N/A
Max(CAGR)	+6.46%	+18.44%

Winner

MCR

+3.03%

TSPX

+1.62%

MCR

+2.31%

Winner

TSPX

+9.99%

MCR

+0.71%

Winner

TSPX

+8.87%

MCR

+4.53%

Winner

TSPX

+20.30%

5Y(CAGR)

MCR

+1.25%

TSPX

N/A

10Y(CAGR)

MCR

+5.48%

TSPX

N/A

Max(CAGR)

MCR

+6.46%

Winner

TSPX

+18.44%

MCR vs TSPX - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	MCR	TSPX
2026	+0.95%	+8.39%
2025	+7.79%	+15.44%
2024	+7.55%	N/A
2023	+12.58%	N/A
2022	-21.33%	N/A
2021	+6.32%	N/A
2020	+13.16%	N/A
2019	+23.85%	N/A
2018	-5.63%	N/A
2017	+7.98%	N/A
2016	+22.92%	N/A
2015	-8.84%	N/A
2014	+9.67%	N/A
2013	-6.68%	N/A
2012	+18.03%	N/A
2011	+5.00%	N/A
2010	+11.29%	N/A
2009	+30.20%	N/A
2008	-5.43%	N/A
2007	+1.43%	N/A
2006	+7.01%	N/A
2005	+3.64%	N/A
2004	+6.67%	N/A
2003	+12.24%	N/A
2002	+8.23%	N/A
2001	+3.87%	N/A
2000	+11.17%	N/A
1999	-3.01%	N/A

MCR vs TSPX Drawdown Comparison

The maximum drawdown for MCR was -31.73%, occurring on Mar 18, 2020. Recovery took 72 trading sessions.

The maximum drawdown for TSPX was -7.80%, occurring on Apr 8, 2025. Recovery took 55 trading sessions.

The current MCR drawdown is -1.11%. The current TSPX drawdown is -0.57%.

Rank	MCR	TSPX
#1	-31.73% Feb 19, 2020 - Jun 2, 2020	-7.80% Feb 21, 2025 - May 12, 2025
#2	-28.17% Dec 27, 2021 - Aug 1, 2025	-6.81% Jan 28, 2026 - Apr 14, 2026
#3	-26.38% May 16, 2008 - May 26, 2009	-3.72% Oct 28, 2025 - Dec 10, 2025
#4	-17.33% May 20, 2013 - May 18, 2016	-3.39% Jun 2, 2026 - Jun 10, 2026
#5	-11.71% Jul 15, 2011 - Jan 5, 2012	-2.19% Oct 8, 2025 - Oct 24, 2025
#6	-10.92% Aug 29, 2001 - Jun 5, 2002	-1.98% Jan 12, 2026 - Jan 27, 2026
#7	-10.56% Mar 10, 2004 - Dec 23, 2004	-1.89% May 19, 2025 - Jun 3, 2025
#8	-9.57% Oct 19, 2017 - Jan 31, 2019	-1.86% Dec 11, 2025 - Dec 23, 2025
#9	-8.14% Nov 1, 2012 - Jan 3, 2013	-1.75% Jul 28, 2025 - Aug 8, 2025
#10	-7.53% Oct 27, 2010 - May 31, 2011	-1.56% May 14, 2026 - May 26, 2026
#11	-7.46% Nov 8, 1999 - Feb 9, 2000	-1.44% Dec 24, 2025 - Jan 6, 2026
#12	-7.08% Aug 17, 2020 - Nov 30, 2020	-1.13% Aug 14, 2025 - Aug 26, 2025
#13	-6.89% Apr 26, 2010 - Jul 16, 2010	-1.02% Sep 22, 2025 - Oct 1, 2025
#14	-6.69% Jun 17, 2003 - Nov 4, 2003	-0.99% Aug 28, 2025 - Sep 4, 2025
#15	-6.67% Feb 9, 2000 - Jun 14, 2000	-0.85% Jun 12, 2025 - Jun 24, 2025

Correlation

Correlation between MCR and TSPX is 0.85 which considered as a strong positive correlation - the stocks tend to move together.

0.85

-101

Dividend Comparison (2000 - 2026)

MCR vs TSPX dividend yield comparison.

Year	MCR	TSPX
2026	4.42%	0.00%
2025	8.58%	2.15%
2024	8.60%	0.00%
2023	8.37%	0.00%
2022	9.55%	0.00%
2021	8.14%	0.00%
2020	7.94%	0.00%
2019	8.38%	0.00%
2018	9.66%	0.00%
2017	8.84%	0.00%
2016	8.63%	0.00%
2015	9.13%	0.00%
2014	7.67%	0.00%
2013	6.74%	0.00%
2012	6.41%	0.00%
2011	7.43%	0.00%
2010	8.16%	0.00%
2009	6.48%	0.00%
2008	7.62%	0.00%
2007	5.86%	0.00%
2006	5.72%	0.00%
2005	5.91%	0.00%
2004	6.18%	0.00%
2003	6.08%	0.00%
2002	6.94%	0.00%
2001	8.89%	0.00%
2000	3.05%	0.00%