AGOCX vs. MFWIX
Compare and contrast key facts about PGIM Jennison Global Equity Income Fund (AGOCX) and MFS Global Total Return Fund Class I (MFWIX).
AGOCX is managed by PGIM. It was launched on Dec 30, 1997. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
AGOCX vs. MFWIX - Performance Comparison
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AGOCX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGOCX PGIM Jennison Global Equity Income Fund | 3.11% | 23.91% | 13.75% | 9.41% | -11.69% | 20.27% | 5.72% | 21.02% | -7.69% | 14.68% |
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, AGOCX achieves a 3.11% return, which is significantly higher than MFWIX's -0.47% return. Over the past 10 years, AGOCX has outperformed MFWIX with an annualized return of 9.08%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
AGOCX
- 1D
- -0.15%
- 1M
- -7.84%
- YTD
- 3.11%
- 6M
- 7.20%
- 1Y
- 21.43%
- 3Y*
- 15.62%
- 5Y*
- 9.63%
- 10Y*
- 9.08%
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%
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AGOCX vs. MFWIX - Expense Ratio Comparison
AGOCX has a 1.94% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
AGOCX vs. MFWIX — Risk / Return Rank
AGOCX
MFWIX
AGOCX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Global Equity Income Fund (AGOCX) 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.
| AGOCX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.54 | 1.29 | +0.25 |
Sortino ratioReturn per unit of downside risk | 2.10 | 1.77 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.25 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 1.59 | +0.31 |
Martin ratioReturn relative to average drawdown | 8.92 | 6.26 | +2.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AGOCX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 1.29 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.52 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.65 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.71 | -0.28 |
Correlation
The correlation between AGOCX and MFWIX is 0.79, 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
AGOCX vs. MFWIX - Dividend Comparison
AGOCX's dividend yield for the trailing twelve months is around 9.32%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGOCX PGIM Jennison Global Equity Income Fund | 9.32% | 9.59% | 10.04% | 9.74% | 9.10% | 5.29% | 9.25% | 12.44% | 23.46% | 5.31% | 1.56% | 12.12% |
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
AGOCX vs. MFWIX - Drawdown Comparison
The maximum AGOCX drawdown since its inception was -51.84%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for AGOCX and MFWIX.
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Drawdown Indicators
| AGOCX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.84% | -33.01% | -18.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.24% | -6.85% | -4.39% |
Max Drawdown (5Y)Largest decline over 5 years | -24.53% | -20.22% | -4.31% |
Max Drawdown (10Y)Largest decline over 10 years | -34.69% | -23.36% | -11.33% |
Current DrawdownCurrent decline from peak | -8.10% | -6.50% | -1.60% |
Average DrawdownAverage peak-to-trough decline | -7.91% | -3.83% | -4.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 1.74% | +0.65% |
Volatility
AGOCX vs. MFWIX - Volatility Comparison
PGIM Jennison Global Equity Income Fund (AGOCX) has a higher volatility of 4.92% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that AGOCX'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.
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Volatility by Period
| AGOCX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.92% | 3.04% | +1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 8.51% | 5.25% | +3.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.36% | 8.85% | +5.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.87% | 9.09% | +4.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.80% | 9.60% | +6.20% |