MFWIX vs. APFDX

Last updated Apr 1, 2026

Compare and contrast key facts about MFS Global Total Return Fund Class I (MFWIX) and Artisan Global Discovery Fund (APFDX).

MFWIX is managed by MFS. It was launched on Sep 4, 1990. APFDX is managed by Artisan. It was launched on Aug 20, 2017.

Performance

MFWIX vs. APFDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Global Total Return Fund Class I (MFWIX) and Artisan Global Discovery Fund (APFDX). The values are adjusted to include any dividend payments, if applicable.

MFWIX vs. APFDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%	2.73%
APFDX Artisan Global Discovery Fund	-9.16%	12.07%	16.11%	20.66%	-31.14%	12.04%	45.70%	42.57%	-2.58%	4.94%

Returns By Period

In the year-to-date period, MFWIX achieves a -0.47% return, which is significantly higher than APFDX's -9.16% return.

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%

APFDX

• 1D: -0.78%
• 1M: -11.68%
• YTD: -9.16%
• 6M: -7.46%
• 1Y: 5.68%
• 3Y*: 8.54%
• 5Y*: 2.67%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MFWIX vs. APFDX - Expense Ratio Comparison

MFWIX has a 0.84% expense ratio, which is lower than APFDX's 1.38% expense ratio.

APFDX

Artisan Global Discovery Fund

MFWIX

MFS Global Total Return Fund Class I

Return for Risk

MFWIX vs. APFDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MFWIX

MFWIX Risk / Return Rank: 69
MFWIX Sharpe Ratio Rank: 73
MFWIX Sortino Ratio Rank: 71
MFWIX Omega Ratio Rank: 67
MFWIX Calmar Ratio Rank: 69
MFWIX Martin Ratio Rank: 66

APFDX

APFDX Risk / Return Rank: 11
APFDX Sharpe Ratio Rank: 11
APFDX Sortino Ratio Rank: 11
APFDX Omega Ratio Rank: 10
APFDX Calmar Ratio Rank: 10
APFDX Martin Ratio Rank: 11

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MFWIX vs. APFDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Global Total Return Fund Class I (MFWIX) and Artisan Global Discovery Fund (APFDX). 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.

	MFWIX	APFDX	Difference
Sharpe ratio Return per unit of total volatility	1.29	0.27	+1.02
Sortino ratio Return per unit of downside risk	1.77	0.49	+1.28
Omega ratio Gain probability vs. loss probability	1.25	1.06	+0.19
Calmar ratio Return relative to maximum drawdown	1.59	0.21	+1.37
Martin ratio Return relative to average drawdown	6.26	0.82	+5.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MFWIX vs. APFDX - Sharpe Ratio Comparison

The current MFWIX Sharpe Ratio is 1.29, which is higher than the APFDX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of MFWIX and APFDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MFWIX	APFDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.29	0.27	+1.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.13	+0.39
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	0.51	+0.19

Correlation

The correlation between MFWIX and APFDX is 0.75, 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

MFWIX vs. APFDX - Dividend Comparison

MFWIX's dividend yield for the trailing twelve months is around 8.81%, less than APFDX's 21.60% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
APFDX Artisan Global Discovery Fund	21.60%	19.63%	0.87%	0.00%	0.00%	7.91%	1.88%	0.00%	0.51%	0.62%	0.00%	0.00%

Drawdowns

MFWIX vs. APFDX - Drawdown Comparison

The maximum MFWIX drawdown since its inception was -33.01%, smaller than the maximum APFDX drawdown of -40.83%. Use the drawdown chart below to compare losses from any high point for MFWIX and APFDX.

Drawdown Indicators

	MFWIX	APFDX	Difference
Max Drawdown Largest peak-to-trough decline	-33.01%	-40.83%	+7.82%
Max Drawdown (1Y) Largest decline over 1 year	-6.85%	-13.18%	+6.33%
Max Drawdown (5Y) Largest decline over 5 years	-20.22%	-40.83%	+20.61%
Max Drawdown (10Y) Largest decline over 10 years	-23.36%	—	—
Current Drawdown Current decline from peak	-6.50%	-13.18%	+6.68%
Average Drawdown Average peak-to-trough decline	-3.83%	-10.88%	+7.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.74%	3.47%	-1.73%

Volatility

MFWIX vs. APFDX - Volatility Comparison

The current volatility for MFS Global Total Return Fund Class I (MFWIX) is 3.04%, while Artisan Global Discovery Fund (APFDX) has a volatility of 6.63%. This indicates that MFWIX experiences smaller price fluctuations and is considered to be less risky than APFDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MFWIX	APFDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.04%	6.63%	-3.59%
Volatility (6M) Calculated over the trailing 6-month period	5.25%	11.73%	-6.48%
Volatility (1Y) Calculated over the trailing 1-year period	8.85%	18.04%	-9.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.09%	20.32%	-11.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.60%	20.43%	-10.83%