AWSAX vs. MFWIX
AWSAX (Invesco Global Core Equity Fund) and MFWIX (MFS Global Total Return Fund Class I) are both Global Equities funds. Over the past 10 years, AWSAX returned 8.56%/yr vs 6.60%/yr for MFWIX. Their correlation of 0.84 means they have usually moved in the same direction. AWSAX charges 1.22%/yr vs 0.84%/yr for MFWIX.
Performance
AWSAX vs. MFWIX - Performance Comparison
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Returns By Period
In the year-to-date period, AWSAX achieves a 10.34% return, which is significantly higher than MFWIX's 8.22% return. Over the past 10 years, AWSAX has outperformed MFWIX with an annualized return of 8.56%, while MFWIX has yielded a comparatively lower 6.60% annualized return.
AWSAX
- 1D
- 1.07%
- 1M
- 1.63%
- 6M
- 8.22%
- YTD
- 10.34%
- 1Y
- 18.26%
- 3Y*
- 15.90%
- 5Y*
- 7.12%
- 10Y*
- 8.56%
- ALL TIME*
- 6.27%
MFWIX
- 1D
- 0.77%
- 1M
- 2.18%
- 6M
- 4.54%
- YTD
- 8.22%
- 1Y
- 15.44%
- 3Y*
- 10.66%
- 5Y*
- 5.52%
- 10Y*
- 6.60%
- ALL TIME*
- 7.19%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
AWSAX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AWSAX Invesco Global Core Equity Fund | 10.34% | 15.33% | 16.49% | 21.79% | -22.22% | 15.71% | 7.29% | 24.54% | -15.01% | 22.83% |
MFWIX MFS Global Total Return Fund Class I | 8.22% | 15.70% | 4.25% | 10.52% | -10.62% | 8.59% | 9.63% | 18.49% | -6.96% | 15.00% |
Correlation
The correlation between AWSAX and MFWIX is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.77 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 2000 | 0.84 |
The correlation between AWSAX and MFWIX has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.
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Return for Risk
AWSAX vs. MFWIX — Risk / Return Rank
AWSAX
MFWIX
AWSAX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Global Core Equity Fund (AWSAX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AWSAX | MFWIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.37 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | 2.21 | -0.57 |
| Martin ratioReturn relative to average drawdown | 6.88 | 7.81 | -0.93 |
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Drawdowns
AWSAX vs. MFWIX - Drawdown Comparison
The maximum AWSAX drawdown since its inception was -57.00%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for AWSAX and MFWIX.
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Drawdown Indicators
| AWSAX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.00% | -33.01% | -23.99% |
Max Drawdown (1Y)Largest decline over 1 year | -10.11% | -6.73% | -3.38% |
Max Drawdown (3Y)Largest decline over 3 years | -15.74% | -8.51% | -7.23% |
Max Drawdown (5Y)Largest decline over 5 years | -31.23% | -20.22% | -11.01% |
Max Drawdown (10Y)Largest decline over 10 years | -36.12% | -23.36% | -12.76% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -10.55% | -3.80% | -6.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 1.90% | +0.50% |
Volatility
AWSAX vs. MFWIX - Volatility Comparison
Invesco Global Core Equity Fund (AWSAX) has a higher volatility of 2.89% compared to MFS Global Total Return Fund Class I (MFWIX) at 1.86%. This indicates that AWSAX'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
| AWSAX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.89% | 1.86% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.37% | 5.91% | +4.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.95% | 7.47% | +5.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.84% | 9.15% | +6.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 9.58% | +7.42% |
AWSAX vs. MFWIX - Expense Ratio Comparison
AWSAX has a 1.22% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Dividends
AWSAX vs. MFWIX - Dividend Comparison
AWSAX's dividend yield for the trailing twelve months is around 8.38%, more than MFWIX's 7.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AWSAX Invesco Global Core Equity Fund | 8.38% | 9.24% | 8.01% | 2.48% | 3.26% | 5.38% | 15.26% | 1.21% | 8.57% | 5.24% | 0.35% | 1.22% |
MFWIX MFS Global Total Return Fund Class I | 7.99% | 8.77% | 9.36% | 3.98% | 2.94% | 10.71% | 7.53% | 4.70% | 3.64% | 2.36% | 1.40% | 4.59% |
Frequently Asked Questions
AWSAX and MFWIX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AWSAX has higher volatility (2.89%) compared to MFWIX (1.86%). In terms of maximum drawdown, AWSAX dropped -57.00% vs MFWIX's -33.01%.
MFWIX currently has the higher Sharpe Ratio (1.99 vs 1.28), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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