MFWIX vs. CWGIX
Compare and contrast key facts about MFS Global Total Return Fund Class I (MFWIX) and American Funds Capital World Growth and Income Fund Class A (CWGIX).
MFWIX is managed by MFS. It was launched on Sep 4, 1990. CWGIX is managed by American Funds. It was launched on Mar 26, 1993.
Performance
MFWIX vs. CWGIX - Performance Comparison
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MFWIX vs. CWGIX - 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% | 15.00% |
CWGIX American Funds Capital World Growth and Income Fund Class A | -4.19% | 24.68% | 13.85% | 20.55% | -17.32% | 14.74% | 15.31% | 25.32% | -10.60% | 24.55% |
Returns By Period
In the year-to-date period, MFWIX achieves a -0.47% return, which is significantly higher than CWGIX's -4.19% return. Over the past 10 years, MFWIX has underperformed CWGIX with an annualized return of 6.19%, while CWGIX has yielded a comparatively higher 10.27% annualized 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%
CWGIX
- 1D
- -0.47%
- 1M
- -9.84%
- YTD
- -4.19%
- 6M
- -0.07%
- 1Y
- 19.60%
- 3Y*
- 15.56%
- 5Y*
- 8.31%
- 10Y*
- 10.27%
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MFWIX vs. CWGIX - Expense Ratio Comparison
MFWIX has a 0.84% expense ratio, which is higher than CWGIX's 0.75% expense ratio.
Return for Risk
MFWIX vs. CWGIX — Risk / Return Rank
MFWIX
CWGIX
MFWIX vs. CWGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global Total Return Fund Class I (MFWIX) and American Funds Capital World Growth and Income Fund Class A (CWGIX). 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 | CWGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 1.23 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.77 | 1.78 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.25 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.57 | +0.01 |
Martin ratioReturn relative to average drawdown | 6.26 | 6.75 | -0.49 |
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
| MFWIX | CWGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 1.23 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.56 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.65 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.65 | +0.05 |
Correlation
The correlation between MFWIX and CWGIX is 0.88, 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. CWGIX - Dividend Comparison
MFWIX's dividend yield for the trailing twelve months is around 8.81%, less than CWGIX's 11.03% 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% |
CWGIX American Funds Capital World Growth and Income Fund Class A | 11.03% | 10.54% | 7.88% | 3.20% | 2.09% | 6.82% | 1.23% | 2.44% | 7.00% | 6.63% | 4.96% | 3.78% |
Drawdowns
MFWIX vs. CWGIX - Drawdown Comparison
The maximum MFWIX drawdown since its inception was -33.01%, smaller than the maximum CWGIX drawdown of -54.47%. Use the drawdown chart below to compare losses from any high point for MFWIX and CWGIX.
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Drawdown Indicators
| MFWIX | CWGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.01% | -54.47% | +21.46% |
Max Drawdown (1Y)Largest decline over 1 year | -6.85% | -11.08% | +4.23% |
Max Drawdown (5Y)Largest decline over 5 years | -20.22% | -27.18% | +6.96% |
Max Drawdown (10Y)Largest decline over 10 years | -23.36% | -32.00% | +8.64% |
Current DrawdownCurrent decline from peak | -6.50% | -10.52% | +4.02% |
Average DrawdownAverage peak-to-trough decline | -3.83% | -7.16% | +3.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 2.58% | -0.84% |
Volatility
MFWIX vs. CWGIX - Volatility Comparison
The current volatility for MFS Global Total Return Fund Class I (MFWIX) is 3.04%, while American Funds Capital World Growth and Income Fund Class A (CWGIX) has a volatility of 5.20%. This indicates that MFWIX experiences smaller price fluctuations and is considered to be less risky than CWGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFWIX | CWGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 5.20% | -2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 5.25% | 10.06% | -4.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.85% | 15.77% | -6.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.09% | 14.98% | -5.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.60% | 15.94% | -6.34% |