ATWYX vs. MFWIX
Compare and contrast key facts about AB Tax-Managed Wealth Appreciation Strategy (ATWYX) and MFS Global Total Return Fund Class I (MFWIX).
ATWYX is managed by BlackRock. It was launched on Sep 1, 2003. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
ATWYX vs. MFWIX - Performance Comparison
Loading graphics...
ATWYX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ATWYX AB Tax-Managed Wealth Appreciation Strategy | -1.67% | 21.44% | 18.72% | 20.55% | -18.58% | 20.45% | 12.70% | 25.56% | -9.76% | 23.04% |
MFWIX MFS Global Total Return Fund Class I | 0.94% | 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, ATWYX achieves a -1.67% return, which is significantly lower than MFWIX's 0.94% return. Over the past 10 years, ATWYX has outperformed MFWIX with an annualized return of 10.79%, while MFWIX has yielded a comparatively lower 6.34% annualized return.
ATWYX
- 1D
- 3.18%
- 1M
- -5.98%
- YTD
- -1.67%
- 6M
- 0.82%
- 1Y
- 21.55%
- 3Y*
- 17.03%
- 5Y*
- 9.31%
- 10Y*
- 10.79%
MFWIX
- 1D
- 1.42%
- 1M
- -4.39%
- YTD
- 0.94%
- 6M
- 3.21%
- 1Y
- 12.92%
- 3Y*
- 9.39%
- 5Y*
- 4.91%
- 10Y*
- 6.34%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ATWYX vs. MFWIX - Expense Ratio Comparison
ATWYX has a 0.38% expense ratio, which is lower than MFWIX's 0.84% expense ratio.
Return for Risk
ATWYX vs. MFWIX — Risk / Return Rank
ATWYX
MFWIX
ATWYX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Tax-Managed Wealth Appreciation Strategy (ATWYX) 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.
| ATWYX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 1.44 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.99 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.28 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 1.89 | +0.03 |
Martin ratioReturn relative to average drawdown | 8.56 | 7.31 | +1.26 |
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
| ATWYX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 1.44 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.54 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.66 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.71 | -0.30 |
Correlation
The correlation between ATWYX and MFWIX is 0.86, 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
ATWYX vs. MFWIX - Dividend Comparison
ATWYX's dividend yield for the trailing twelve months is around 4.48%, less than MFWIX's 8.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATWYX AB Tax-Managed Wealth Appreciation Strategy | 4.48% | 4.41% | 2.49% | 1.84% | 5.88% | 5.81% | 1.23% | 4.93% | 5.57% | 12.93% | 3.16% | 7.84% |
MFWIX MFS Global Total Return Fund Class I | 8.68% | 8.77% | 9.36% | 3.98% | 2.94% | 10.71% | 7.53% | 4.70% | 3.64% | 2.36% | 1.40% | 4.59% |
Drawdowns
ATWYX vs. MFWIX - Drawdown Comparison
The maximum ATWYX drawdown since its inception was -59.14%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for ATWYX and MFWIX.
Loading graphics...
Drawdown Indicators
| ATWYX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.14% | -33.01% | -26.13% |
Max Drawdown (1Y)Largest decline over 1 year | -11.66% | -6.85% | -4.81% |
Max Drawdown (5Y)Largest decline over 5 years | -26.21% | -20.22% | -5.99% |
Max Drawdown (10Y)Largest decline over 10 years | -34.33% | -23.36% | -10.97% |
Current DrawdownCurrent decline from peak | -6.88% | -5.18% | -1.70% |
Average DrawdownAverage peak-to-trough decline | -10.05% | -3.83% | -6.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 1.77% | +0.83% |
Volatility
ATWYX vs. MFWIX - Volatility Comparison
AB Tax-Managed Wealth Appreciation Strategy (ATWYX) has a higher volatility of 6.28% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.44%. This indicates that ATWYX'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
| ATWYX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 3.44% | +2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 5.43% | +4.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.46% | 8.94% | +8.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.96% | 9.11% | +6.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 9.61% | +7.10% |