FMSGX vs. MFWIX
Compare and contrast key facts about Frontier MFG Global Sustainable Fund (FMSGX) and MFS Global Total Return Fund Class I (MFWIX).
FMSGX is managed by Frontier Funds. It was launched on Oct 8, 2019. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
FMSGX vs. MFWIX - Performance Comparison
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FMSGX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FMSGX Frontier MFG Global Sustainable Fund | -10.23% | 23.05% | 20.91% | 31.65% | -22.11% | 15.83% | 7.74% | 8.17% |
MFWIX MFS Global Total Return Fund Class I | -0.47% | 15.70% | 4.25% | 10.52% | -10.62% | 8.59% | 9.63% | 5.84% |
Returns By Period
In the year-to-date period, FMSGX achieves a -10.23% return, which is significantly lower than MFWIX's -0.47% return.
FMSGX
- 1D
- 0.75%
- 1M
- -10.29%
- YTD
- -10.23%
- 6M
- -7.97%
- 1Y
- 6.72%
- 3Y*
- 16.33%
- 5Y*
- 9.22%
- 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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FMSGX vs. MFWIX - Expense Ratio Comparison
FMSGX has a 0.80% expense ratio, which is lower than MFWIX's 0.84% expense ratio.
Return for Risk
FMSGX vs. MFWIX — Risk / Return Rank
FMSGX
MFWIX
FMSGX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Frontier MFG Global Sustainable Fund (FMSGX) 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.
| FMSGX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.50 | 1.29 | -0.79 |
Sortino ratioReturn per unit of downside risk | 0.80 | 1.77 | -0.98 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.25 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.43 | 1.59 | -1.16 |
Martin ratioReturn relative to average drawdown | 1.81 | 6.26 | -4.45 |
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
| FMSGX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 1.29 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.52 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.71 | -0.10 |
Correlation
The correlation between FMSGX and MFWIX is 0.78, 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
FMSGX vs. MFWIX - Dividend Comparison
FMSGX's dividend yield for the trailing twelve months is around 9.86%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMSGX Frontier MFG Global Sustainable Fund | 9.86% | 8.85% | 9.34% | 0.91% | 0.62% | 3.33% | 0.23% | 0.06% | 0.00% | 0.00% | 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
FMSGX vs. MFWIX - Drawdown Comparison
The maximum FMSGX drawdown since its inception was -28.73%, smaller than the maximum MFWIX drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for FMSGX and MFWIX.
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Drawdown Indicators
| FMSGX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.73% | -33.01% | +4.28% |
Max Drawdown (1Y)Largest decline over 1 year | -12.66% | -6.85% | -5.81% |
Max Drawdown (5Y)Largest decline over 5 years | -27.74% | -20.22% | -7.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.36% | — |
Current DrawdownCurrent decline from peak | -12.00% | -6.50% | -5.50% |
Average DrawdownAverage peak-to-trough decline | -5.92% | -3.83% | -2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 1.74% | +1.23% |
Volatility
FMSGX vs. MFWIX - Volatility Comparison
Frontier MFG Global Sustainable Fund (FMSGX) has a higher volatility of 4.08% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that FMSGX'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
| FMSGX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 3.04% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 8.21% | 5.25% | +2.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.62% | 8.85% | +4.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.18% | 9.09% | +5.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 9.60% | +6.88% |