CIGEX vs. MFWIX
Compare and contrast key facts about Calamos Global Equity Fund (CIGEX) and MFS Global Total Return Fund Class I (MFWIX).
CIGEX is managed by Calamos. It was launched on Feb 28, 2007. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
CIGEX vs. MFWIX - Performance Comparison
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CIGEX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CIGEX Calamos Global Equity Fund | -5.78% | 18.46% | 30.61% | 24.55% | -27.42% | 16.61% | 44.24% | 29.43% | -15.54% | 34.56% |
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, CIGEX achieves a -5.78% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, CIGEX has outperformed MFWIX with an annualized return of 12.93%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
CIGEX
- 1D
- -1.45%
- 1M
- -12.14%
- YTD
- -5.78%
- 6M
- -7.10%
- 1Y
- 19.44%
- 3Y*
- 18.74%
- 5Y*
- 8.14%
- 10Y*
- 12.93%
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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CIGEX vs. MFWIX - Expense Ratio Comparison
CIGEX has a 1.15% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
CIGEX vs. MFWIX — Risk / Return Rank
CIGEX
MFWIX
CIGEX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Global Equity Fund (CIGEX) 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.
| CIGEX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.29 | -0.38 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.77 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.25 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 1.59 | -0.30 |
Martin ratioReturn relative to average drawdown | 4.84 | 6.26 | -1.41 |
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
| CIGEX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.29 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.52 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.65 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.71 | -0.26 |
Correlation
The correlation between CIGEX and MFWIX is 0.78, 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
CIGEX vs. MFWIX - Dividend Comparison
CIGEX's dividend yield for the trailing twelve months is around 16.31%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIGEX Calamos Global Equity Fund | 16.31% | 15.37% | 8.67% | 0.10% | 4.43% | 11.75% | 6.51% | 7.44% | 27.66% | 9.21% | 4.62% | 1.98% |
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
CIGEX vs. MFWIX - Drawdown Comparison
The maximum CIGEX drawdown since its inception was -60.48%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for CIGEX and MFWIX.
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Drawdown Indicators
| CIGEX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.48% | -33.01% | -27.47% |
Max Drawdown (1Y)Largest decline over 1 year | -13.31% | -6.85% | -6.46% |
Max Drawdown (5Y)Largest decline over 5 years | -35.81% | -20.22% | -15.59% |
Max Drawdown (10Y)Largest decline over 10 years | -35.81% | -23.36% | -12.45% |
Current DrawdownCurrent decline from peak | -13.31% | -6.50% | -6.81% |
Average DrawdownAverage peak-to-trough decline | -10.42% | -3.83% | -6.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.53% | 1.74% | +1.79% |
Volatility
CIGEX vs. MFWIX - Volatility Comparison
Calamos Global Equity Fund (CIGEX) has a higher volatility of 8.43% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that CIGEX'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
| CIGEX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.43% | 3.04% | +5.39% |
Volatility (6M)Calculated over the trailing 6-month period | 14.83% | 5.25% | +9.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.26% | 8.85% | +12.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.17% | 9.09% | +10.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.25% | 9.60% | +9.65% |