LSGGX vs. MFWIX
LSGGX (Loomis Sayles Global Growth Fund) and MFWIX (MFS Global Total Return Fund Class I) are both Global Equities funds. Over the past 5 years, LSGGX returned 5.09%/yr vs 5.52%/yr for MFWIX. Their 0.71 correlation means they have sometimes moved together and sometimes differently. LSGGX charges 0.95%/yr vs 0.84%/yr for MFWIX.
Performance
LSGGX vs. MFWIX - Performance Comparison
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Returns By Period
In the year-to-date period, LSGGX achieves a -8.97% return, which is significantly lower than MFWIX's 8.22% return.
LSGGX
- 1D
- 0.09%
- 1M
- -3.12%
- 6M
- -8.60%
- YTD
- -8.97%
- 1Y
- -5.49%
- 3Y*
- 10.39%
- 5Y*
- 5.09%
- 10Y*
- —
- ALL TIME*
- 12.26%
MFWIX
- 1D
- 0.77%
- 1M
- 2.18%
- 6M
- 4.54%
- YTD
- 8.22%
- 1Y
- 15.44%
- 3Y*
- 10.66%
- 5Y*
- 5.52%
- 10Y*
- 6.60%
- ALL TIME*
- 7.19%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LSGGX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSGGX Loomis Sayles Global Growth Fund | -8.97% | 16.84% | 23.30% | 36.10% | -25.98% | 5.89% | 35.25% | 30.63% | -6.70% | 31.11% |
MFWIX MFS Global Total Return Fund Class I | 8.22% | 15.70% | 4.25% | 10.52% | -10.62% | 8.59% | 9.63% | 18.49% | -6.96% | 15.00% |
Correlation
The correlation between LSGGX and MFWIX is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.44 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.71 |
Over the past year, the correlation between LSGGX and MFWIX has dropped to 0.44 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
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Return for Risk
LSGGX vs. MFWIX — Risk / Return Rank
LSGGX
MFWIX
LSGGX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Global Growth Fund (LSGGX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LSGGX | MFWIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.32 | ||
| Sortino ratioReturn per unit of downside risk | -3.25 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.37 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 2.21 | -2.50 |
| Martin ratioReturn relative to average drawdown | -0.64 | 7.81 | -8.45 |
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Drawdowns
LSGGX vs. MFWIX - Drawdown Comparison
The maximum LSGGX drawdown since its inception was -37.72%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for LSGGX and MFWIX.
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Drawdown Indicators
| LSGGX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.72% | -33.01% | -4.71% |
Max Drawdown (1Y)Largest decline over 1 year | -21.08% | -6.73% | -14.35% |
Max Drawdown (3Y)Largest decline over 3 years | -22.21% | -8.51% | -13.70% |
Max Drawdown (5Y)Largest decline over 5 years | -37.72% | -20.22% | -17.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.36% | — |
Current DrawdownCurrent decline from peak | -13.95% | 0.00% | -13.95% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -3.80% | -3.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.93% | 1.90% | +7.03% |
Volatility
LSGGX vs. MFWIX - Volatility Comparison
Loomis Sayles Global Growth Fund (LSGGX) has a higher volatility of 5.35% compared to MFS Global Total Return Fund Class I (MFWIX) at 1.86%. This indicates that LSGGX'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
| LSGGX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 1.86% | +3.49% |
Volatility (6M)Calculated over the trailing 6-month period | 14.55% | 5.91% | +8.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.84% | 7.47% | +11.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.24% | 9.15% | +13.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.54% | 9.58% | +10.96% |
LSGGX vs. MFWIX - Expense Ratio Comparison
LSGGX has a 0.95% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Dividends
LSGGX vs. MFWIX - Dividend Comparison
LSGGX's dividend yield for the trailing twelve months is around 0.33%, less than MFWIX's 7.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSGGX Loomis Sayles Global Growth Fund | 0.33% | 0.30% | 0.00% | 0.00% | 7.77% | 7.38% | 6.15% | 5.74% | 4.78% | 3.44% | 0.00% | 0.00% |
MFWIX MFS Global Total Return Fund Class I | 7.99% | 8.77% | 9.36% | 3.98% | 2.94% | 10.71% | 7.53% | 4.70% | 3.64% | 2.36% | 1.40% | 4.59% |
Frequently Asked Questions
LSGGX and MFWIX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSGGX has higher volatility (5.35%) compared to MFWIX (1.86%). In terms of maximum drawdown, LSGGX dropped -37.72% vs MFWIX's -33.01%.
MFWIX currently has the higher Sharpe Ratio (1.99 vs -0.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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