BEGRX vs. MFWIX
Compare and contrast key facts about Franklin Mutual Beacon Fund (BEGRX) and MFS Global Total Return Fund Class I (MFWIX).
BEGRX is managed by Franklin Templeton. It was launched on Jun 28, 1962. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
BEGRX vs. MFWIX - Performance Comparison
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BEGRX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BEGRX Franklin Mutual Beacon Fund | -1.99% | 25.64% | 8.64% | 15.40% | -11.70% | 16.64% | 4.07% | 22.57% | -8.84% | 12.30% |
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, BEGRX achieves a -1.99% return, which is significantly lower than MFWIX's 0.94% return. Over the past 10 years, BEGRX has outperformed MFWIX with an annualized return of 8.81%, while MFWIX has yielded a comparatively lower 6.34% annualized return.
BEGRX
- 1D
- 1.73%
- 1M
- -7.37%
- YTD
- -1.99%
- 6M
- 4.07%
- 1Y
- 16.10%
- 3Y*
- 14.32%
- 5Y*
- 7.76%
- 10Y*
- 8.81%
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%
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BEGRX vs. MFWIX - Expense Ratio Comparison
BEGRX has a 0.77% expense ratio, which is lower than MFWIX's 0.84% expense ratio.
Return for Risk
BEGRX vs. MFWIX — Risk / Return Rank
BEGRX
MFWIX
BEGRX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Mutual Beacon Fund (BEGRX) 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.
| BEGRX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.44 | -0.38 |
Sortino ratioReturn per unit of downside risk | 1.59 | 1.99 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.28 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.89 | -0.55 |
Martin ratioReturn relative to average drawdown | 5.49 | 7.31 | -1.82 |
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
| BEGRX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.44 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.54 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.66 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.71 | -0.67 |
Correlation
The correlation between BEGRX and MFWIX is 0.80, 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
BEGRX vs. MFWIX - Dividend Comparison
BEGRX's dividend yield for the trailing twelve months is around 7.00%, less than MFWIX's 8.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEGRX Franklin Mutual Beacon Fund | 7.00% | 6.86% | 6.89% | 6.23% | 9.91% | 6.83% | 3.36% | 2.62% | 9.94% | 3.43% | 6.10% | 8.90% |
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
BEGRX vs. MFWIX - Drawdown Comparison
The maximum BEGRX drawdown since its inception was -73.56%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for BEGRX and MFWIX.
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Drawdown Indicators
| BEGRX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.56% | -33.01% | -40.55% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -6.85% | -5.27% |
Max Drawdown (5Y)Largest decline over 5 years | -26.70% | -20.22% | -6.48% |
Max Drawdown (10Y)Largest decline over 10 years | -37.11% | -23.36% | -13.75% |
Current DrawdownCurrent decline from peak | -8.16% | -5.18% | -2.98% |
Average DrawdownAverage peak-to-trough decline | -36.78% | -3.83% | -32.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 1.77% | +1.18% |
Volatility
BEGRX vs. MFWIX - Volatility Comparison
Franklin Mutual Beacon Fund (BEGRX) has a higher volatility of 4.43% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.44%. This indicates that BEGRX'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
| BEGRX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 3.44% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 7.84% | 5.43% | +2.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.09% | 8.94% | +6.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.38% | 9.11% | +6.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.64% | 9.61% | +7.03% |