IVGTX vs. MFWIX
Compare and contrast key facts about VY Morgan Stanley Global Franchise Portfolio (IVGTX) and MFS Global Total Return Fund Class I (MFWIX).
IVGTX is managed by Voya. It was launched on Apr 30, 2002. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
IVGTX vs. MFWIX - Performance Comparison
Loading graphics...
IVGTX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVGTX VY Morgan Stanley Global Franchise Portfolio | -13.51% | 0.16% | 8.63% | 16.01% | -17.63% | 21.67% | 13.17% | 29.34% | -2.81% | 25.90% |
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, IVGTX achieves a -13.51% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, IVGTX has outperformed MFWIX with an annualized return of 7.12%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
IVGTX
- 1D
- 1.05%
- 1M
- -9.26%
- YTD
- -13.51%
- 6M
- -16.52%
- 1Y
- -15.96%
- 3Y*
- 0.93%
- 5Y*
- 1.58%
- 10Y*
- 7.12%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IVGTX vs. MFWIX - Expense Ratio Comparison
IVGTX has a 1.20% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
IVGTX vs. MFWIX — Risk / Return Rank
IVGTX
MFWIX
IVGTX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY Morgan Stanley Global Franchise Portfolio (IVGTX) 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.
| IVGTX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.14 | 1.29 | -2.43 |
Sortino ratioReturn per unit of downside risk | -1.68 | 1.77 | -3.45 |
Omega ratioGain probability vs. loss probability | 0.80 | 1.25 | -0.45 |
Calmar ratioReturn relative to maximum drawdown | -0.94 | 1.59 | -2.53 |
Martin ratioReturn relative to average drawdown | -2.59 | 6.26 | -8.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IVGTX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.14 | 1.29 | -2.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.52 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.65 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.71 | -0.18 |
Correlation
The correlation between IVGTX 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
IVGTX vs. MFWIX - Dividend Comparison
IVGTX's dividend yield for the trailing twelve months is around 49.48%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVGTX VY Morgan Stanley Global Franchise Portfolio | 49.48% | 42.80% | 10.28% | 8.24% | 10.69% | 8.69% | 8.32% | 11.20% | 17.80% | 7.06% | 10.12% | 14.63% |
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
IVGTX vs. MFWIX - Drawdown Comparison
The maximum IVGTX drawdown since its inception was -44.75%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for IVGTX and MFWIX.
Loading graphics...
Drawdown Indicators
| IVGTX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.75% | -33.01% | -11.74% |
Max Drawdown (1Y)Largest decline over 1 year | -20.45% | -6.85% | -13.60% |
Max Drawdown (5Y)Largest decline over 5 years | -26.27% | -20.22% | -6.05% |
Max Drawdown (10Y)Largest decline over 10 years | -30.16% | -23.36% | -6.80% |
Current DrawdownCurrent decline from peak | -19.61% | -6.50% | -13.11% |
Average DrawdownAverage peak-to-trough decline | -5.72% | -3.83% | -1.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.41% | 1.74% | +5.67% |
Volatility
IVGTX vs. MFWIX - Volatility Comparison
VY Morgan Stanley Global Franchise Portfolio (IVGTX) has a higher volatility of 4.05% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that IVGTX'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.
Loading graphics...
Volatility by Period
| IVGTX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.05% | 3.04% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 8.92% | 5.25% | +3.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.83% | 8.85% | +6.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.06% | 9.09% | +6.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.45% | 9.60% | +6.85% |