AQGIX vs. MFWIX
Compare and contrast key facts about AQR Global Equity Fund (AQGIX) and MFS Global Total Return Fund Class I (MFWIX).
AQGIX is managed by AQR Funds. It was launched on Dec 30, 2009. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
AQGIX vs. MFWIX - Performance Comparison
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AQGIX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AQGIX AQR Global Equity Fund | -6.63% | 31.64% | 24.56% | 22.92% | -14.14% | 18.32% | 9.33% | 22.55% | -14.50% | 25.44% |
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, AQGIX achieves a -6.63% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, AQGIX has outperformed MFWIX with an annualized return of 11.48%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
AQGIX
- 1D
- -0.52%
- 1M
- -8.87%
- YTD
- -6.63%
- 6M
- -3.39%
- 1Y
- 17.75%
- 3Y*
- 21.10%
- 5Y*
- 12.19%
- 10Y*
- 11.48%
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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AQGIX vs. MFWIX - Expense Ratio Comparison
AQGIX has a 0.80% expense ratio, which is lower than MFWIX's 0.84% expense ratio.
Return for Risk
AQGIX vs. MFWIX — Risk / Return Rank
AQGIX
MFWIX
AQGIX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AQR Global Equity Fund (AQGIX) 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.
| AQGIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.89 | 1.29 | -0.40 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.77 | -0.46 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.25 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.59 | -0.58 |
Martin ratioReturn relative to average drawdown | 5.12 | 6.26 | -1.14 |
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
| AQGIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 1.29 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.52 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.65 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.71 | -0.15 |
Correlation
The correlation between AQGIX and MFWIX is 0.87, 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
AQGIX vs. MFWIX - Dividend Comparison
AQGIX's dividend yield for the trailing twelve months is around 14.12%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AQGIX AQR Global Equity Fund | 14.12% | 13.18% | 13.59% | 5.97% | 4.39% | 12.17% | 1.16% | 1.41% | 4.72% | 5.05% | 10.34% | 0.09% |
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
AQGIX vs. MFWIX - Drawdown Comparison
The maximum AQGIX drawdown since its inception was -35.47%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for AQGIX and MFWIX.
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Drawdown Indicators
| AQGIX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.47% | -33.01% | -2.46% |
Max Drawdown (1Y)Largest decline over 1 year | -15.27% | -6.85% | -8.42% |
Max Drawdown (5Y)Largest decline over 5 years | -29.62% | -20.22% | -9.40% |
Max Drawdown (10Y)Largest decline over 10 years | -35.47% | -23.36% | -12.11% |
Current DrawdownCurrent decline from peak | -9.88% | -6.50% | -3.38% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -3.83% | -2.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 1.74% | +1.28% |
Volatility
AQGIX vs. MFWIX - Volatility Comparison
AQR Global Equity Fund (AQGIX) has a higher volatility of 5.03% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that AQGIX'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
| AQGIX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 3.04% | +1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 9.91% | 5.25% | +4.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.83% | 8.85% | +10.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.12% | 9.09% | +9.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.89% | 9.60% | +8.29% |