- ISIN
- US5529866064
- CUSIP
- 552986606
- Issuer
- MFS
- Inception Date
- Dec 28, 1986
- Category
- Global Equities
- Min. Investment
- $1,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
MWEBX Performance Chart
MFS Global Equity Fund (MWEBX) is down 1.2% since the beginning of the year. MWEBX is currently trading at $34 per share. Investors who bought $1,000 worth of MWEBX shares 5 years ago would now be looking at an investment worth $1,302.
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Returns By Period
MFS Global Equity Fund (MWEBX) has returned -1.17% so far this year and 3.87% over the past 12 months. Over the last ten years, MWEBX has returned 9.25% per year, falling short of the S&P 500 Index benchmark, which averaged 13.24% annually.
MFS Global Equity Fund
- 1D
- 0.96%
- 1M
- 0.87%
- YTD
- -1.17%
- 6M
- 0.37%
- 1Y
- 3.87%
- 3Y*
- 13.10%
- 5Y*
- 5.42%
- 10Y*
- 9.25%
Benchmark (S&P 500 Index)
- 1D
- -1.62%
- 1M
- -1.97%
- YTD
- 6.16%
- 6M
- 5.52%
- 1Y
- 20.34%
- 3Y*
- 19.12%
- 5Y*
- 11.34%
- 10Y*
- 13.24%
MWEBX Monthly Returns History
Based on dividend-adjusted daily data since Dec 29, 1986, MWEBX's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.
Historically, 61% of months were positive and 39% were negative. The best month was Jan 1987 with a return of +18.8%, while the worst month was Oct 1987 at -18.0%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.
On a daily basis, MWEBX closed higher 52% of trading days. The best single day was Jan 30, 1987 with a return of +18.8%, while the worst single day was Oct 20, 1987 at -16.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.97% | -0.61% | -8.66% | 7.02% | 2.36% | -1.57% | -1.17% | ||||||
| 2025 | 6.30% | -0.67% | -4.21% | -0.18% | 4.25% | 2.47% | -1.13% | 2.36% | 0.12% | 0.22% | 1.09% | 1.80% | 12.70% |
| 2024 | 0.12% | 2.13% | 2.78% | -5.20% | 3.82% | -1.24% | 2.71% | 3.35% | 2.06% | -3.44% | 1.57% | 12.54% | 22.16% |
| 2023 | 7.33% | -2.78% | 2.52% | 3.12% | -4.97% | 5.06% | 1.79% | -2.59% | -6.25% | -3.40% | 9.07% | 5.22% | 13.48% |
| 2022 | -5.32% | -3.87% | 1.55% | -7.38% | 0.35% | -8.81% | 7.58% | -6.00% | -9.18% | 8.02% | 9.02% | -3.84% | -18.53% |
| 2021 | -3.23% | 2.93% | 3.97% | 5.70% | 2.44% | -0.74% | 2.45% | 1.00% | -4.57% | 4.11% | -4.32% | 6.10% | 16.15% |
Benchmark Metrics
MFS Global Equity Fund has an annualized alpha of 2.45%, beta of 0.67, and R2 of 0.59 versus S&P 500 Index. Calculated based on daily prices since December 29, 1986.
- This fund participated in 84.77% of S&P 500 Index downside but only 83.12% of its upside - more exposed to losses than it benefited from rallies.
- This fund generated an annualized alpha of 2.45% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.67 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
- 2.45%
- Beta
- 0.67
- R²
- 0.59
- Upside Capture
- 83.12%
- Downside Capture
- 84.77%
Expense Ratio
MWEBX has a high expense ratio of 1.90%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
MWEBX ranks 6 for risk / return — in the bottom 6% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for MFS Global Equity Fund (MWEBX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MWEBX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.30 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.32 | 2.25 | -1.92 |
| Martin ratioReturn relative to average drawdown | 1.12 | 10.14 | -9.02 |
Dividends
Dividend History
MFS Global Equity Fund provided a 24.42% dividend yield over the last twelve months, with an annual payout of $8.25 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $8.25 | $8.25 | $10.76 | $3.64 | $3.83 | $2.84 | $1.01 | $0.64 | $1.86 | $0.87 | $0.29 | $0.38 |
Dividend yield | 24.42% | 24.13% | 28.50% | 8.83% | 9.68% | 5.33% | 2.09% | 1.46% | 5.42% | 2.16% | 0.85% | 1.19% |
Monthly Dividends
The table displays the monthly dividend distributions for MFS Global Equity 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 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $8.25 | $8.25 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $10.76 | $10.76 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.64 | $3.64 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.83 | $3.83 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.84 | $2.84 |
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 Equity 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 Equity Fund was 52.31%, occurring on Mar 9, 2009. Recovery took 540 trading sessions.
The current MFS Global Equity Fund drawdown is 3.84%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -52.31%Mar 2009 | 1y 2mo | 2y 1mo | 3y 4moDec 2007 - Apr 2011 |
2003 bear market2003 | -38.55%Mar 2003 | 2y 11mo | 1y 8mo | 4y 7moApr 2000 - Nov 2004 |
COVID crash2020 | -33.91%Mar 2020 | 2mo 2d | 6mo 23d | 8mo 25dJan 2020 - Oct 2020 |
Bear market2022 | -28.70%Oct 2022 | 9mo 10d | 1y 11mo | 2y 8moJan 2022 - Sep 2024 |
Black Monday1987 | -24.48%Oct 1987 | 20d | 1y 10mo | 1y 11moOct 1987 - Sep 1989 |
Drawdown Indicators
| MWEBX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.31% | -56.78% | +4.47% |
Max Drawdown (1Y)Largest decline over 1 year | -13.43% | -9.10% | -4.33% |
Max Drawdown (3Y)Largest decline over 3 years | -15.10% | -18.90% | +3.80% |
Max Drawdown (5Y)Largest decline over 5 years | -28.70% | -25.43% | -3.27% |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | -33.92% | +0.01% |
Current DrawdownCurrent decline from peak | -3.84% | -4.50% | +0.66% |
Average DrawdownAverage peak-to-trough decline | -7.89% | -10.72% | +2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 2.01% | +1.87% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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