PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

MFS Global Equity Fund (MWEBX) Sharpe Ratio: 0.34

Mutual Fund · Currency in USD · Last updated Jun 11, 2026

The investment seeks capital appreciation. The fund normally invests at least 80% of its net assets in equity securities. Equity securities include common stocks and other securities that represent an ownership interest (or right to acquire an ownership interest) in a company or other issuer. It may invest its assets in the stocks of companies the advisor believes to have above average earnings growth potential compared to other companies (growth companies), in the stocks of companies the advisor believes are undervalued compared to their perceived worth (value companies), or in a combination of growth and value companies.

MWEBX's Sharpe Ratio of 0.34 indicates that for each unit of volatility, it generates 0.34 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 11, 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.

MWEBX Sharpe Ratio Rank

MWEBX Sharpe Ratio Rank: 6.36
Concerning

MWEBX ranks above 6.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. 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

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

MWEBX Sharpe Ratio Market Positioning

The chart shows MWEBX'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%): 1.24 or lower
  • Yellow zone (middle 50%): 1.24 to 2.17
  • Green zone (top 25%): 2.17 or higher
  • Top 1%: 4.16+
  • Median: 1.78 — half of all investments score higher

How it compares to other similar mutual funds

The table compares MFS Global Equity Fund's Sharpe Ratio with other mutual funds in the Global Equities category across multiple time periods, showing how MWEBX'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 Jun 11, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LVAGXLSV Global Value Fund3.23
VGPMXVanguard Global Capital Cycles Fund3.16
EPSYXMainStay Epoch Global Equity Yield Fund2.98
JGYIXJohn Hancock Global Shareholder Yield Fund2.94
FMIEXWasatch Global Value Fund Investor Class Shares2.92
PGVFXPolaris Global Value Fund2.89
GMGEXGMO Global Equity Allocation Fund2.86
LVAFXLSV Global Managed Volatility Fund2.84
GWOAXGMO Global Developed Equity Allocation Fund2.68
PRIGXT. Rowe Price Global Value Equity Fund2.64
MWEBXMFS Global Equity Fund0.34

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows MWEBX'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 MWEBX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does MWEBX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio