CGVIX vs. MFWIX
Compare and contrast key facts about Causeway Global Value Fund (CGVIX) and MFS Global Total Return Fund Class I (MFWIX).
CGVIX is managed by Causeway. It was launched on Apr 28, 2008. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
CGVIX vs. MFWIX - Performance Comparison
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CGVIX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CGVIX Causeway Global Value Fund | -8.49% | 34.03% | 12.85% | 29.80% | -12.06% | 16.44% | 7.39% | 21.26% | -11.23% | 20.22% |
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, CGVIX achieves a -8.49% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, CGVIX has outperformed MFWIX with an annualized return of 10.95%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
CGVIX
- 1D
- 0.51%
- 1M
- -13.93%
- YTD
- -8.49%
- 6M
- -1.72%
- 1Y
- 18.74%
- 3Y*
- 16.60%
- 5Y*
- 10.74%
- 10Y*
- 10.95%
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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CGVIX vs. MFWIX - Expense Ratio Comparison
CGVIX has a 0.85% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
CGVIX vs. MFWIX — Risk / Return Rank
CGVIX
MFWIX
CGVIX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Causeway Global Value Fund (CGVIX) 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.
| CGVIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.29 | -0.35 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.77 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.59 | -0.56 |
Martin ratioReturn relative to average drawdown | 3.81 | 6.26 | -2.44 |
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
| CGVIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.29 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.52 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.65 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.71 | -0.38 |
Correlation
The correlation between CGVIX 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
CGVIX vs. MFWIX - Dividend Comparison
CGVIX's dividend yield for the trailing twelve months is around 10.78%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGVIX Causeway Global Value Fund | 10.78% | 9.86% | 24.61% | 2.36% | 0.88% | 3.30% | 1.36% | 4.77% | 18.28% | 8.49% | 1.37% | 3.26% |
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
CGVIX vs. MFWIX - Drawdown Comparison
The maximum CGVIX drawdown since its inception was -62.29%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for CGVIX and MFWIX.
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Drawdown Indicators
| CGVIX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.29% | -33.01% | -29.28% |
Max Drawdown (1Y)Largest decline over 1 year | -15.00% | -6.85% | -8.15% |
Max Drawdown (5Y)Largest decline over 5 years | -29.26% | -20.22% | -9.04% |
Max Drawdown (10Y)Largest decline over 10 years | -44.30% | -23.36% | -20.94% |
Current DrawdownCurrent decline from peak | -14.57% | -6.50% | -8.07% |
Average DrawdownAverage peak-to-trough decline | -10.20% | -3.83% | -6.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.04% | 1.74% | +2.30% |
Volatility
CGVIX vs. MFWIX - Volatility Comparison
Causeway Global Value Fund (CGVIX) has a higher volatility of 6.55% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that CGVIX'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
| CGVIX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 3.04% | +3.51% |
Volatility (6M)Calculated over the trailing 6-month period | 11.08% | 5.25% | +5.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.16% | 8.85% | +10.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.12% | 9.09% | +13.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.93% | 9.60% | +12.33% |