DGEIX vs. MFWIX
Compare and contrast key facts about DFA Global Equity Portfolio Institutional Class (DGEIX) and MFS Global Total Return Fund Class I (MFWIX).
DGEIX is managed by Dimensional. It was launched on Dec 24, 2003. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
DGEIX vs. MFWIX - Performance Comparison
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DGEIX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGEIX DFA Global Equity Portfolio Institutional Class | -2.92% | 19.86% | 15.71% | 20.35% | -14.72% | 20.31% | 13.51% | 26.68% | -11.48% | 21.36% |
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, DGEIX achieves a -2.92% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, DGEIX has outperformed MFWIX with an annualized return of 11.09%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
DGEIX
- 1D
- -0.46%
- 1M
- -8.33%
- YTD
- -2.92%
- 6M
- 0.08%
- 1Y
- 18.73%
- 3Y*
- 15.30%
- 5Y*
- 8.85%
- 10Y*
- 11.09%
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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DGEIX vs. MFWIX - Expense Ratio Comparison
DGEIX has a 0.25% expense ratio, which is lower than MFWIX's 0.84% expense ratio.
Return for Risk
DGEIX vs. MFWIX — Risk / Return Rank
DGEIX
MFWIX
DGEIX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Equity Portfolio Institutional Class (DGEIX) 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.
| DGEIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 1.29 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.69 | 1.77 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.25 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 1.59 | -0.20 |
Martin ratioReturn relative to average drawdown | 6.66 | 6.26 | +0.40 |
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
| DGEIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 1.29 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.52 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.65 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.71 | -0.23 |
Correlation
The correlation between DGEIX and MFWIX is 0.86, 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
DGEIX vs. MFWIX - Dividend Comparison
DGEIX's dividend yield for the trailing twelve months is around 3.13%, less than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGEIX DFA Global Equity Portfolio Institutional Class | 3.13% | 2.79% | 3.64% | 3.82% | 4.92% | 1.94% | 2.37% | 2.22% | 2.62% | 1.50% | 1.90% | 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
DGEIX vs. MFWIX - Drawdown Comparison
The maximum DGEIX drawdown since its inception was -59.77%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for DGEIX and MFWIX.
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Drawdown Indicators
| DGEIX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.77% | -33.01% | -26.76% |
Max Drawdown (1Y)Largest decline over 1 year | -12.05% | -6.85% | -5.20% |
Max Drawdown (5Y)Largest decline over 5 years | -25.20% | -20.22% | -4.98% |
Max Drawdown (10Y)Largest decline over 10 years | -37.00% | -23.36% | -13.64% |
Current DrawdownCurrent decline from peak | -8.85% | -6.50% | -2.35% |
Average DrawdownAverage peak-to-trough decline | -8.05% | -3.83% | -4.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 1.74% | +0.77% |
Volatility
DGEIX vs. MFWIX - Volatility Comparison
DFA Global Equity Portfolio Institutional Class (DGEIX) has a higher volatility of 4.58% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that DGEIX'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
| DGEIX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 3.04% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 8.84% | 5.25% | +3.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.42% | 8.85% | +7.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.61% | 9.09% | +6.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 9.60% | +7.24% |