BPGSX vs. MFWIX
Compare and contrast key facts about Boston Partners Global Sustainability Fund (BPGSX) and MFS Global Total Return Fund Class I (MFWIX).
BPGSX is managed by Boston Partners. It was launched on Dec 28, 2021. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
BPGSX vs. MFWIX - Performance Comparison
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BPGSX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BPGSX Boston Partners Global Sustainability Fund | 2.43% | 32.86% | 9.62% | 16.44% | -5.69% |
MFWIX MFS Global Total Return Fund Class I | 0.94% | 15.70% | 4.25% | 10.52% | -9.02% |
Returns By Period
In the year-to-date period, BPGSX achieves a 2.43% return, which is significantly higher than MFWIX's 0.94% return.
BPGSX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 2.43%
- 6M
- 6.22%
- 1Y
- 24.66%
- 3Y*
- 18.48%
- 5Y*
- —
- 10Y*
- —
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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BPGSX vs. MFWIX - Expense Ratio Comparison
BPGSX has a 0.90% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
BPGSX vs. MFWIX — Risk / Return Rank
BPGSX
MFWIX
BPGSX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Partners Global Sustainability Fund (BPGSX) 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.
| BPGSX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.82 | 1.44 | +0.38 |
Sortino ratioReturn per unit of downside risk | 2.52 | 1.99 | +0.53 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.28 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.88 | 1.89 | 0.00 |
Martin ratioReturn relative to average drawdown | 10.89 | 7.31 | +3.59 |
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
| BPGSX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.82 | 1.44 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.54 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.71 | +0.12 |
Correlation
The correlation between BPGSX 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
BPGSX vs. MFWIX - Dividend Comparison
BPGSX's dividend yield for the trailing twelve months is around 80.06%, more than MFWIX's 8.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BPGSX Boston Partners Global Sustainability Fund | 80.06% | 16.14% | 3.04% | 1.52% | 1.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
BPGSX vs. MFWIX - Drawdown Comparison
The maximum BPGSX drawdown since its inception was -22.19%, smaller than the maximum MFWIX drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for BPGSX and MFWIX.
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Drawdown Indicators
| BPGSX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.19% | -33.01% | +10.82% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -6.85% | -3.36% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.22% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.36% | — |
Current DrawdownCurrent decline from peak | -0.51% | -5.18% | +4.67% |
Average DrawdownAverage peak-to-trough decline | -4.16% | -3.83% | -0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 1.77% | +0.34% |
Volatility
BPGSX vs. MFWIX - Volatility Comparison
The current volatility for Boston Partners Global Sustainability Fund (BPGSX) is 0.00%, while MFS Global Total Return Fund Class I (MFWIX) has a volatility of 3.44%. This indicates that BPGSX experiences smaller price fluctuations and is considered to be less risky 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
| BPGSX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.44% | -3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 6.62% | 5.43% | +1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.22% | 8.94% | +5.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.37% | 9.11% | +6.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.37% | 9.61% | +5.76% |