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CGVIX vs. MFWIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CGVIX vs. MFWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Causeway Global Value Fund (CGVIX) and MFS Global Total Return Fund Class I (MFWIX). The values are adjusted to include any dividend payments, if applicable.

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CGVIX vs. MFWIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CGVIX
CGVIX Risk / Return Rank: 4545
Overall Rank
CGVIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
CGVIX Sortino Ratio Rank: 5050
Sortino Ratio Rank
CGVIX Omega Ratio Rank: 5050
Omega Ratio Rank
CGVIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
CGVIX Martin Ratio Rank: 3636
Martin Ratio Rank

MFWIX
MFWIX Risk / Return Rank: 6969
Overall Rank
MFWIX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
MFWIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
MFWIX Omega Ratio Rank: 6767
Omega Ratio Rank
MFWIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
MFWIX Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


CGVIXMFWIXDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.29

-0.35

Sortino ratio

Return per unit of downside risk

1.41

1.77

-0.37

Omega ratio

Gain probability vs. loss probability

1.20

1.25

-0.05

Calmar ratio

Return relative to maximum drawdown

1.02

1.59

-0.56

Martin ratio

Return relative to average drawdown

3.81

6.26

-2.44

CGVIX vs. MFWIX - Sharpe Ratio Comparison

The current CGVIX Sharpe Ratio is 0.94, which is comparable to the MFWIX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of CGVIX and MFWIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CGVIXMFWIXDifference

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.


TTM20252024202320222021202020192018201720162015
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


CGVIXMFWIXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-14.57%

-6.50%

-8.07%

Average Drawdown

Average peak-to-trough decline

-10.20%

-3.83%

-6.37%

Ulcer Index

Depth 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


CGVIXMFWIXDifference

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%