MAEGX vs. MFWIX
Compare and contrast key facts about BlackRock Unconstrained Equity Fund (MAEGX) and MFS Global Total Return Fund Class I (MFWIX).
MAEGX is managed by BlackRock. It was launched on Nov 3, 2005. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
MAEGX vs. MFWIX - Performance Comparison
Loading graphics...
MAEGX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MAEGX BlackRock Unconstrained Equity Fund | -8.41% | 12.30% | 7.62% | 33.37% | -20.23% | 20.72% | 21.90% | 32.76% | -4.54% | 24.80% |
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, MAEGX achieves a -8.41% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, MAEGX has outperformed MFWIX with an annualized return of 10.53%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
MAEGX
- 1D
- -1.03%
- 1M
- -11.18%
- YTD
- -8.41%
- 6M
- -7.88%
- 1Y
- 10.36%
- 3Y*
- 8.08%
- 5Y*
- 6.42%
- 10Y*
- 10.53%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MAEGX vs. MFWIX - Expense Ratio Comparison
MAEGX has a 0.95% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
MAEGX vs. MFWIX — Risk / Return Rank
MAEGX
MFWIX
MAEGX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Unconstrained Equity Fund (MAEGX) 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.
| MAEGX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 1.29 | -0.82 |
Sortino ratioReturn per unit of downside risk | 0.83 | 1.77 | -0.94 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.25 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 1.59 | -0.99 |
Martin ratioReturn relative to average drawdown | 2.30 | 6.26 | -3.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MAEGX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 1.29 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.52 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.65 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.71 | -0.24 |
Correlation
The correlation between MAEGX and MFWIX is 0.83, 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
MAEGX vs. MFWIX - Dividend Comparison
MAEGX has not paid dividends to shareholders, while MFWIX's dividend yield for the trailing twelve months is around 8.81%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAEGX BlackRock Unconstrained Equity Fund | 0.00% | 0.00% | 0.00% | 0.00% | 18.13% | 22.75% | 10.44% | 12.01% | 8.53% | 4.06% | 0.93% | 8.22% |
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
MAEGX vs. MFWIX - Drawdown Comparison
The maximum MAEGX drawdown since its inception was -48.71%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for MAEGX and MFWIX.
Loading graphics...
Drawdown Indicators
| MAEGX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.71% | -33.01% | -15.70% |
Max Drawdown (1Y)Largest decline over 1 year | -12.69% | -6.85% | -5.84% |
Max Drawdown (5Y)Largest decline over 5 years | -31.26% | -20.22% | -11.04% |
Max Drawdown (10Y)Largest decline over 10 years | -31.93% | -23.36% | -8.57% |
Current DrawdownCurrent decline from peak | -12.69% | -6.50% | -6.19% |
Average DrawdownAverage peak-to-trough decline | -7.68% | -3.83% | -3.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 1.74% | +1.54% |
Volatility
MAEGX vs. MFWIX - Volatility Comparison
BlackRock Unconstrained Equity Fund (MAEGX) has a higher volatility of 6.86% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that MAEGX'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.
Loading graphics...
Volatility by Period
| MAEGX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.86% | 3.04% | +3.82% |
Volatility (6M)Calculated over the trailing 6-month period | 12.65% | 5.25% | +7.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.84% | 8.85% | +12.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.23% | 9.09% | +11.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.80% | 9.60% | +9.20% |