GAPAX vs. MFWIX
Compare and contrast key facts about Goldman Sachs Dynamic Global Equity Fund Class A (GAPAX) and MFS Global Total Return Fund Class I (MFWIX).
GAPAX is managed by Goldman Sachs. It was launched on Jan 2, 1998. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
GAPAX vs. MFWIX - Performance Comparison
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GAPAX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GAPAX Goldman Sachs Dynamic Global Equity Fund Class A | -5.21% | 21.27% | 24.08% | 20.25% | -19.30% | 20.10% | 13.19% | 31.33% | -11.39% | 25.97% |
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, GAPAX achieves a -5.21% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, GAPAX has outperformed MFWIX with an annualized return of 11.46%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
GAPAX
- 1D
- -0.28%
- 1M
- -9.71%
- YTD
- -5.21%
- 6M
- -2.07%
- 1Y
- 16.98%
- 3Y*
- 16.93%
- 5Y*
- 9.44%
- 10Y*
- 11.46%
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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GAPAX vs. MFWIX - Expense Ratio Comparison
GAPAX has a 0.89% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
GAPAX vs. MFWIX — Risk / Return Rank
GAPAX
MFWIX
GAPAX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Dynamic Global Equity Fund Class A (GAPAX) 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.
| GAPAX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.29 | -0.33 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.77 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.25 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.07 | 1.59 | -0.52 |
Martin ratioReturn relative to average drawdown | 5.08 | 6.26 | -1.18 |
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
| GAPAX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.29 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.52 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.65 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.71 | -0.34 |
Correlation
The correlation between GAPAX and MFWIX is 0.87, 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
GAPAX vs. MFWIX - Dividend Comparison
GAPAX's dividend yield for the trailing twelve months is around 15.24%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAPAX Goldman Sachs Dynamic Global Equity Fund Class A | 15.24% | 14.45% | 14.69% | 5.01% | 6.35% | 12.40% | 2.34% | 9.86% | 2.64% | 1.96% | 1.16% | 0.97% |
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
GAPAX vs. MFWIX - Drawdown Comparison
The maximum GAPAX drawdown since its inception was -58.88%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for GAPAX and MFWIX.
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Drawdown Indicators
| GAPAX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.88% | -33.01% | -25.87% |
Max Drawdown (1Y)Largest decline over 1 year | -13.23% | -6.85% | -6.38% |
Max Drawdown (5Y)Largest decline over 5 years | -31.13% | -20.22% | -10.91% |
Max Drawdown (10Y)Largest decline over 10 years | -36.31% | -23.36% | -12.95% |
Current DrawdownCurrent decline from peak | -10.28% | -6.50% | -3.78% |
Average DrawdownAverage peak-to-trough decline | -11.89% | -3.83% | -8.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 1.74% | +1.16% |
Volatility
GAPAX vs. MFWIX - Volatility Comparison
Goldman Sachs Dynamic Global Equity Fund Class A (GAPAX) has a higher volatility of 5.43% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that GAPAX'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
| GAPAX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 3.04% | +2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 5.25% | +4.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.00% | 8.85% | +9.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.94% | 9.09% | +7.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.94% | 9.60% | +8.34% |