IESGX vs. MFWIX
Compare and contrast key facts about Sit ESG Growth Fund (IESGX) and MFS Global Total Return Fund Class I (MFWIX).
IESGX is managed by Sit. It was launched on Jun 30, 2016. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
IESGX vs. MFWIX - Performance Comparison
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IESGX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IESGX Sit ESG Growth Fund | -8.07% | 19.65% | 19.59% | 26.67% | -21.08% | 19.93% | 15.91% | 26.41% | -7.38% | 23.71% |
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, IESGX achieves a -8.07% return, which is significantly lower than MFWIX's 0.94% return.
IESGX
- 1D
- 0.00%
- 1M
- -8.07%
- YTD
- -8.07%
- 6M
- -5.96%
- 1Y
- 13.15%
- 3Y*
- 15.01%
- 5Y*
- 9.01%
- 10Y*
- —
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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IESGX vs. MFWIX - Expense Ratio Comparison
IESGX has a 1.00% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
IESGX vs. MFWIX — Risk / Return Rank
IESGX
MFWIX
IESGX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sit ESG Growth Fund (IESGX) 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.
| IESGX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.44 | -0.63 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.99 | -0.72 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.28 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.89 | -0.78 |
Martin ratioReturn relative to average drawdown | 4.73 | 7.31 | -2.57 |
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
| IESGX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.44 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.54 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.71 | -0.07 |
Correlation
The correlation between IESGX and MFWIX is 0.82, 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
IESGX vs. MFWIX - Dividend Comparison
IESGX's dividend yield for the trailing twelve months is around 1.29%, less than MFWIX's 8.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IESGX Sit ESG Growth Fund | 1.29% | 1.19% | 0.06% | 0.77% | 3.29% | 1.43% | 0.58% | 1.54% | 1.41% | 0.91% | 0.21% | 0.00% |
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
IESGX vs. MFWIX - Drawdown Comparison
The maximum IESGX drawdown since its inception was -32.15%, roughly equal to the maximum MFWIX drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for IESGX and MFWIX.
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Drawdown Indicators
| IESGX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.15% | -33.01% | +0.86% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -6.85% | -3.60% |
Max Drawdown (5Y)Largest decline over 5 years | -29.64% | -20.22% | -9.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.36% | — |
Current DrawdownCurrent decline from peak | -9.65% | -5.18% | -4.47% |
Average DrawdownAverage peak-to-trough decline | -5.15% | -3.83% | -1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 1.77% | +0.68% |
Volatility
IESGX vs. MFWIX - Volatility Comparison
Sit ESG Growth Fund (IESGX) has a higher volatility of 4.43% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.44%. This indicates that IESGX'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
| IESGX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 3.44% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 9.05% | 5.43% | +3.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.56% | 8.94% | +7.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 9.11% | +6.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.80% | 9.61% | +7.19% |