DGLRX vs. MFWIX
Compare and contrast key facts about BNY Mellon Global Stock Fund (DGLRX) and MFS Global Total Return Fund Class I (MFWIX).
DGLRX is managed by Dreyfus. It was launched on Dec 28, 2006. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
DGLRX vs. MFWIX - Performance Comparison
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DGLRX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGLRX BNY Mellon Global Stock Fund | -7.30% | 8.59% | 17.14% | 21.48% | -19.14% | 17.63% | 19.50% | 29.57% | -1.69% | 24.22% |
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, DGLRX achieves a -7.30% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, DGLRX has outperformed MFWIX with an annualized return of 10.27%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
DGLRX
- 1D
- 0.39%
- 1M
- -9.05%
- YTD
- -7.30%
- 6M
- -6.64%
- 1Y
- 4.14%
- 3Y*
- 9.00%
- 5Y*
- 6.33%
- 10Y*
- 10.27%
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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DGLRX vs. MFWIX - Expense Ratio Comparison
DGLRX has a 0.89% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
DGLRX vs. MFWIX — Risk / Return Rank
DGLRX
MFWIX
DGLRX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Global Stock Fund (DGLRX) 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.
| DGLRX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.27 | 1.29 | -1.02 |
Sortino ratioReturn per unit of downside risk | 0.50 | 1.77 | -1.27 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.25 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.23 | 1.59 | -1.35 |
Martin ratioReturn relative to average drawdown | 0.84 | 6.26 | -5.42 |
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
| DGLRX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 1.29 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.52 | -0.14 |
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 | 0.45 | 0.71 | -0.26 |
Correlation
The correlation between DGLRX 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
DGLRX vs. MFWIX - Dividend Comparison
DGLRX's dividend yield for the trailing twelve months is around 33.46%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGLRX BNY Mellon Global Stock Fund | 33.46% | 30.57% | 17.41% | 17.89% | 11.97% | 8.65% | 5.71% | 5.00% | 7.11% | 8.01% | 3.83% | 6.46% |
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
DGLRX vs. MFWIX - Drawdown Comparison
The maximum DGLRX drawdown since its inception was -43.83%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for DGLRX and MFWIX.
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Drawdown Indicators
| DGLRX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.83% | -33.01% | -10.82% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -6.85% | -4.42% |
Max Drawdown (5Y)Largest decline over 5 years | -29.20% | -20.22% | -8.98% |
Max Drawdown (10Y)Largest decline over 10 years | -29.20% | -23.36% | -5.84% |
Current DrawdownCurrent decline from peak | -10.93% | -6.50% | -4.43% |
Average DrawdownAverage peak-to-trough decline | -5.97% | -3.83% | -2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 1.74% | +1.38% |
Volatility
DGLRX vs. MFWIX - Volatility Comparison
BNY Mellon Global Stock Fund (DGLRX) has a higher volatility of 4.60% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that DGLRX'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
| DGLRX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.60% | 3.04% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 9.36% | 5.25% | +4.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.20% | 8.85% | +7.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.49% | 9.09% | +7.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.61% | 9.60% | +7.01% |