MDGCX vs. MFWIX
Compare and contrast key facts about BlackRock Advantage Global Fund, Inc. (MDGCX) and MFS Global Total Return Fund Class I (MFWIX).
MDGCX is managed by BlackRock. It was launched on Aug 4, 1994. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
MDGCX vs. MFWIX - Performance Comparison
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MDGCX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDGCX BlackRock Advantage Global Fund, Inc. | -1.19% | 23.61% | 10.87% | 22.43% | -17.94% | 17.52% | 15.61% | 25.54% | -11.73% | 23.41% |
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, MDGCX achieves a -1.19% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, MDGCX has outperformed MFWIX with an annualized return of 10.95%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
MDGCX
- 1D
- -0.26%
- 1M
- -7.57%
- YTD
- -1.19%
- 6M
- 2.48%
- 1Y
- 23.45%
- 3Y*
- 15.56%
- 5Y*
- 8.79%
- 10Y*
- 10.95%
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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MDGCX vs. MFWIX - Expense Ratio Comparison
MDGCX has a 0.96% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
MDGCX vs. MFWIX — Risk / Return Rank
MDGCX
MFWIX
MDGCX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Global Fund, Inc. (MDGCX) 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.
| MDGCX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.41 | 1.29 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.98 | 1.77 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.25 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 1.59 | +0.20 |
Martin ratioReturn relative to average drawdown | 9.28 | 6.26 | +3.02 |
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
| MDGCX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | 1.29 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.52 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.65 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.71 | -0.08 |
Correlation
The correlation between MDGCX and MFWIX is 0.79, 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
MDGCX vs. MFWIX - Dividend Comparison
MDGCX's dividend yield for the trailing twelve months is around 9.02%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDGCX BlackRock Advantage Global Fund, Inc. | 9.02% | 8.91% | 7.78% | 1.42% | 1.75% | 16.75% | 3.77% | 1.73% | 4.06% | 34.82% | 0.65% | 5.18% |
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
MDGCX vs. MFWIX - Drawdown Comparison
The maximum MDGCX drawdown since its inception was -48.25%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for MDGCX and MFWIX.
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Drawdown Indicators
| MDGCX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.25% | -33.01% | -15.24% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -6.85% | -5.08% |
Max Drawdown (5Y)Largest decline over 5 years | -26.68% | -20.22% | -6.46% |
Max Drawdown (10Y)Largest decline over 10 years | -34.87% | -23.36% | -11.51% |
Current DrawdownCurrent decline from peak | -8.07% | -6.50% | -1.57% |
Average DrawdownAverage peak-to-trough decline | -9.98% | -3.83% | -6.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 1.74% | +0.56% |
Volatility
MDGCX vs. MFWIX - Volatility Comparison
BlackRock Advantage Global Fund, Inc. (MDGCX) has a higher volatility of 5.07% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that MDGCX'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
| MDGCX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.07% | 3.04% | +2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 5.25% | +4.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.83% | 8.85% | +7.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 9.09% | +6.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.21% | 9.60% | +7.61% |