MFS Global Total Return Fund Class I (MFWIX) Sharpe Ratio: 2.04

MFWIX's Sharpe Ratio of 2.04 indicates that for each unit of volatility, it generates 2.04 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

MFWIX Sharpe Ratio Rank

Exceptional

MFWIX ranks above 83.3% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Suitable as a core holding given strong risk-adjusted returns
Monitor rank changes to detect deteriorating return-to-volatility profile
Exceptional Sharpe ratio supports larger position sizes
Compare with category peers to assess whether strength is investment-specific or category-wide

MFWIX Sharpe Ratio Market Positioning

The chart shows MFWIX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.93 or lower
Yellow zone (middle 50%): 0.93 to 1.83
Green zone (top 25%): 1.83 or higher
Top 1%: 3.72+
Median: 1.47 — half of all investments score higher

How it compares to other similar mutual funds

The table compares MFS Global Total Return Fund Class I's Sharpe Ratio with other mutual funds in the Global Equities category across multiple time periods, showing how MFWIX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 4, 2026.

Symbol	Name	1Y Sharpe Ratio
FMIEX	Wasatch Global Value Fund Investor Class Shares	3.44
LVAFX	LSV Global Managed Volatility Fund	3.40
PGVFX	Polaris Global Value Fund	3.23
LVAGX	LSV Global Value Fund	3.20
VGPMX	Vanguard Global Capital Cycles Fund	3.12
EPSYX	MainStay Epoch Global Equity Yield Fund	3.07
JGYIX	John Hancock Global Shareholder Yield Fund	3.02
SGMAX	SEI Institutional Investments Trust Global Managed Volatility Fund	2.76
GMGEX	GMO Global Equity Allocation Fund	2.76
GWOAX	GMO Global Developed Equity Allocation Fund	2.71
MFWIX	MFS Global Total Return Fund Class I	2.04

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Historical Sharpe Ratio

The chart shows MFWIX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when MFWIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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