IEVAX vs. MFWIX
Compare and contrast key facts about Columbia Global Value Fund (IEVAX) and MFS Global Total Return Fund Class I (MFWIX).
IEVAX is managed by Columbia. It was launched on Mar 19, 1995. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
IEVAX vs. MFWIX - Performance Comparison
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IEVAX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEVAX Columbia Global Value Fund | -0.80% | 21.42% | 11.78% | 12.00% | -8.52% | 20.31% | 3.77% | 24.55% | -12.22% | 21.93% |
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, IEVAX achieves a -0.80% return, which is significantly lower than MFWIX's 0.94% return. Over the past 10 years, IEVAX has outperformed MFWIX with an annualized return of 9.58%, while MFWIX has yielded a comparatively lower 6.34% annualized return.
IEVAX
- 1D
- 2.72%
- 1M
- -5.58%
- YTD
- -0.80%
- 6M
- 3.01%
- 1Y
- 18.16%
- 3Y*
- 13.74%
- 5Y*
- 8.48%
- 10Y*
- 9.58%
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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IEVAX vs. MFWIX - Expense Ratio Comparison
IEVAX has a 1.13% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
IEVAX vs. MFWIX — Risk / Return Rank
IEVAX
MFWIX
IEVAX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Global Value Fund (IEVAX) 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.
| IEVAX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 1.44 | -0.22 |
Sortino ratioReturn per unit of downside risk | 1.71 | 1.99 | -0.28 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.28 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.89 | -0.36 |
Martin ratioReturn relative to average drawdown | 7.26 | 7.31 | -0.05 |
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
| IEVAX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 1.44 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.54 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.66 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.71 | -0.27 |
Correlation
The correlation between IEVAX and MFWIX is 0.80, 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
IEVAX vs. MFWIX - Dividend Comparison
IEVAX's dividend yield for the trailing twelve months is around 10.80%, more than MFWIX's 8.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEVAX Columbia Global Value Fund | 10.80% | 10.06% | 10.32% | 6.26% | 7.61% | 11.24% | 8.76% | 9.16% | 6.75% | 1.66% | 2.28% | 4.68% |
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
IEVAX vs. MFWIX - Drawdown Comparison
The maximum IEVAX drawdown since its inception was -56.85%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for IEVAX and MFWIX.
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Drawdown Indicators
| IEVAX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.85% | -33.01% | -23.84% |
Max Drawdown (1Y)Largest decline over 1 year | -12.17% | -6.85% | -5.32% |
Max Drawdown (5Y)Largest decline over 5 years | -20.58% | -20.22% | -0.36% |
Max Drawdown (10Y)Largest decline over 10 years | -37.88% | -23.36% | -14.52% |
Current DrawdownCurrent decline from peak | -6.32% | -5.18% | -1.14% |
Average DrawdownAverage peak-to-trough decline | -8.50% | -3.83% | -4.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 1.77% | +0.78% |
Volatility
IEVAX vs. MFWIX - Volatility Comparison
Columbia Global Value Fund (IEVAX) has a higher volatility of 5.27% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.44%. This indicates that IEVAX'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
| IEVAX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.27% | 3.44% | +1.83% |
Volatility (6M)Calculated over the trailing 6-month period | 8.11% | 5.43% | +2.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.91% | 8.94% | +5.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.06% | 9.11% | +4.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.59% | 9.61% | +6.98% |