CAXAX vs. MFWIX
Compare and contrast key facts about Catalyst/MAP Global Equity Fund (CAXAX) and MFS Global Total Return Fund Class I (MFWIX).
CAXAX is managed by Catalyst Mutual Funds. It was launched on Jul 28, 2011. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
CAXAX vs. MFWIX - Performance Comparison
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CAXAX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAXAX Catalyst/MAP Global Equity Fund | 2.89% | 22.46% | 7.62% | 10.71% | -11.04% | 16.54% | 5.48% | 18.84% | -3.19% | 17.11% |
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, CAXAX achieves a 2.89% return, which is significantly higher than MFWIX's -0.47% return. Over the past 10 years, CAXAX has outperformed MFWIX with an annualized return of 9.07%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
CAXAX
- 1D
- -0.05%
- 1M
- -8.12%
- YTD
- 2.89%
- 6M
- 5.51%
- 1Y
- 21.04%
- 3Y*
- 12.01%
- 5Y*
- 7.67%
- 10Y*
- 9.07%
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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CAXAX vs. MFWIX - Expense Ratio Comparison
CAXAX has a 1.21% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
CAXAX vs. MFWIX — Risk / Return Rank
CAXAX
MFWIX
CAXAX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Catalyst/MAP Global Equity Fund (CAXAX) 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.
| CAXAX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 1.29 | +0.40 |
Sortino ratioReturn per unit of downside risk | 2.32 | 1.77 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.25 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.20 | 1.59 | +0.61 |
Martin ratioReturn relative to average drawdown | 9.34 | 6.26 | +3.09 |
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
| CAXAX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.29 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.52 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.65 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.71 | -0.06 |
Correlation
The correlation between CAXAX and MFWIX is 0.86, 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
CAXAX vs. MFWIX - Dividend Comparison
CAXAX's dividend yield for the trailing twelve months is around 6.35%, less than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAXAX Catalyst/MAP Global Equity Fund | 6.35% | 6.53% | 8.29% | 2.38% | 0.00% | 1.75% | 1.78% | 4.67% | 9.90% | 2.88% | 1.57% | 1.18% |
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
CAXAX vs. MFWIX - Drawdown Comparison
The maximum CAXAX drawdown since its inception was -32.50%, roughly equal to the maximum MFWIX drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for CAXAX and MFWIX.
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Drawdown Indicators
| CAXAX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.50% | -33.01% | +0.51% |
Max Drawdown (1Y)Largest decline over 1 year | -9.26% | -6.85% | -2.41% |
Max Drawdown (5Y)Largest decline over 5 years | -22.76% | -20.22% | -2.54% |
Max Drawdown (10Y)Largest decline over 10 years | -32.50% | -23.36% | -9.14% |
Current DrawdownCurrent decline from peak | -8.12% | -6.50% | -1.62% |
Average DrawdownAverage peak-to-trough decline | -3.81% | -3.83% | +0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 1.74% | +0.44% |
Volatility
CAXAX vs. MFWIX - Volatility Comparison
Catalyst/MAP Global Equity Fund (CAXAX) has a higher volatility of 4.03% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that CAXAX'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
| CAXAX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 3.04% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 7.74% | 5.25% | +2.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.61% | 8.85% | +3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.31% | 9.09% | +3.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.83% | 9.60% | +4.23% |