ESGYX vs. MFWIX
Compare and contrast key facts about Mirova Global Sustainable Equity Fund (ESGYX) and MFS Global Total Return Fund Class I (MFWIX).
ESGYX is managed by Natixis. It was launched on Mar 30, 2016. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
ESGYX vs. MFWIX - Performance Comparison
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ESGYX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESGYX Mirova Global Sustainable Equity Fund | -9.28% | 15.23% | 13.38% | 18.63% | -22.36% | 18.06% | 32.43% | 33.00% | -6.37% | 29.83% |
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, ESGYX achieves a -9.28% return, which is significantly lower than MFWIX's -0.47% return.
ESGYX
- 1D
- 0.15%
- 1M
- -9.36%
- YTD
- -9.28%
- 6M
- -6.61%
- 1Y
- 5.48%
- 3Y*
- 9.61%
- 5Y*
- 4.90%
- 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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ESGYX vs. MFWIX - Expense Ratio Comparison
ESGYX has a 0.95% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
ESGYX vs. MFWIX — Risk / Return Rank
ESGYX
MFWIX
ESGYX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mirova Global Sustainable Equity Fund (ESGYX) 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.
| ESGYX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.31 | 1.29 | -0.98 |
Sortino ratioReturn per unit of downside risk | 0.61 | 1.77 | -1.16 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.25 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.12 | 1.59 | -1.47 |
Martin ratioReturn relative to average drawdown | 0.44 | 6.26 | -5.81 |
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
| ESGYX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.31 | 1.29 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.52 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.71 | -0.03 |
Correlation
The correlation between ESGYX and MFWIX is 0.79, 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
ESGYX vs. MFWIX - Dividend Comparison
ESGYX's dividend yield for the trailing twelve months is around 4.89%, less than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGYX Mirova Global Sustainable Equity Fund | 4.89% | 4.44% | 1.99% | 0.61% | 5.28% | 12.16% | 0.54% | 1.84% | 4.39% | 1.15% | 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
ESGYX vs. MFWIX - Drawdown Comparison
The maximum ESGYX drawdown since its inception was -34.88%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for ESGYX and MFWIX.
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Drawdown Indicators
| ESGYX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.88% | -33.01% | -1.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.49% | -6.85% | -4.64% |
Max Drawdown (5Y)Largest decline over 5 years | -34.88% | -20.22% | -14.66% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.36% | — |
Current DrawdownCurrent decline from peak | -11.36% | -6.50% | -4.86% |
Average DrawdownAverage peak-to-trough decline | -6.49% | -3.83% | -2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.29% | 1.74% | +2.55% |
Volatility
ESGYX vs. MFWIX - Volatility Comparison
Mirova Global Sustainable Equity Fund (ESGYX) has a higher volatility of 3.82% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that ESGYX'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
| ESGYX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 3.04% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 9.61% | 5.25% | +4.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.15% | 8.85% | +9.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 9.09% | +8.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.73% | 9.60% | +8.13% |