GPROX vs. MFWIX

Last updated Apr 1, 2026

Compare and contrast key facts about Grandeur Peak Global Reach Fund (GPROX) and MFS Global Total Return Fund Class I (MFWIX).

GPROX is managed by Grandeur Peak Funds. It was launched on Jun 18, 2013. MFWIX is managed by MFS. It was launched on Sep 4, 1990.

Performance

GPROX vs. MFWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grandeur Peak Global Reach Fund (GPROX) and MFS Global Total Return Fund Class I (MFWIX). The values are adjusted to include any dividend payments, if applicable.

GPROX vs. MFWIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GPROX Grandeur Peak Global Reach Fund	-8.35%	8.87%	5.51%	14.86%	-34.54%	19.78%	41.16%	29.39%	-15.86%	30.73%
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, GPROX achieves a -8.35% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, GPROX has outperformed MFWIX with an annualized return of 7.52%, while MFWIX has yielded a comparatively lower 6.19% annualized return.

GPROX

• 1D: -0.47%
• 1M: -10.62%
• YTD: -8.35%
• 6M: -8.03%
• 1Y: 4.40%
• 3Y*: 5.15%
• 5Y*: -1.78%
• 10Y*: 7.52%

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GPROX vs. MFWIX - Expense Ratio Comparison

GPROX has a 1.49% expense ratio, which is higher than MFWIX's 0.84% expense ratio.

GPROX

Grandeur Peak Global Reach Fund

MFWIX

MFS Global Total Return Fund Class I

Return for Risk

GPROX vs. MFWIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GPROX

GPROX Risk / Return Rank: 8
GPROX Sharpe Ratio Rank: 9
GPROX Sortino Ratio Rank: 8
GPROX Omega Ratio Rank: 8
GPROX Calmar Ratio Rank: 8
GPROX Martin Ratio Rank: 9

MFWIX

MFWIX Risk / Return Rank: 69
MFWIX Sharpe Ratio Rank: 73
MFWIX Sortino Ratio Rank: 71
MFWIX Omega Ratio Rank: 67
MFWIX Calmar Ratio Rank: 69
MFWIX Martin Ratio Rank: 66

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GPROX vs. MFWIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grandeur Peak Global Reach Fund (GPROX) 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.

	GPROX	MFWIX	Difference
Sharpe ratio Return per unit of total volatility	0.21	1.29	-1.08
Sortino ratio Return per unit of downside risk	0.38	1.77	-1.39
Omega ratio Gain probability vs. loss probability	1.05	1.25	-0.20
Calmar ratio Return relative to maximum drawdown	0.14	1.59	-1.45
Martin ratio Return relative to average drawdown	0.47	6.26	-5.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GPROX vs. MFWIX - Sharpe Ratio Comparison

The current GPROX Sharpe Ratio is 0.21, which is lower than the MFWIX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of GPROX and MFWIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	GPROX	MFWIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.21	1.29	-1.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.10	0.52	-0.63
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	0.65	-0.20
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.71	-0.29

Correlation

The correlation between GPROX and MFWIX is 0.78, 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

GPROX vs. MFWIX - Dividend Comparison

GPROX's dividend yield for the trailing twelve months is around 21.48%, more than MFWIX's 8.81% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GPROX Grandeur Peak Global Reach Fund	21.48%	19.69%	12.03%	0.14%	0.00%	15.32%	8.09%	2.58%	11.25%	1.49%	0.13%	3.75%
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

GPROX vs. MFWIX - Drawdown Comparison

The maximum GPROX drawdown since its inception was -43.86%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for GPROX and MFWIX.

Drawdown Indicators

	GPROX	MFWIX	Difference
Max Drawdown Largest peak-to-trough decline	-43.86%	-33.01%	-10.85%
Max Drawdown (1Y) Largest decline over 1 year	-12.29%	-6.85%	-5.44%
Max Drawdown (5Y) Largest decline over 5 years	-43.86%	-20.22%	-23.64%
Max Drawdown (10Y) Largest decline over 10 years	-43.86%	-23.36%	-20.50%
Current Drawdown Current decline from peak	-24.60%	-6.50%	-18.10%
Average Drawdown Average peak-to-trough decline	-12.96%	-3.83%	-9.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.56%	1.74%	+1.82%

Volatility

GPROX vs. MFWIX - Volatility Comparison

Grandeur Peak Global Reach Fund (GPROX) has a higher volatility of 6.31% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that GPROX'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.

Volatility by Period

	GPROX	MFWIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.31%	3.04%	+3.27%
Volatility (6M) Calculated over the trailing 6-month period	9.91%	5.25%	+4.66%
Volatility (1Y) Calculated over the trailing 1-year period	15.27%	8.85%	+6.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.71%	9.09%	+8.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.95%	9.60%	+7.35%