FEUIX vs. MFWIX
Compare and contrast key facts about Fidelity Advisor Global Capital Appreciation Fund Class I (FEUIX) and MFS Global Total Return Fund Class I (MFWIX).
FEUIX is managed by Fidelity. It was launched on Dec 17, 1998. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
FEUIX vs. MFWIX - Performance Comparison
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FEUIX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FEUIX Fidelity Advisor Global Capital Appreciation Fund Class I | -9.05% | 18.17% | 37.92% | 28.93% | -24.46% | 19.28% | 24.80% | 23.17% | -17.94% | 30.06% |
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, FEUIX achieves a -9.05% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, FEUIX has outperformed MFWIX with an annualized return of 11.53%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
FEUIX
- 1D
- -0.86%
- 1M
- -10.00%
- YTD
- -9.05%
- 6M
- -6.33%
- 1Y
- 12.48%
- 3Y*
- 20.76%
- 5Y*
- 11.18%
- 10Y*
- 11.53%
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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FEUIX vs. MFWIX - Expense Ratio Comparison
FEUIX has a 0.82% expense ratio, which is lower than MFWIX's 0.84% expense ratio.
Return for Risk
FEUIX vs. MFWIX — Risk / Return Rank
FEUIX
MFWIX
FEUIX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Global Capital Appreciation Fund Class I (FEUIX) 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.
| FEUIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 1.29 | -0.67 |
Sortino ratioReturn per unit of downside risk | 0.98 | 1.77 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.25 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 1.59 | -0.82 |
Martin ratioReturn relative to average drawdown | 2.92 | 6.26 | -3.34 |
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
| FEUIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.29 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.52 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.65 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.71 | -0.32 |
Correlation
The correlation between FEUIX and MFWIX is 0.81, 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
FEUIX vs. MFWIX - Dividend Comparison
FEUIX's dividend yield for the trailing twelve months is around 9.68%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEUIX Fidelity Advisor Global Capital Appreciation Fund Class I | 9.68% | 8.80% | 13.61% | 6.28% | 0.00% | 7.49% | 0.00% | 0.64% | 10.42% | 13.00% | 0.98% | 0.55% |
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
FEUIX vs. MFWIX - Drawdown Comparison
The maximum FEUIX drawdown since its inception was -61.64%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for FEUIX and MFWIX.
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Drawdown Indicators
| FEUIX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.64% | -33.01% | -28.63% |
Max Drawdown (1Y)Largest decline over 1 year | -12.97% | -6.85% | -6.12% |
Max Drawdown (5Y)Largest decline over 5 years | -32.73% | -20.22% | -12.51% |
Max Drawdown (10Y)Largest decline over 10 years | -32.73% | -23.36% | -9.37% |
Current DrawdownCurrent decline from peak | -12.97% | -6.50% | -6.47% |
Average DrawdownAverage peak-to-trough decline | -13.04% | -3.83% | -9.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 1.74% | +1.67% |
Volatility
FEUIX vs. MFWIX - Volatility Comparison
Fidelity Advisor Global Capital Appreciation Fund Class I (FEUIX) has a higher volatility of 7.03% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that FEUIX'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
| FEUIX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.03% | 3.04% | +3.99% |
Volatility (6M)Calculated over the trailing 6-month period | 12.76% | 5.25% | +7.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.07% | 8.85% | +11.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.68% | 9.09% | +9.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.42% | 9.60% | +8.82% |