JGYIX vs. MFWIX
Compare and contrast key facts about John Hancock Global Shareholder Yield Fund (JGYIX) and MFS Global Total Return Fund Class I (MFWIX).
JGYIX is managed by John Hancock. It was launched on Feb 28, 2007. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
JGYIX vs. MFWIX - Performance Comparison
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JGYIX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JGYIX John Hancock Global Shareholder Yield Fund | 3.82% | 24.13% | 14.38% | 11.36% | -4.87% | 17.65% | -1.36% | 20.86% | -9.27% | 16.72% |
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, JGYIX achieves a 3.82% return, which is significantly higher than MFWIX's -0.47% return. Over the past 10 years, JGYIX has outperformed MFWIX with an annualized return of 8.94%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
JGYIX
- 1D
- 0.08%
- 1M
- -6.18%
- YTD
- 3.82%
- 6M
- 7.31%
- 1Y
- 22.08%
- 3Y*
- 16.78%
- 5Y*
- 11.39%
- 10Y*
- 8.94%
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%
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JGYIX vs. MFWIX - Expense Ratio Comparison
Both JGYIX and MFWIX have an expense ratio of 0.84%.
Return for Risk
JGYIX vs. MFWIX — Risk / Return Rank
JGYIX
MFWIX
JGYIX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Global Shareholder Yield Fund (JGYIX) 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.
| JGYIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.68 | 1.29 | +0.39 |
Sortino ratioReturn per unit of downside risk | 2.26 | 1.77 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.25 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 1.59 | +0.45 |
Martin ratioReturn relative to average drawdown | 10.04 | 6.26 | +3.78 |
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
| JGYIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 1.29 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.52 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.65 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.71 | -0.27 |
Correlation
The correlation between JGYIX and MFWIX is 0.92, 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
JGYIX vs. MFWIX - Dividend Comparison
JGYIX's dividend yield for the trailing twelve months is around 12.96%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JGYIX John Hancock Global Shareholder Yield Fund | 12.96% | 13.30% | 8.21% | 4.37% | 9.51% | 11.27% | 2.71% | 4.81% | 6.31% | 2.91% | 3.19% | 7.64% |
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
JGYIX vs. MFWIX - Drawdown Comparison
The maximum JGYIX drawdown since its inception was -46.76%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for JGYIX and MFWIX.
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Drawdown Indicators
| JGYIX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.76% | -33.01% | -13.75% |
Max Drawdown (1Y)Largest decline over 1 year | -10.71% | -6.85% | -3.86% |
Max Drawdown (5Y)Largest decline over 5 years | -18.97% | -20.22% | +1.25% |
Max Drawdown (10Y)Largest decline over 10 years | -36.45% | -23.36% | -13.09% |
Current DrawdownCurrent decline from peak | -6.18% | -6.50% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -3.83% | -2.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 1.74% | +0.43% |
Volatility
JGYIX vs. MFWIX - Volatility Comparison
John Hancock Global Shareholder Yield Fund (JGYIX) has a higher volatility of 3.88% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that JGYIX'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
| JGYIX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 3.04% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 7.31% | 5.25% | +2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 8.85% | +4.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.15% | 9.09% | +4.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.96% | 9.60% | +5.36% |