MDISX vs. MFWIX
Compare and contrast key facts about Franklin Mutual Global Discovery Fund (MDISX) and MFS Global Total Return Fund Class I (MFWIX).
MDISX is managed by Franklin Templeton. It was launched on Dec 30, 1992. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
MDISX vs. MFWIX - Performance Comparison
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MDISX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDISX Franklin Mutual Global Discovery Fund | -4.27% | 23.75% | 6.38% | 20.48% | -4.73% | 19.60% | -4.38% | 24.74% | -10.86% | 7.22% |
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, MDISX achieves a -4.27% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, MDISX has outperformed MFWIX with an annualized return of 8.27%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
MDISX
- 1D
- 0.33%
- 1M
- -9.67%
- YTD
- -4.27%
- 6M
- -0.23%
- 1Y
- 9.11%
- 3Y*
- 12.91%
- 5Y*
- 9.45%
- 10Y*
- 8.27%
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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MDISX vs. MFWIX - Expense Ratio Comparison
MDISX has a 0.95% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
MDISX vs. MFWIX — Risk / Return Rank
MDISX
MFWIX
MDISX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Mutual Global Discovery Fund (MDISX) 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.
| MDISX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 1.29 | -0.69 |
Sortino ratioReturn per unit of downside risk | 0.90 | 1.77 | -0.88 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.25 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.65 | 1.59 | -0.94 |
Martin ratioReturn relative to average drawdown | 2.48 | 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
| MDISX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 1.29 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.52 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.65 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.71 | +0.10 |
Correlation
The correlation between MDISX and MFWIX is 0.80, 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
MDISX vs. MFWIX - Dividend Comparison
MDISX's dividend yield for the trailing twelve months is around 11.02%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDISX Franklin Mutual Global Discovery Fund | 11.02% | 10.55% | 12.84% | 7.12% | 10.29% | 8.75% | 3.50% | 7.21% | 7.50% | 2.97% | 4.13% | 7.77% |
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
MDISX vs. MFWIX - Drawdown Comparison
The maximum MDISX drawdown since its inception was -40.15%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for MDISX and MFWIX.
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Drawdown Indicators
| MDISX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.15% | -33.01% | -7.14% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -6.85% | -5.11% |
Max Drawdown (5Y)Largest decline over 5 years | -21.57% | -20.22% | -1.35% |
Max Drawdown (10Y)Largest decline over 10 years | -40.15% | -23.36% | -16.79% |
Current DrawdownCurrent decline from peak | -9.67% | -6.50% | -3.17% |
Average DrawdownAverage peak-to-trough decline | -5.27% | -3.83% | -1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 1.74% | +1.38% |
Volatility
MDISX vs. MFWIX - Volatility Comparison
Franklin Mutual Global Discovery Fund (MDISX) has a higher volatility of 5.22% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that MDISX'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
| MDISX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 3.04% | +2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 8.77% | 5.25% | +3.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.94% | 8.85% | +6.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 9.09% | +6.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.07% | 9.60% | +7.47% |