GAOAX vs. MFWIX
Compare and contrast key facts about JPMorgan Global Allocation Fund A (GAOAX) and MFS Global Total Return Fund Class I (MFWIX).
GAOAX is managed by JPMorgan. It was launched on May 31, 2011. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
GAOAX vs. MFWIX - Performance Comparison
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GAOAX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GAOAX JPMorgan Global Allocation Fund A | -5.28% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
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, GAOAX achieves a -5.28% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, GAOAX has underperformed MFWIX with an annualized return of 5.59%, while MFWIX has yielded a comparatively higher 6.19% annualized return.
GAOAX
- 1D
- -0.10%
- 1M
- -8.53%
- YTD
- -5.28%
- 6M
- -3.90%
- 1Y
- 8.28%
- 3Y*
- 7.88%
- 5Y*
- 1.78%
- 10Y*
- 5.59%
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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GAOAX vs. MFWIX - Expense Ratio Comparison
GAOAX has a 1.04% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
GAOAX vs. MFWIX — Risk / Return Rank
GAOAX
MFWIX
GAOAX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Allocation Fund A (GAOAX) 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.
| GAOAX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 1.29 | -0.56 |
Sortino ratioReturn per unit of downside risk | 1.06 | 1.77 | -0.72 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.25 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.82 | 1.59 | -0.77 |
Martin ratioReturn relative to average drawdown | 3.42 | 6.26 | -2.84 |
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
| GAOAX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 1.29 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.52 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.65 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.71 | -0.18 |
Correlation
The correlation between GAOAX and MFWIX is 0.88, 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
GAOAX vs. MFWIX - Dividend Comparison
GAOAX's dividend yield for the trailing twelve months is around 10.19%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAOAX JPMorgan Global Allocation Fund A | 10.19% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
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
GAOAX vs. MFWIX - Drawdown Comparison
The maximum GAOAX drawdown since its inception was -29.02%, smaller than the maximum MFWIX drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for GAOAX and MFWIX.
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Drawdown Indicators
| GAOAX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.02% | -33.01% | +3.99% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -6.85% | -2.10% |
Max Drawdown (5Y)Largest decline over 5 years | -29.02% | -20.22% | -8.80% |
Max Drawdown (10Y)Largest decline over 10 years | -29.02% | -23.36% | -5.66% |
Current DrawdownCurrent decline from peak | -8.95% | -6.50% | -2.45% |
Average DrawdownAverage peak-to-trough decline | -6.01% | -3.83% | -2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 1.74% | +0.41% |
Volatility
GAOAX vs. MFWIX - Volatility Comparison
JPMorgan Global Allocation Fund A (GAOAX) has a higher volatility of 4.64% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that GAOAX'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
| GAOAX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.64% | 3.04% | +1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 7.42% | 5.25% | +2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.46% | 8.85% | +2.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.02% | 9.09% | +1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.80% | 9.60% | +1.20% |