DQEIX vs. MFWIX
Compare and contrast key facts about BNY Mellon Global Equity Income Fund (DQEIX) and MFS Global Total Return Fund Class I (MFWIX).
DQEIX is managed by Dreyfus. It was launched on Oct 17, 2007. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
DQEIX vs. MFWIX - Performance Comparison
Loading graphics...
DQEIX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DQEIX BNY Mellon Global Equity Income Fund | 1.02% | 24.64% | 6.54% | 9.70% | -3.72% | 14.32% | 5.62% | 25.80% | -5.61% | 18.18% |
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, DQEIX achieves a 1.02% return, which is significantly higher than MFWIX's -0.47% return. Over the past 10 years, DQEIX has outperformed MFWIX with an annualized return of 9.43%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
DQEIX
- 1D
- 0.00%
- 1M
- -9.39%
- YTD
- 1.02%
- 6M
- 6.43%
- 1Y
- 16.67%
- 3Y*
- 12.04%
- 5Y*
- 9.27%
- 10Y*
- 9.43%
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.
DQEIX vs. MFWIX - Expense Ratio Comparison
DQEIX has a 0.92% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
DQEIX vs. MFWIX — Risk / Return Rank
DQEIX
MFWIX
DQEIX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Global Equity Income Fund (DQEIX) 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.
| DQEIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.29 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.77 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.25 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.59 | -0.26 |
Martin ratioReturn relative to average drawdown | 5.46 | 6.26 | -0.80 |
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
| DQEIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.29 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.52 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.65 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.71 | -0.28 |
Correlation
The correlation between DQEIX and MFWIX is 0.89, 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
DQEIX vs. MFWIX - Dividend Comparison
DQEIX's dividend yield for the trailing twelve months is around 12.95%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DQEIX BNY Mellon Global Equity Income Fund | 12.95% | 13.55% | 12.56% | 7.65% | 14.39% | 12.69% | 1.97% | 3.41% | 10.50% | 5.32% | 5.83% | 6.94% |
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
DQEIX vs. MFWIX - Drawdown Comparison
The maximum DQEIX drawdown since its inception was -52.75%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for DQEIX and MFWIX.
Loading graphics...
Drawdown Indicators
| DQEIX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.75% | -33.01% | -19.74% |
Max Drawdown (1Y)Largest decline over 1 year | -11.41% | -6.85% | -4.56% |
Max Drawdown (5Y)Largest decline over 5 years | -18.65% | -20.22% | +1.57% |
Max Drawdown (10Y)Largest decline over 10 years | -32.69% | -23.36% | -9.33% |
Current DrawdownCurrent decline from peak | -9.39% | -6.50% | -2.89% |
Average DrawdownAverage peak-to-trough decline | -7.24% | -3.83% | -3.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 1.74% | +1.03% |
Volatility
DQEIX vs. MFWIX - Volatility Comparison
BNY Mellon Global Equity Income Fund (DQEIX) has a higher volatility of 4.51% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that DQEIX'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
| DQEIX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.51% | 3.04% | +1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 7.69% | 5.25% | +2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.75% | 8.85% | +4.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.78% | 9.09% | +3.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.58% | 9.60% | +4.98% |