They've lost to inferior opponents, having lost series to far worse teams.
They've suffered more excruciating defeats, too, like two last at-bat losses in the span of 24 hours to Toronto less than two weeks ago.
So, yes, they've been down. But not like this before.
In dropping a 5-2 decision to the New York Yankees Wednesday night, the Red Sox managed to "accomplish'' the following:
* They fell a full six games back of Tampa Bay, their largest deficit of the season.
* They were swept by the Yankees, a team that only weeks ago seemed incapable of beating them with any regularity.
* They dropped a game behind New York and now reside, by themselves, in third place in their division, closer to fourth place than first in the A.L. East.
And yet, for all the ignominy, it wasn't any one number or stat that stuck out at Yankee Stadium. Rather, it was the way they were so obviously outclassed by a team that trailed them in the standings by 10.5 games not so long ago.
"We got beat ... We got beat in every aspect of the game,'' acknowledged Alex Cora. "They pitched better than us, they hit better than us, they played better defense than us. It's that simple.''
Indeed, Cora's succinct summation was not only brutally honest, but painfully accurate. You name it, and the Red Sox failed to do it. On more than a few occasions, hitters, desperate to produce a game-changing hit, swung at pitches way out of the strike zone. On the mound, Nick Pivetta, in arguably his biggest assignment with the Sox, failed to get through the second inning.
On the bases, the Yankees ran wild, with two more stolen bases, one of which didn't draw so much as a throw. And in the field, the Red Sox twice failed to come up with big plays defensively, leading to four of the Yankees' five runs.
But despite his own candid assessment of his team's shortcomings, Cora chose an overly rosy forecast.
"This is going to be in the past,'' he maintained. "I do believe we're getting closer to who we are.''
On the one hand, you can understand Cora's optimism. The return of Chris Sale and the introduction of Kyle Schwarber alone makes the Sox better. And the pending returns of both Christian Arroyo and Ryan Brasier will provide additional and important depth.
But it's difficult - if not outright impossible - to watch this team of late and believe that a turnaround is imminent. Sure, the rotation has improved - Wednesday's poor outing from Pivetta withstanding. But the offensive drought resulted in five runs in 23 innings is not new and it's not going to be fixed overnight.
If Cora seemed to be whistling past the graveyard, then Pivetta was full-on singing at the top of his lungs. Repeatedly, as if to convince himself, Pivetta stressed that this - all of this - too shall pass.
"We just have to stay steady, stay fast, through this little bit of a stretch,'' he said. "We're very confident in ourselves and we've done a really good job up to this point. Yes, things haven't been as great as of late. But we're doing a good job and we just have to stay together. I just think we need to continue on the pace that we're doing.''
There's maintaining confidence, and then there's delusion.
Outfielder Hunter Renfroe was far more forthright, conceding that the Red So were "pissed at themselves'' and revealing that Sox hitters held an informal pre-game meeting and determined that they were guilty of pressing at the plate, expanding the strike zone in an effort to produce the big hit that has so often eluded them.
Admirable as that admission may have been, the record will show that it didn't produce a better outcome, and Renfroe, though he contributed a tape-measure shot off Aroldis Chapman in the ninth, was as guilty as anyone in the lineup, fishing for a breaking pitch a half foot out of the strike zone in the sixth with the leadoff man on, resulting in a lazy flyout instead of ball four.
"We know where we're at,'' said Cora. "We put ourselves in this situation. Regardless of what happened in the last month, or whatever it is, we still control our own destiny.''
Except that's not entirely true anymore. If the season ended today, the Sox would not qualify for the postseason. There's time to fix that, of course, but even with 39 games remaining, a sense of urgency needs to set in - and fast.
Like virtually everything else about their game, that, too, was missing the last two days in the Bronx.