DSHGX vs. MFWIX
Compare and contrast key facts about DFA Selectively Hedged Global Equity Portfolio (DSHGX) and MFS Global Total Return Fund Class I (MFWIX).
DSHGX is managed by Dimensional. It was launched on Nov 13, 2011. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
DSHGX vs. MFWIX - Performance Comparison
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DSHGX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSHGX DFA Selectively Hedged Global Equity Portfolio | -1.84% | 21.42% | 15.89% | 20.19% | -12.91% | 21.69% | 11.96% | 25.05% | -11.70% | 20.69% |
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, DSHGX achieves a -1.84% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, DSHGX has outperformed MFWIX with an annualized return of 11.45%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
DSHGX
- 1D
- -0.45%
- 1M
- -8.42%
- YTD
- -1.84%
- 6M
- 1.88%
- 1Y
- 20.78%
- 3Y*
- 16.11%
- 5Y*
- 10.03%
- 10Y*
- 11.45%
MFWIX
- 1D
- 0.24%
- 1M
- -5.73%
- YTD
- -0.47%
- 6M
- 1.77%
- 1Y
- 11.34%
- 3Y*
- 8.88%
- 5Y*
- 4.75%
- 10Y*
- 6.19%
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DSHGX vs. MFWIX - Expense Ratio Comparison
DSHGX has a 0.31% expense ratio, which is lower than MFWIX's 0.84% expense ratio.
Return for Risk
DSHGX vs. MFWIX — Risk / Return Rank
DSHGX
MFWIX
DSHGX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Selectively Hedged Global Equity Portfolio (DSHGX) 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.
| DSHGX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 1.29 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.92 | 1.77 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.25 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.59 | -0.18 |
Martin ratioReturn relative to average drawdown | 6.65 | 6.26 | +0.39 |
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
| DSHGX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 1.29 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.52 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.65 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.71 | -0.01 |
Correlation
The correlation between DSHGX 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
DSHGX vs. MFWIX - Dividend Comparison
DSHGX's dividend yield for the trailing twelve months is around 3.26%, less than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSHGX DFA Selectively Hedged Global Equity Portfolio | 3.26% | 3.20% | 5.56% | 6.18% | 9.61% | 6.56% | 2.10% | 2.50% | 4.62% | 1.11% | 3.07% | 3.04% |
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
DSHGX vs. MFWIX - Drawdown Comparison
The maximum DSHGX drawdown since its inception was -36.15%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for DSHGX and MFWIX.
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Drawdown Indicators
| DSHGX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.15% | -33.01% | -3.14% |
Max Drawdown (1Y)Largest decline over 1 year | -11.98% | -6.85% | -5.13% |
Max Drawdown (5Y)Largest decline over 5 years | -21.82% | -20.22% | -1.60% |
Max Drawdown (10Y)Largest decline over 10 years | -36.15% | -23.36% | -12.79% |
Current DrawdownCurrent decline from peak | -8.93% | -6.50% | -2.43% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -3.83% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 1.74% | +0.93% |
Volatility
DSHGX vs. MFWIX - Volatility Comparison
DFA Selectively Hedged Global Equity Portfolio (DSHGX) has a higher volatility of 4.70% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that DSHGX'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
| DSHGX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.70% | 3.04% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 8.35% | 5.25% | +3.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.64% | 8.85% | +6.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.49% | 9.09% | +5.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.03% | 9.60% | +6.43% |