BGVIX vs. MFWIX
Compare and contrast key facts about Brandes Global Equity Fund (BGVIX) and MFS Global Total Return Fund Class I (MFWIX).
BGVIX is managed by Brandes. It was launched on Oct 5, 2008. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
BGVIX vs. MFWIX - Performance Comparison
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BGVIX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BGVIX Brandes Global Equity Fund | -2.73% | 33.72% | 12.53% | 21.71% | -5.97% | 21.20% | 1.97% | 17.38% | -10.39% | 16.23% |
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, BGVIX achieves a -2.73% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, BGVIX has outperformed MFWIX with an annualized return of 10.88%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
BGVIX
- 1D
- 0.33%
- 1M
- -8.64%
- YTD
- -2.73%
- 6M
- 4.09%
- 1Y
- 20.55%
- 3Y*
- 19.13%
- 5Y*
- 12.59%
- 10Y*
- 10.88%
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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BGVIX vs. MFWIX - Expense Ratio Comparison
BGVIX has a 1.00% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
BGVIX vs. MFWIX — Risk / Return Rank
BGVIX
MFWIX
BGVIX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brandes Global Equity Fund (BGVIX) 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.
| BGVIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 1.29 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.80 | 1.77 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.25 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 1.59 | 0.00 |
Martin ratioReturn relative to average drawdown | 7.05 | 6.26 | +0.79 |
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
| BGVIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.29 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.52 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.65 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.71 | -0.25 |
Correlation
The correlation between BGVIX and MFWIX is 0.88, 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
BGVIX vs. MFWIX - Dividend Comparison
BGVIX's dividend yield for the trailing twelve months is around 12.75%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGVIX Brandes Global Equity Fund | 12.75% | 12.41% | 9.13% | 4.80% | 3.31% | 6.00% | 2.98% | 2.46% | 6.99% | 4.02% | 2.07% | 8.51% |
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
BGVIX vs. MFWIX - Drawdown Comparison
The maximum BGVIX drawdown since its inception was -41.16%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for BGVIX and MFWIX.
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Drawdown Indicators
| BGVIX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.16% | -33.01% | -8.15% |
Max Drawdown (1Y)Largest decline over 1 year | -11.97% | -6.85% | -5.12% |
Max Drawdown (5Y)Largest decline over 5 years | -25.37% | -20.22% | -5.15% |
Max Drawdown (10Y)Largest decline over 10 years | -41.16% | -23.36% | -17.80% |
Current DrawdownCurrent decline from peak | -8.73% | -6.50% | -2.23% |
Average DrawdownAverage peak-to-trough decline | -6.35% | -3.83% | -2.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 1.74% | +0.95% |
Volatility
BGVIX vs. MFWIX - Volatility Comparison
Brandes Global Equity Fund (BGVIX) has a higher volatility of 4.65% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that BGVIX'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
| BGVIX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 3.04% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 8.98% | 5.25% | +3.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.62% | 8.85% | +6.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.11% | 9.09% | +6.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.44% | 9.60% | +7.84% |