AGLOX vs. MFWIX
Compare and contrast key facts about Ariel Global Fund (AGLOX) and MFS Global Total Return Fund Class I (MFWIX).
AGLOX is managed by Ariel Investments. It was launched on Dec 29, 2011. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
AGLOX vs. MFWIX - Performance Comparison
Loading graphics...
AGLOX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGLOX Ariel Global Fund | -4.80% | 23.22% | 6.55% | 12.40% | -5.47% | 11.53% | 7.70% | 15.98% | -6.03% | 15.63% |
MFWIX MFS Global Total Return Fund Class I | -0.47% | 15.70% | 4.25% | 10.52% | -10.62% | 8.59% | 9.63% | 18.49% | -6.96% | 15.00% |
Returns By Period
In the year-to-date period, AGLOX achieves a -4.80% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, AGLOX has outperformed MFWIX with an annualized return of 7.54%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
AGLOX
- 1D
- 0.08%
- 1M
- -9.86%
- YTD
- -4.80%
- 6M
- -2.12%
- 1Y
- 10.34%
- 3Y*
- 10.48%
- 5Y*
- 7.44%
- 10Y*
- 7.54%
MFWIX
- 1D
- 0.24%
- 1M
- -6.50%
- YTD
- -0.47%
- 6M
- 2.00%
- 1Y
- 11.28%
- 3Y*
- 8.88%
- 5Y*
- 4.75%
- 10Y*
- 6.19%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
AGLOX vs. MFWIX - Expense Ratio Comparison
AGLOX has a 1.13% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
AGLOX vs. MFWIX — Risk / Return Rank
AGLOX
MFWIX
AGLOX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ariel Global Fund (AGLOX) and MFS Global Total Return Fund Class I (MFWIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AGLOX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 1.29 | -0.63 |
Sortino ratioReturn per unit of downside risk | 0.98 | 1.77 | -0.80 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.25 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.82 | 1.59 | -0.77 |
Martin ratioReturn relative to average drawdown | 2.93 | 6.26 | -3.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| AGLOX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 1.29 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.52 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.65 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.71 | -0.06 |
Correlation
The correlation between AGLOX and MFWIX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
AGLOX vs. MFWIX - Dividend Comparison
AGLOX's dividend yield for the trailing twelve months is around 17.20%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGLOX Ariel Global Fund | 17.20% | 16.38% | 27.80% | 18.51% | 4.82% | 2.00% | 0.85% | 4.39% | 3.42% | 4.48% | 2.65% | 0.81% |
MFWIX MFS Global Total Return Fund Class I | 8.81% | 8.77% | 9.36% | 3.98% | 2.94% | 10.71% | 7.53% | 4.70% | 3.64% | 2.36% | 1.40% | 4.59% |
Drawdowns
AGLOX vs. MFWIX - Drawdown Comparison
The maximum AGLOX drawdown since its inception was -24.72%, smaller than the maximum MFWIX drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for AGLOX and MFWIX.
Loading graphics...
Drawdown Indicators
| AGLOX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.72% | -33.01% | +8.29% |
Max Drawdown (1Y)Largest decline over 1 year | -10.74% | -6.85% | -3.89% |
Max Drawdown (5Y)Largest decline over 5 years | -16.77% | -20.22% | +3.45% |
Max Drawdown (10Y)Largest decline over 10 years | -24.72% | -23.36% | -1.36% |
Current DrawdownCurrent decline from peak | -10.59% | -6.50% | -4.09% |
Average DrawdownAverage peak-to-trough decline | -3.40% | -3.83% | +0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 1.74% | +1.28% |
Volatility
AGLOX vs. MFWIX - Volatility Comparison
Ariel Global Fund (AGLOX) has a higher volatility of 5.28% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that AGLOX's price experiences larger fluctuations and is considered to be riskier than MFWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| AGLOX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.28% | 3.04% | +2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 5.25% | +4.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.96% | 8.85% | +6.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.29% | 9.09% | +3.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.99% | 9.60% | +3.39% |