JANWX vs. MFWIX
Compare and contrast key facts about Janus Henderson Global Research Fund (JANWX) and MFS Global Total Return Fund Class I (MFWIX).
JANWX is managed by Janus Henderson. It was launched on Feb 24, 2005. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
JANWX vs. MFWIX - Performance Comparison
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JANWX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JANWX Janus Henderson Global Research Fund | -5.16% | 20.79% | 23.54% | 26.78% | -19.56% | 17.84% | 20.20% | 28.89% | -6.88% | 26.87% |
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, JANWX achieves a -5.16% return, which is significantly lower than MFWIX's 0.94% return. Over the past 10 years, JANWX has outperformed MFWIX with an annualized return of 12.56%, while MFWIX has yielded a comparatively lower 6.34% annualized return.
JANWX
- 1D
- 3.06%
- 1M
- -6.01%
- YTD
- -5.16%
- 6M
- -3.48%
- 1Y
- 15.74%
- 3Y*
- 18.19%
- 5Y*
- 10.19%
- 10Y*
- 12.56%
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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JANWX vs. MFWIX - Expense Ratio Comparison
JANWX has a 0.75% expense ratio, which is lower than MFWIX's 0.84% expense ratio.
Return for Risk
JANWX vs. MFWIX — Risk / Return Rank
JANWX
MFWIX
JANWX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Global Research Fund (JANWX) 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.
| JANWX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.44 | -0.51 |
Sortino ratioReturn per unit of downside risk | 1.42 | 1.99 | -0.57 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.28 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.42 | 1.89 | -0.47 |
Martin ratioReturn relative to average drawdown | 6.06 | 7.31 | -1.25 |
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
| JANWX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.44 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.54 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.66 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.71 | -0.08 |
Correlation
The correlation between JANWX and MFWIX is 0.84, 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
JANWX vs. MFWIX - Dividend Comparison
JANWX's dividend yield for the trailing twelve months is around 8.53%, less than MFWIX's 8.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JANWX Janus Henderson Global Research Fund | 8.53% | 8.09% | 8.33% | 4.90% | 4.56% | 11.67% | 3.75% | 4.84% | 6.93% | 0.68% | 0.83% | 0.81% |
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
JANWX vs. MFWIX - Drawdown Comparison
The maximum JANWX drawdown since its inception was -34.78%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for JANWX and MFWIX.
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Drawdown Indicators
| JANWX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.78% | -33.01% | -1.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -6.85% | -4.59% |
Max Drawdown (5Y)Largest decline over 5 years | -28.99% | -20.22% | -8.77% |
Max Drawdown (10Y)Largest decline over 10 years | -34.78% | -23.36% | -11.42% |
Current DrawdownCurrent decline from peak | -8.03% | -5.18% | -2.85% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -3.83% | -1.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 1.77% | +0.90% |
Volatility
JANWX vs. MFWIX - Volatility Comparison
Janus Henderson Global Research Fund (JANWX) has a higher volatility of 6.02% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.44%. This indicates that JANWX'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
| JANWX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.02% | 3.44% | +2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 9.80% | 5.43% | +4.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.60% | 8.94% | +8.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 9.11% | +8.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 9.61% | +8.36% |