FGEAX vs. MFWIX
Compare and contrast key facts about Fidelity Advisor Global Capital Appreciation Fund Class A (FGEAX) and MFS Global Total Return Fund Class I (MFWIX).
FGEAX is managed by Fidelity. It was launched on Dec 17, 1998. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
FGEAX vs. MFWIX - Performance Comparison
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FGEAX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FGEAX Fidelity Advisor Global Capital Appreciation Fund Class A | -9.12% | 17.85% | 38.32% | 28.50% | -24.70% | 18.91% | 24.36% | 22.81% | -18.25% | 30.07% |
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, FGEAX achieves a -9.12% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, FGEAX has outperformed MFWIX with an annualized return of 11.30%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
FGEAX
- 1D
- -0.86%
- 1M
- -10.00%
- YTD
- -9.12%
- 6M
- -6.48%
- 1Y
- 12.17%
- 3Y*
- 20.65%
- 5Y*
- 10.98%
- 10Y*
- 11.30%
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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FGEAX vs. MFWIX - Expense Ratio Comparison
FGEAX has a 1.15% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
FGEAX vs. MFWIX — Risk / Return Rank
FGEAX
MFWIX
FGEAX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Global Capital Appreciation Fund Class A (FGEAX) 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.
| FGEAX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 1.29 | -0.68 |
Sortino ratioReturn per unit of downside risk | 0.96 | 1.77 | -0.81 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.25 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.59 | -0.85 |
Martin ratioReturn relative to average drawdown | 2.82 | 6.26 | -3.44 |
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
| FGEAX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 1.29 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.52 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.65 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.71 | -0.34 |
Correlation
The correlation between FGEAX 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
FGEAX vs. MFWIX - Dividend Comparison
FGEAX's dividend yield for the trailing twelve months is around 10.64%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGEAX Fidelity Advisor Global Capital Appreciation Fund Class A | 10.64% | 9.67% | 14.80% | 6.42% | 0.00% | 8.01% | 0.00% | 0.40% | 10.62% | 13.66% | 1.03% | 0.57% |
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
FGEAX vs. MFWIX - Drawdown Comparison
The maximum FGEAX drawdown since its inception was -61.78%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for FGEAX and MFWIX.
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Drawdown Indicators
| FGEAX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.78% | -33.01% | -28.77% |
Max Drawdown (1Y)Largest decline over 1 year | -13.03% | -6.85% | -6.18% |
Max Drawdown (5Y)Largest decline over 5 years | -32.93% | -20.22% | -12.71% |
Max Drawdown (10Y)Largest decline over 10 years | -33.04% | -23.36% | -9.68% |
Current DrawdownCurrent decline from peak | -13.03% | -6.50% | -6.53% |
Average DrawdownAverage peak-to-trough decline | -13.35% | -3.83% | -9.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 1.74% | +1.69% |
Volatility
FGEAX vs. MFWIX - Volatility Comparison
Fidelity Advisor Global Capital Appreciation Fund Class A (FGEAX) has a higher volatility of 7.03% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that FGEAX'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
| FGEAX | 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 | 12.73% | 5.25% | +7.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.01% | 8.85% | +11.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.73% | 9.09% | +9.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.43% | 9.60% | +8.83% |