GDGIX vs. MFWIX
Compare and contrast key facts about Sit Global Dividend Growth Fund (GDGIX) and MFS Global Total Return Fund Class I (MFWIX).
GDGIX is managed by Sit. It was launched on Sep 29, 2008. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
GDGIX vs. MFWIX - Performance Comparison
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GDGIX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GDGIX Sit Global Dividend Growth Fund | -5.53% | 16.68% | 16.80% | 23.12% | -18.05% | 23.59% | 16.01% | 26.70% | -9.65% | 19.75% |
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, GDGIX achieves a -5.53% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, GDGIX has outperformed MFWIX with an annualized return of 10.32%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
GDGIX
- 1D
- 0.03%
- 1M
- -7.47%
- YTD
- -5.53%
- 6M
- -3.17%
- 1Y
- 11.87%
- 3Y*
- 14.29%
- 5Y*
- 9.00%
- 10Y*
- 10.32%
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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GDGIX vs. MFWIX - Expense Ratio Comparison
GDGIX has a 1.00% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
GDGIX vs. MFWIX — Risk / Return Rank
GDGIX
MFWIX
GDGIX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sit Global Dividend Growth Fund (GDGIX) 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.
| GDGIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 1.29 | -0.52 |
Sortino ratioReturn per unit of downside risk | 1.21 | 1.77 | -0.57 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 1.59 | -0.58 |
Martin ratioReturn relative to average drawdown | 4.86 | 6.26 | -1.40 |
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
| GDGIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 1.29 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.52 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.65 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.71 | -0.11 |
Correlation
The correlation between GDGIX 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
GDGIX vs. MFWIX - Dividend Comparison
GDGIX's dividend yield for the trailing twelve months is around 1.46%, less than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GDGIX Sit Global Dividend Growth Fund | 1.46% | 1.38% | 2.47% | 1.03% | 1.11% | 0.69% | 1.03% | 1.59% | 1.93% | 1.50% | 2.11% | 9.52% |
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
GDGIX vs. MFWIX - Drawdown Comparison
The maximum GDGIX drawdown since its inception was -33.91%, roughly equal to the maximum MFWIX drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for GDGIX and MFWIX.
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Drawdown Indicators
| GDGIX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.91% | -33.01% | -0.90% |
Max Drawdown (1Y)Largest decline over 1 year | -10.62% | -6.85% | -3.77% |
Max Drawdown (5Y)Largest decline over 5 years | -26.60% | -20.22% | -6.38% |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | -23.36% | -10.55% |
Current DrawdownCurrent decline from peak | -8.09% | -6.50% | -1.59% |
Average DrawdownAverage peak-to-trough decline | -4.62% | -3.83% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 1.74% | +0.46% |
Volatility
GDGIX vs. MFWIX - Volatility Comparison
Sit Global Dividend Growth Fund (GDGIX) has a higher volatility of 4.06% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that GDGIX'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
| GDGIX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 3.04% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 8.69% | 5.25% | +3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.77% | 8.85% | +6.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.01% | 9.09% | +5.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 9.60% | +6.74% |