DGLIX vs. MFWIX
Compare and contrast key facts about DFA Global Small Company Portfolio (DGLIX) and MFS Global Total Return Fund Class I (MFWIX).
DGLIX is managed by Dimensional. It was launched on Jan 17, 2017. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
DGLIX vs. MFWIX - Performance Comparison
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DGLIX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGLIX DFA Global Small Company Portfolio | -0.74% | 15.76% | 8.86% | 16.71% | -14.60% | 23.21% | 11.01% | 21.76% | -15.96% | 16.09% |
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% | 13.16% |
Returns By Period
In the year-to-date period, DGLIX achieves a -0.74% return, which is significantly lower than MFWIX's -0.47% return.
DGLIX
- 1D
- -0.80%
- 1M
- -9.08%
- YTD
- -0.74%
- 6M
- 1.29%
- 1Y
- 19.64%
- 3Y*
- 11.86%
- 5Y*
- 6.33%
- 10Y*
- —
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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DGLIX vs. MFWIX - Expense Ratio Comparison
DGLIX has a 0.44% expense ratio, which is lower than MFWIX's 0.84% expense ratio.
Return for Risk
DGLIX vs. MFWIX — Risk / Return Rank
DGLIX
MFWIX
DGLIX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Small Company Portfolio (DGLIX) 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.
| DGLIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 1.29 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.77 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.25 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.41 | 1.59 | -0.18 |
Martin ratioReturn relative to average drawdown | 5.89 | 6.26 | -0.36 |
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
| DGLIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 1.29 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.52 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.71 | -0.27 |
Correlation
The correlation between DGLIX 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
DGLIX vs. MFWIX - Dividend Comparison
DGLIX's dividend yield for the trailing twelve months is around 1.67%, less than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGLIX DFA Global Small Company Portfolio | 1.67% | 1.66% | 2.69% | 2.56% | 1.27% | 3.63% | 1.33% | 1.46% | 1.10% | 0.58% | 0.00% | 0.00% |
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
DGLIX vs. MFWIX - Drawdown Comparison
The maximum DGLIX drawdown since its inception was -42.56%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for DGLIX and MFWIX.
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Drawdown Indicators
| DGLIX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.56% | -33.01% | -9.55% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -6.85% | -5.41% |
Max Drawdown (5Y)Largest decline over 5 years | -26.16% | -20.22% | -5.94% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.36% | — |
Current DrawdownCurrent decline from peak | -9.60% | -6.50% | -3.10% |
Average DrawdownAverage peak-to-trough decline | -7.51% | -3.83% | -3.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 1.74% | +1.19% |
Volatility
DGLIX vs. MFWIX - Volatility Comparison
DFA Global Small Company Portfolio (DGLIX) has a higher volatility of 5.03% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that DGLIX'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
| DGLIX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 3.04% | +1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 10.22% | 5.25% | +4.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.35% | 8.85% | +8.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 9.09% | +7.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.39% | 9.60% | +8.79% |