HGXIX vs. MFWIX
Compare and contrast key facts about Hartford Global Impact Fund (HGXIX) and MFS Global Total Return Fund Class I (MFWIX).
HGXIX is managed by Hartford. It was launched on Feb 27, 2017. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
HGXIX vs. MFWIX - Performance Comparison
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HGXIX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HGXIX Hartford Global Impact Fund | -4.00% | 9.62% | 7.78% | 13.19% | -22.53% | 10.86% | 31.37% | 27.97% | -10.10% | 23.00% |
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% | 10.98% |
Returns By Period
In the year-to-date period, HGXIX achieves a -4.00% return, which is significantly lower than MFWIX's -0.47% return.
HGXIX
- 1D
- -0.68%
- 1M
- -9.90%
- YTD
- -4.00%
- 6M
- -6.82%
- 1Y
- 5.93%
- 3Y*
- 7.33%
- 5Y*
- 1.85%
- 10Y*
- —
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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HGXIX vs. MFWIX - Expense Ratio Comparison
HGXIX has a 0.89% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
HGXIX vs. MFWIX — Risk / Return Rank
HGXIX
MFWIX
HGXIX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Global Impact Fund (HGXIX) 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.
| HGXIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.36 | 1.29 | -0.93 |
Sortino ratioReturn per unit of downside risk | 0.61 | 1.77 | -1.17 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.25 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.43 | 1.59 | -1.16 |
Martin ratioReturn relative to average drawdown | 1.28 | 6.26 | -4.97 |
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
| HGXIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.36 | 1.29 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.52 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.71 | -0.23 |
Correlation
The correlation between HGXIX and MFWIX is 0.83, 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
HGXIX vs. MFWIX - Dividend Comparison
HGXIX's dividend yield for the trailing twelve months is around 0.56%, less than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HGXIX Hartford Global Impact Fund | 0.56% | 0.54% | 0.00% | 0.97% | 0.78% | 2.85% | 0.69% | 0.71% | 14.85% | 4.04% | 0.00% | 0.00% |
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
HGXIX vs. MFWIX - Drawdown Comparison
The maximum HGXIX drawdown since its inception was -36.01%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for HGXIX and MFWIX.
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Drawdown Indicators
| HGXIX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.01% | -33.01% | -3.00% |
Max Drawdown (1Y)Largest decline over 1 year | -10.67% | -6.85% | -3.82% |
Max Drawdown (5Y)Largest decline over 5 years | -32.08% | -20.22% | -11.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.36% | — |
Current DrawdownCurrent decline from peak | -10.61% | -6.50% | -4.11% |
Average DrawdownAverage peak-to-trough decline | -9.04% | -3.83% | -5.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 1.74% | +1.81% |
Volatility
HGXIX vs. MFWIX - Volatility Comparison
Hartford Global Impact Fund (HGXIX) has a higher volatility of 5.51% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that HGXIX'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
| HGXIX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.51% | 3.04% | +2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 5.25% | +4.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.53% | 8.85% | +7.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.39% | 9.09% | +7.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.37% | 9.60% | +7.77% |