- ISIN
- US5529861016
- CUSIP
- 552986101
- Issuer
- MFS
- Inception Date
- Sep 3, 1990
- Category
- Global Allocation
- Min. Investment
- $1,000
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
MFWTX Performance Chart
MFS Global Total Return Fund (MFWTX) is up 4.9% since the beginning of the year. MFWTX is currently trading at $18 per share. Investors who bought $1,000 worth of MFWTX shares 5 years ago would now be looking at an investment worth $1,249.
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Returns By Period
MFS Global Total Return Fund (MFWTX) has returned 4.90% so far this year and 13.35% over the past 12 months. Over the last ten years, MFWTX has returned 6.27% per year, falling short of the S&P 500 Index benchmark, which averaged 13.65% annually.
MFS Global Total Return Fund
- 1D
- -0.49%
- 1M
- 1.22%
- YTD
- 4.90%
- 6M
- 6.21%
- 1Y
- 13.35%
- 3Y*
- 10.57%
- 5Y*
- 4.54%
- 10Y*
- 6.27%
Benchmark (S&P 500 Index)
- 1D
- 0.41%
- 1M
- 4.48%
- YTD
- 10.79%
- 6M
- 10.60%
- 1Y
- 27.02%
- 3Y*
- 21.07%
- 5Y*
- 12.39%
- 10Y*
- 13.65%
MFWTX Monthly Returns History
Based on dividend-adjusted daily data since Aug 31, 1990, MFWTX's average daily return is +0.03%, while the average monthly return is +0.66%. At this rate, an investment would double in approximately 8.8 years.
Historically, 64% of months were positive and 36% were negative. The best month was Dec 1991 with a return of +10.3%, while the worst month was Mar 2020 at -9.3%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.
On a daily basis, MFWTX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +5.7%, while the worst single day was Mar 12, 2020 at -6.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.52% | 2.84% | -5.15% | 3.20% | 0.89% | -0.22% | 4.90% | ||||||
| 2025 | 2.39% | 1.62% | -0.53% | 0.59% | 2.30% | 2.58% | -0.74% | 3.02% | 0.97% | -0.72% | 1.67% | 1.41% | 15.48% |
| 2024 | -1.06% | 0.89% | 3.36% | -3.14% | 3.12% | -0.96% | 3.94% | 2.23% | 1.00% | -2.65% | 1.56% | -4.03% | 3.92% |
| 2023 | 4.86% | -3.27% | 1.32% | 1.70% | -3.23% | 3.18% | 1.86% | -1.89% | -3.47% | -2.25% | 6.21% | 5.51% | 10.29% |
| 2022 | -1.79% | -2.32% | -0.34% | -5.38% | 1.50% | -6.37% | 4.10% | -3.51% | -6.59% | 4.63% | 7.45% | -1.70% | -10.86% |
| 2021 | -0.96% | 0.97% | 2.10% | 2.40% | 2.29% | -1.07% | 1.01% | 0.85% | -2.71% | 2.20% | -2.05% | 3.17% | 8.31% |
Benchmark Metrics
MFS Global Total Return Fund has an annualized alpha of 3.67%, beta of 0.42, and R2 of 0.64 versus S&P 500 Index. Calculated based on daily prices since September 04, 1990.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (55.37%) than losses (51.43%) - typical of diversified or defensive assets.
- This fund generated an annualized alpha of 3.67% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.42 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 3.67%
- Beta
- 0.42
- R²
- 0.64
- Upside Capture
- 55.37%
- Downside Capture
- 51.43%
Expense Ratio
MFWTX has a high expense ratio of 1.09%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
MFWTX ranks 39 for risk / return — below 39% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for MFS Global Total Return Fund (MFWTX) and compare them to S&P 500 Index.
| MFWTX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.41 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 2.98 | -0.96 |
| Martin ratioReturn relative to average drawdown | 7.20 | 13.78 | -6.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
MFS Global Total Return Fund provided a 8.02% dividend yield over the last twelve months, with an annual payout of $1.46 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.46 | $1.46 | $1.46 | $0.63 | $0.42 | $1.90 | $1.35 | $0.82 | $0.54 | $0.39 | $0.18 | $0.67 |
Dividend yield | 8.02% | 8.42% | 8.94% | 3.69% | 2.64% | 10.29% | 7.20% | 4.41% | 3.33% | 2.17% | 1.13% | 4.29% |
Monthly Dividends
The table displays the monthly dividend distributions for MFS Global Total Return Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $1.23 | $1.46 |
| 2024 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $1.27 | $1.46 |
| 2023 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.46 | $0.63 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $0.42 |
| 2021 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $1.71 | $1.90 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the MFS Global Total Return Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the MFS Global Total Return Fund was 33.22%, occurring on Mar 9, 2009. Recovery took 404 trading sessions.
The current MFS Global Total Return Fund drawdown is 1.46%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -33.22%Mar 2009 | 9mo 24d | 1y 7mo | 2y 4moMay 2008 - Oct 2010 |
COVID crash2020 | -23.37%Mar 2020 | 2mo 2d | 5mo 13d | 7mo 15dJan 2020 - Sep 2020 |
Bear market2022 | -20.36%Oct 2022 | 9mo 2d | 1y 5mo | 2y 2moJan 2022 - Mar 2024 |
Dot-com crash2000–2002 | -15.24%Sep 2001 | 1y 16d | 1y 8mo | 2y 9moSep 2000 - Jun 2003 |
Rate-hike selloffLate 2018 | -13.33%Dec 2018 | 10mo 29d | 6mo 11d | 1y 5moJan 2018 - Jul 2019 |
Drawdown Indicators
| MFWTX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.22% | -56.78% | +23.56% |
Max Drawdown (1Y)Largest decline over 1 year | -6.72% | -9.10% | +2.38% |
Max Drawdown (3Y)Largest decline over 3 years | -8.68% | -18.90% | +10.22% |
Max Drawdown (5Y)Largest decline over 5 years | -20.36% | -25.43% | +5.07% |
Max Drawdown (10Y)Largest decline over 10 years | -23.37% | -33.92% | +10.55% |
Current DrawdownCurrent decline from peak | -1.46% | -0.33% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -3.55% | -10.72% | +7.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 1.97% | -0.08% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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