CAREX vs. MFWIX
Compare and contrast key facts about Domini Sustainable Solutions Fund (CAREX) and MFS Global Total Return Fund Class I (MFWIX).
CAREX is managed by Domini. It was launched on Mar 31, 2020. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
CAREX vs. MFWIX - Performance Comparison
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CAREX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CAREX Domini Sustainable Solutions Fund | -0.56% | 13.67% | 10.05% | 13.16% | -27.19% | -6.45% | 101.66% |
MFWIX MFS Global Total Return Fund Class I | -0.47% | 15.70% | 4.25% | 10.52% | -10.62% | 8.59% | 30.54% |
Returns By Period
In the year-to-date period, CAREX achieves a -0.56% return, which is significantly lower than MFWIX's -0.47% return.
CAREX
- 1D
- -0.45%
- 1M
- -8.27%
- YTD
- -0.56%
- 6M
- 2.70%
- 1Y
- 17.89%
- 3Y*
- 9.70%
- 5Y*
- 0.63%
- 10Y*
- —
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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CAREX vs. MFWIX - Expense Ratio Comparison
CAREX has a 1.40% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
CAREX vs. MFWIX — Risk / Return Rank
CAREX
MFWIX
CAREX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Domini Sustainable Solutions Fund (CAREX) 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.
| CAREX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 1.29 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.77 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.25 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.59 | -0.17 |
Martin ratioReturn relative to average drawdown | 6.23 | 6.26 | -0.03 |
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
| CAREX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.29 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.52 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.71 | -0.15 |
Correlation
The correlation between CAREX and MFWIX is 0.70, 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
CAREX vs. MFWIX - Dividend Comparison
CAREX has not paid dividends to shareholders, while MFWIX's dividend yield for the trailing twelve months is around 8.81%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAREX Domini Sustainable Solutions Fund | 0.00% | 0.00% | 0.02% | 0.00% | 0.00% | 4.13% | 3.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
CAREX vs. MFWIX - Drawdown Comparison
The maximum CAREX drawdown since its inception was -43.11%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for CAREX and MFWIX.
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Drawdown Indicators
| CAREX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.11% | -33.01% | -10.10% |
Max Drawdown (1Y)Largest decline over 1 year | -10.99% | -6.85% | -4.14% |
Max Drawdown (5Y)Largest decline over 5 years | -41.05% | -20.22% | -20.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.36% | — |
Current DrawdownCurrent decline from peak | -13.44% | -6.50% | -6.94% |
Average DrawdownAverage peak-to-trough decline | -21.44% | -3.83% | -17.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 1.74% | +0.77% |
Volatility
CAREX vs. MFWIX - Volatility Comparison
Domini Sustainable Solutions Fund (CAREX) has a higher volatility of 6.72% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that CAREX'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
| CAREX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 3.04% | +3.68% |
Volatility (6M)Calculated over the trailing 6-month period | 11.59% | 5.25% | +6.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.60% | 8.85% | +8.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.49% | 9.09% | +10.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.07% | 9.60% | +11.47% |