JGEFX vs. MFWIX
Compare and contrast key facts about John Hancock Funds Global Equity Fund (JGEFX) and MFS Global Total Return Fund Class I (MFWIX).
JGEFX is managed by John Hancock. It was launched on May 15, 2013. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
JGEFX vs. MFWIX - Performance Comparison
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JGEFX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JGEFX John Hancock Funds Global Equity Fund | -0.08% | 18.17% | 10.48% | 19.65% | -14.81% | 20.99% | 7.91% | 30.24% | -10.17% | 14.81% |
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, JGEFX achieves a -0.08% return, which is significantly lower than MFWIX's 0.94% return. Over the past 10 years, JGEFX has outperformed MFWIX with an annualized return of 9.45%, while MFWIX has yielded a comparatively lower 6.34% annualized return.
JGEFX
- 1D
- 2.50%
- 1M
- -7.09%
- YTD
- -0.08%
- 6M
- 3.63%
- 1Y
- 15.41%
- 3Y*
- 14.08%
- 5Y*
- 8.45%
- 10Y*
- 9.45%
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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JGEFX vs. MFWIX - Expense Ratio Comparison
JGEFX has a 0.98% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
JGEFX vs. MFWIX — Risk / Return Rank
JGEFX
MFWIX
JGEFX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Funds Global Equity Fund (JGEFX) 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.
| JGEFX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 1.44 | -0.44 |
Sortino ratioReturn per unit of downside risk | 1.44 | 1.99 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.28 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 1.89 | -0.55 |
Martin ratioReturn relative to average drawdown | 5.31 | 7.31 | -1.99 |
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
| JGEFX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.44 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.54 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.66 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.71 | -0.17 |
Correlation
The correlation between JGEFX and MFWIX is 0.89, 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
JGEFX vs. MFWIX - Dividend Comparison
JGEFX's dividend yield for the trailing twelve months is around 8.46%, less than MFWIX's 8.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JGEFX John Hancock Funds Global Equity Fund | 8.46% | 8.45% | 13.64% | 2.91% | 7.20% | 21.44% | 2.21% | 2.33% | 7.64% | 7.03% | 1.83% | 2.00% |
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
JGEFX vs. MFWIX - Drawdown Comparison
The maximum JGEFX drawdown since its inception was -32.96%, roughly equal to the maximum MFWIX drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for JGEFX and MFWIX.
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Drawdown Indicators
| JGEFX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.96% | -33.01% | +0.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.73% | -6.85% | -4.88% |
Max Drawdown (5Y)Largest decline over 5 years | -24.85% | -20.22% | -4.63% |
Max Drawdown (10Y)Largest decline over 10 years | -32.96% | -23.36% | -9.60% |
Current DrawdownCurrent decline from peak | -7.96% | -5.18% | -2.78% |
Average DrawdownAverage peak-to-trough decline | -4.96% | -3.83% | -1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 1.77% | +1.19% |
Volatility
JGEFX vs. MFWIX - Volatility Comparison
John Hancock Funds Global Equity Fund (JGEFX) has a higher volatility of 5.69% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.44%. This indicates that JGEFX'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
| JGEFX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 3.44% | +2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 9.21% | 5.43% | +3.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.40% | 8.94% | +6.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 9.11% | +6.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.77% | 9.61% | +6.16% |