LPEFX vs. MFWIX
Compare and contrast key facts about ALPS/Red Rocks Global Opportunity Fund (LPEFX) and MFS Global Total Return Fund Class I (MFWIX).
LPEFX is managed by ALPS. It was launched on Dec 30, 2007. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
LPEFX vs. MFWIX - Performance Comparison
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LPEFX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LPEFX ALPS/Red Rocks Global Opportunity Fund | -17.57% | 1.25% | 17.78% | 28.31% | -28.82% | 23.70% | 9.35% | 49.57% | -12.60% | 27.02% |
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, LPEFX achieves a -17.57% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, LPEFX has outperformed MFWIX with an annualized return of 8.14%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
LPEFX
- 1D
- 0.64%
- 1M
- -8.58%
- YTD
- -17.57%
- 6M
- -18.30%
- 1Y
- -13.21%
- 3Y*
- 6.58%
- 5Y*
- 1.43%
- 10Y*
- 8.14%
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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LPEFX vs. MFWIX - Expense Ratio Comparison
LPEFX has a 1.46% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
LPEFX vs. MFWIX — Risk / Return Rank
LPEFX
MFWIX
LPEFX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ALPS/Red Rocks Global Opportunity Fund (LPEFX) 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.
| LPEFX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.66 | 1.29 | -1.95 |
Sortino ratioReturn per unit of downside risk | -0.80 | 1.77 | -2.58 |
Omega ratioGain probability vs. loss probability | 0.89 | 1.25 | -0.36 |
Calmar ratioReturn relative to maximum drawdown | -0.68 | 1.59 | -2.27 |
Martin ratioReturn relative to average drawdown | -2.03 | 6.26 | -8.29 |
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
| LPEFX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.66 | 1.29 | -1.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.52 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.65 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.71 | -0.54 |
Correlation
The correlation between LPEFX and MFWIX is 0.78, 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
LPEFX vs. MFWIX - Dividend Comparison
LPEFX's dividend yield for the trailing twelve months is around 18.65%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LPEFX ALPS/Red Rocks Global Opportunity Fund | 18.65% | 15.38% | 15.95% | 5.56% | 0.00% | 26.79% | 3.96% | 21.96% | 4.58% | 13.29% | 1.55% | 8.21% |
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
LPEFX vs. MFWIX - Drawdown Comparison
The maximum LPEFX drawdown since its inception was -77.00%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for LPEFX and MFWIX.
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Drawdown Indicators
| LPEFX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.00% | -33.01% | -43.99% |
Max Drawdown (1Y)Largest decline over 1 year | -22.00% | -6.85% | -15.15% |
Max Drawdown (5Y)Largest decline over 5 years | -49.19% | -20.22% | -28.97% |
Max Drawdown (10Y)Largest decline over 10 years | -49.19% | -23.36% | -25.83% |
Current DrawdownCurrent decline from peak | -27.97% | -6.50% | -21.47% |
Average DrawdownAverage peak-to-trough decline | -22.78% | -3.83% | -18.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.38% | 1.74% | +5.64% |
Volatility
LPEFX vs. MFWIX - Volatility Comparison
ALPS/Red Rocks Global Opportunity Fund (LPEFX) has a higher volatility of 6.04% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that LPEFX'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
| LPEFX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 3.04% | +3.00% |
Volatility (6M)Calculated over the trailing 6-month period | 13.47% | 5.25% | +8.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.66% | 8.85% | +11.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.37% | 9.09% | +15.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.76% | 9.60% | +13.16% |