GAPIX vs. MFWIX
Compare and contrast key facts about Goldman Sachs Dynamic Global Equity Fund (GAPIX) and MFS Global Total Return Fund Class I (MFWIX).
GAPIX is managed by Goldman Sachs. It was launched on Jan 1, 1998. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
GAPIX vs. MFWIX - Performance Comparison
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GAPIX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GAPIX Goldman Sachs Dynamic Global Equity Fund | -5.10% | 21.72% | 24.35% | 20.67% | -18.97% | 20.53% | 13.61% | 31.78% | -11.06% | 26.49% |
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, GAPIX achieves a -5.10% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, GAPIX has outperformed MFWIX with an annualized return of 11.86%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
GAPIX
- 1D
- -0.23%
- 1M
- -9.63%
- YTD
- -5.10%
- 6M
- -1.88%
- 1Y
- 17.45%
- 3Y*
- 17.32%
- 5Y*
- 9.81%
- 10Y*
- 11.86%
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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GAPIX vs. MFWIX - Expense Ratio Comparison
GAPIX has a 0.19% expense ratio, which is lower than MFWIX's 0.84% expense ratio.
Return for Risk
GAPIX vs. MFWIX — Risk / Return Rank
GAPIX
MFWIX
GAPIX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Dynamic Global Equity Fund (GAPIX) 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.
| GAPIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 1.29 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.77 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.25 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 1.59 | -0.49 |
Martin ratioReturn relative to average drawdown | 5.27 | 6.26 | -0.99 |
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
| GAPIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.29 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.52 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.65 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.71 | -0.31 |
Correlation
The correlation between GAPIX 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
GAPIX vs. MFWIX - Dividend Comparison
GAPIX's dividend yield for the trailing twelve months is around 15.26%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAPIX Goldman Sachs Dynamic Global Equity Fund | 15.26% | 14.49% | 14.79% | 5.27% | 6.66% | 12.60% | 2.64% | 10.09% | 2.88% | 2.33% | 1.56% | 1.39% |
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
GAPIX vs. MFWIX - Drawdown Comparison
The maximum GAPIX drawdown since its inception was -58.36%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for GAPIX and MFWIX.
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Drawdown Indicators
| GAPIX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.36% | -33.01% | -25.35% |
Max Drawdown (1Y)Largest decline over 1 year | -13.26% | -6.85% | -6.41% |
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 | -10.22% | -6.50% | -3.72% |
Average DrawdownAverage peak-to-trough decline | -11.43% | -3.83% | -7.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 1.74% | +1.14% |
Volatility
GAPIX vs. MFWIX - Volatility Comparison
Goldman Sachs Dynamic Global Equity Fund (GAPIX) has a higher volatility of 5.44% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that GAPIX'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
| GAPIX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 3.04% | +2.40% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 5.25% | +4.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.02% | 8.85% | +9.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.97% | 9.09% | +7.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.96% | 9.60% | +8.36% |