CPGAX vs. MFWIX
Compare and contrast key facts about American Funds Global Growth Portfolio (CPGAX) and MFS Global Total Return Fund Class I (MFWIX).
CPGAX is managed by Pacific LifeFunds. It was launched on May 17, 2012. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
CPGAX vs. MFWIX - Performance Comparison
Loading graphics...
CPGAX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CPGAX American Funds Global Growth Portfolio | -6.94% | 22.99% | 14.81% | 24.05% | -25.77% | 12.89% | 27.36% | 27.87% | -8.99% | 28.56% |
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, CPGAX achieves a -6.94% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, CPGAX has outperformed MFWIX with an annualized return of 10.58%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
CPGAX
- 1D
- -0.65%
- 1M
- -10.78%
- YTD
- -6.94%
- 6M
- -3.43%
- 1Y
- 17.91%
- 3Y*
- 14.39%
- 5Y*
- 5.99%
- 10Y*
- 10.58%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CPGAX vs. MFWIX - Expense Ratio Comparison
CPGAX has a 0.40% expense ratio, which is lower than MFWIX's 0.84% expense ratio.
Return for Risk
CPGAX vs. MFWIX — Risk / Return Rank
CPGAX
MFWIX
CPGAX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds Global Growth Portfolio (CPGAX) 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.
| CPGAX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 1.29 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.77 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.25 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.59 | -0.28 |
Martin ratioReturn relative to average drawdown | 5.51 | 6.26 | -0.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CPGAX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 1.29 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.52 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.65 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.71 | -0.05 |
Correlation
The correlation between CPGAX and MFWIX is 0.84, 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
CPGAX vs. MFWIX - Dividend Comparison
CPGAX's dividend yield for the trailing twelve months is around 6.01%, less than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPGAX American Funds Global Growth Portfolio | 6.01% | 5.59% | 4.29% | 0.92% | 7.95% | 3.33% | 0.77% | 4.89% | 5.69% | 6.21% | 3.66% | 3.92% |
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
CPGAX vs. MFWIX - Drawdown Comparison
The maximum CPGAX drawdown since its inception was -34.42%, roughly equal to the maximum MFWIX drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for CPGAX and MFWIX.
Loading graphics...
Drawdown Indicators
| CPGAX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.42% | -33.01% | -1.41% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -6.85% | -4.62% |
Max Drawdown (5Y)Largest decline over 5 years | -34.42% | -20.22% | -14.20% |
Max Drawdown (10Y)Largest decline over 10 years | -34.42% | -23.36% | -11.06% |
Current DrawdownCurrent decline from peak | -11.33% | -6.50% | -4.83% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -3.83% | -2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 1.74% | +0.98% |
Volatility
CPGAX vs. MFWIX - Volatility Comparison
American Funds Global Growth Portfolio (CPGAX) has a higher volatility of 5.60% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that CPGAX'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.
Loading graphics...
Volatility by Period
| CPGAX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 3.04% | +2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 10.60% | 5.25% | +5.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.07% | 8.85% | +8.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.89% | 9.09% | +7.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.17% | 9.60% | +7.57% |