ERBIX vs. MFWIX
Compare and contrast key facts about Eaton Vance Richard Bernstein Equity Strategy Fund (ERBIX) and MFS Global Total Return Fund Class I (MFWIX).
ERBIX is managed by Eaton Vance. It was launched on Oct 11, 2010. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
ERBIX vs. MFWIX - Performance Comparison
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ERBIX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ERBIX Eaton Vance Richard Bernstein Equity Strategy Fund | -2.81% | 18.35% | 15.00% | 14.63% | -14.75% | 17.75% | 16.49% | 36.69% | -11.86% | 20.94% |
MFWIX MFS Global Total Return Fund Class I | 0.94% | 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, ERBIX achieves a -2.81% return, which is significantly lower than MFWIX's 0.94% return. Over the past 10 years, ERBIX has outperformed MFWIX with an annualized return of 11.21%, while MFWIX has yielded a comparatively lower 6.34% annualized return.
ERBIX
- 1D
- 3.16%
- 1M
- -6.32%
- YTD
- -2.81%
- 6M
- 0.68%
- 1Y
- 17.69%
- 3Y*
- 12.66%
- 5Y*
- 7.17%
- 10Y*
- 11.21%
MFWIX
- 1D
- 1.42%
- 1M
- -4.39%
- YTD
- 0.94%
- 6M
- 3.21%
- 1Y
- 12.92%
- 3Y*
- 9.39%
- 5Y*
- 4.91%
- 10Y*
- 6.34%
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ERBIX vs. MFWIX - Expense Ratio Comparison
ERBIX has a 0.93% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
ERBIX vs. MFWIX — Risk / Return Rank
ERBIX
MFWIX
ERBIX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Richard Bernstein Equity Strategy Fund (ERBIX) 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.
| ERBIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.44 | -0.37 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.99 | -0.39 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.28 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.89 | -0.28 |
Martin ratioReturn relative to average drawdown | 6.94 | 7.31 | -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
| ERBIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.44 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.54 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.66 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.71 | -0.02 |
Correlation
The correlation between ERBIX 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
ERBIX vs. MFWIX - Dividend Comparison
ERBIX's dividend yield for the trailing twelve months is around 18.67%, more than MFWIX's 8.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ERBIX Eaton Vance Richard Bernstein Equity Strategy Fund | 18.67% | 18.14% | 4.12% | 8.82% | 5.97% | 13.08% | 2.63% | 16.82% | 5.93% | 5.78% | 3.59% | 2.32% |
MFWIX MFS Global Total Return Fund Class I | 8.68% | 8.77% | 9.36% | 3.98% | 2.94% | 10.71% | 7.53% | 4.70% | 3.64% | 2.36% | 1.40% | 4.59% |
Drawdowns
ERBIX vs. MFWIX - Drawdown Comparison
The maximum ERBIX drawdown since its inception was -29.18%, smaller than the maximum MFWIX drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for ERBIX and MFWIX.
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Drawdown Indicators
| ERBIX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.18% | -33.01% | +3.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -6.85% | -4.59% |
Max Drawdown (5Y)Largest decline over 5 years | -24.32% | -20.22% | -4.10% |
Max Drawdown (10Y)Largest decline over 10 years | -29.18% | -23.36% | -5.82% |
Current DrawdownCurrent decline from peak | -7.59% | -5.18% | -2.41% |
Average DrawdownAverage peak-to-trough decline | -4.53% | -3.83% | -0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 1.77% | +0.87% |
Volatility
ERBIX vs. MFWIX - Volatility Comparison
Eaton Vance Richard Bernstein Equity Strategy Fund (ERBIX) has a higher volatility of 6.49% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.44%. This indicates that ERBIX'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
| ERBIX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.49% | 3.44% | +3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.26% | 5.43% | +4.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.02% | 8.94% | +8.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 9.11% | +5.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.36% | 9.61% | +6.75% |