GIDGX vs. MFWIX
Compare and contrast key facts about Goldman Sachs Enhanced Dividend Global Equity Portfolio (GIDGX) and MFS Global Total Return Fund Class I (MFWIX).
GIDGX is managed by Goldman Sachs. It was launched on Apr 29, 2008. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
GIDGX vs. MFWIX - Performance Comparison
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GIDGX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GIDGX Goldman Sachs Enhanced Dividend Global Equity Portfolio | -0.77% | 15.74% | 20.59% | 17.92% | -12.75% | 18.46% | 8.41% | 19.97% | -8.26% | 15.18% |
MFWIX MFS Global Total Return Fund Class I | 0.94% | 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, GIDGX achieves a -0.77% return, which is significantly lower than MFWIX's 0.94% return. Over the past 10 years, GIDGX has outperformed MFWIX with an annualized return of 9.89%, while MFWIX has yielded a comparatively lower 6.34% annualized return.
GIDGX
- 1D
- 2.51%
- 1M
- -4.19%
- YTD
- -0.77%
- 6M
- 2.10%
- 1Y
- 16.31%
- 3Y*
- 15.56%
- 5Y*
- 9.42%
- 10Y*
- 9.89%
MFWIX
- 1D
- 1.42%
- 1M
- -4.39%
- YTD
- 0.94%
- 6M
- 3.21%
- 1Y
- 12.92%
- 3Y*
- 9.39%
- 5Y*
- 4.91%
- 10Y*
- 6.34%
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GIDGX vs. MFWIX - Expense Ratio Comparison
GIDGX has a 0.17% expense ratio, which is lower than MFWIX's 0.84% expense ratio.
Return for Risk
GIDGX vs. MFWIX — Risk / Return Rank
GIDGX
MFWIX
GIDGX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Enhanced Dividend Global Equity Portfolio (GIDGX) 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.
| GIDGX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 1.44 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.74 | 1.99 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.28 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.89 | -0.51 |
Martin ratioReturn relative to average drawdown | 6.79 | 7.31 | -0.52 |
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
| GIDGX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.44 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.54 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.66 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.71 | -0.07 |
Correlation
The correlation between GIDGX and MFWIX is 0.85, 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
GIDGX vs. MFWIX - Dividend Comparison
GIDGX's dividend yield for the trailing twelve months is around 6.22%, less than MFWIX's 8.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GIDGX Goldman Sachs Enhanced Dividend Global Equity Portfolio | 6.22% | 5.92% | 12.06% | 4.32% | 8.89% | 8.41% | 1.99% | 4.85% | 5.67% | 3.35% | 2.97% | 3.21% |
MFWIX MFS Global Total Return Fund Class I | 8.68% | 8.77% | 9.36% | 3.98% | 2.94% | 10.71% | 7.53% | 4.70% | 3.64% | 2.36% | 1.40% | 4.59% |
Drawdowns
GIDGX vs. MFWIX - Drawdown Comparison
The maximum GIDGX drawdown since its inception was -31.63%, roughly equal to the maximum MFWIX drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for GIDGX and MFWIX.
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Drawdown Indicators
| GIDGX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.63% | -33.01% | +1.38% |
Max Drawdown (1Y)Largest decline over 1 year | -10.90% | -6.85% | -4.05% |
Max Drawdown (5Y)Largest decline over 5 years | -20.39% | -20.22% | -0.17% |
Max Drawdown (10Y)Largest decline over 10 years | -31.63% | -23.36% | -8.27% |
Current DrawdownCurrent decline from peak | -4.81% | -5.18% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -3.90% | -3.83% | -0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 1.77% | +0.43% |
Volatility
GIDGX vs. MFWIX - Volatility Comparison
Goldman Sachs Enhanced Dividend Global Equity Portfolio (GIDGX) has a higher volatility of 5.00% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.44%. This indicates that GIDGX'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
| GIDGX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 3.44% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 7.79% | 5.43% | +2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.14% | 8.94% | +4.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.96% | 9.11% | +3.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.16% | 9.61% | +4.55% |