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CWGIX vs. MFWIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CWGIX vs. MFWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds Capital World Growth and Income Fund Class A (CWGIX) and MFS Global Total Return Fund Class I (MFWIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CWGIX achieves a -0.15% return, which is significantly lower than MFWIX's 1.29% return. Over the past 10 years, CWGIX has outperformed MFWIX with an annualized return of 10.73%, while MFWIX has yielded a comparatively lower 6.37% annualized return.


CWGIX

1D
-0.20%
1M
-2.75%
YTD
-0.15%
6M
2.82%
1Y
33.11%
3Y*
16.92%
5Y*
8.93%
10Y*
10.73%

MFWIX

1D
-0.17%
1M
-1.93%
YTD
1.29%
6M
3.05%
1Y
18.38%
3Y*
9.32%
5Y*
4.98%
10Y*
6.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CWGIX vs. MFWIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CWGIX
American Funds Capital World Growth and Income Fund Class A
-0.15%24.68%13.85%20.55%-17.32%14.74%15.31%25.32%-10.60%24.55%
MFWIX
MFS Global Total Return Fund Class I
1.29%15.70%4.25%10.52%-10.62%8.59%9.63%18.49%-6.96%15.00%

Correlation

The correlation between CWGIX and MFWIX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.


CWGIX vs. MFWIX - Expense Ratio Comparison

CWGIX has a 0.75% expense ratio, which is lower than MFWIX's 0.84% expense ratio.


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Return for Risk

CWGIX vs. MFWIX — Risk / Return Rank

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

CWGIX
CWGIX Risk / Return Rank: 7373
Overall Rank
CWGIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
CWGIX Sortino Ratio Rank: 7474
Sortino Ratio Rank
CWGIX Omega Ratio Rank: 6868
Omega Ratio Rank
CWGIX Calmar Ratio Rank: 7676
Calmar Ratio Rank
CWGIX Martin Ratio Rank: 7575
Martin Ratio Rank

MFWIX
MFWIX Risk / Return Rank: 6767
Overall Rank
MFWIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
MFWIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
MFWIX Omega Ratio Rank: 6666
Omega Ratio Rank
MFWIX Calmar Ratio Rank: 6767
Calmar Ratio Rank
MFWIX Martin Ratio Rank: 6060
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.

CWGIX vs. MFWIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds Capital World Growth and Income Fund Class A (CWGIX) 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.


CWGIXMFWIXDifference

Sharpe ratio

Return per unit of total volatility

1.47

1.46

+0.01

Sortino ratio

Return per unit of downside risk

2.11

2.01

+0.10

Omega ratio

Gain probability vs. loss probability

1.30

1.29

+0.01

Calmar ratio

Return relative to maximum drawdown

2.16

1.94

+0.21

Martin ratio

Return relative to average drawdown

8.85

7.32

+1.53

CWGIX vs. MFWIX - Sharpe Ratio Comparison

The current CWGIX Sharpe Ratio is 1.47, which is comparable to the MFWIX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of CWGIX and MFWIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CWGIXMFWIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

1.46

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.55

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.66

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.71

-0.05

Drawdowns

CWGIX vs. MFWIX - Drawdown Comparison

The maximum CWGIX drawdown since its inception was -54.47%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for CWGIX and MFWIX.


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Drawdown Indicators


CWGIXMFWIXDifference

Max Drawdown

Largest peak-to-trough decline

-54.47%

-33.01%

-21.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-6.73%

-3.79%

Max Drawdown (5Y)

Largest decline over 5 years

-27.18%

-20.22%

-6.96%

Max Drawdown (10Y)

Largest decline over 10 years

-32.00%

-23.36%

-8.64%

Current Drawdown

Current decline from peak

-6.75%

-4.85%

-1.90%

Average Drawdown

Average peak-to-trough decline

-7.16%

-3.83%

-3.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

1.82%

+0.88%

Volatility

CWGIX vs. MFWIX - Volatility Comparison

American Funds Capital World Growth and Income Fund Class A (CWGIX) has a higher volatility of 5.96% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.24%. This indicates that CWGIX'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


CWGIXMFWIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.96%

3.24%

+2.72%

Volatility (6M)

Calculated over the trailing 6-month period

10.55%

5.43%

+5.12%

Volatility (1Y)

Calculated over the trailing 1-year period

16.05%

8.96%

+7.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.04%

9.11%

+5.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.97%

9.60%

+6.37%

Dividends

CWGIX vs. MFWIX - Dividend Comparison

CWGIX's dividend yield for the trailing twelve months is around 10.59%, more than MFWIX's 8.65% yield.


TTM20252024202320222021202020192018201720162015
CWGIX
American Funds Capital World Growth and Income Fund Class A
10.59%10.54%7.88%3.20%2.09%6.82%1.23%2.44%7.00%6.63%4.96%3.78%
MFWIX
MFS Global Total Return Fund Class I
8.65%8.77%9.36%3.98%2.94%10.71%7.53%4.70%3.64%2.36%1.40%4.59%