MFWIX vs. MEGI
Compare and contrast key facts about MFS Global Total Return Fund Class I (MFWIX) and NYLI CBRE Global Infrastructure Megatrends Term Fund (MEGI).
MFWIX is managed by MFS. It was launched on Sep 4, 1990. MEGI is managed by CBRE. It was launched on Jan 1, 2021.
Performance
MFWIX vs. MEGI - Performance Comparison
Loading graphics...
MFWIX vs. MEGI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MFWIX MFS Global Total Return Fund Class I | -0.47% | 15.70% | 4.25% | 10.52% | -10.62% | 1.05% |
MEGI NYLI CBRE Global Infrastructure Megatrends Term Fund | 9.55% | 26.19% | 5.19% | 5.52% | -23.32% | -3.50% |
Returns By Period
In the year-to-date period, MFWIX achieves a -0.47% return, which is significantly lower than MEGI's 9.55% 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%
MEGI
- 1D
- 1.66%
- 1M
- -6.40%
- YTD
- 9.55%
- 6M
- 5.47%
- 1Y
- 22.75%
- 3Y*
- 12.97%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MFWIX vs. MEGI - Expense Ratio Comparison
MFWIX has a 0.84% expense ratio, which is higher than MEGI's 0.02% expense ratio.
Return for Risk
MFWIX vs. MEGI — Risk / Return Rank
MFWIX
MEGI
MFWIX vs. MEGI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global Total Return Fund Class I (MFWIX) and NYLI CBRE Global Infrastructure Megatrends Term Fund (MEGI). 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 | MEGI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 1.29 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.77 | 1.77 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.25 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.72 | -0.14 |
Martin ratioReturn relative to average drawdown | 6.26 | 5.88 | +0.38 |
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
| MFWIX | MEGI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 1.29 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | — | — |
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 | 0.15 | +0.56 |
Correlation
The correlation between MFWIX and MEGI is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MFWIX vs. MEGI - Dividend Comparison
MFWIX's dividend yield for the trailing twelve months is around 8.81%, less than MEGI's 10.21% 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% |
MEGI NYLI CBRE Global Infrastructure Megatrends Term Fund | 10.21% | 10.90% | 12.33% | 10.66% | 9.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MFWIX vs. MEGI - Drawdown Comparison
The maximum MFWIX drawdown since its inception was -33.01%, smaller than the maximum MEGI drawdown of -39.48%. Use the drawdown chart below to compare losses from any high point for MFWIX and MEGI.
Loading graphics...
Drawdown Indicators
| MFWIX | MEGI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.01% | -39.48% | +6.47% |
Max Drawdown (1Y)Largest decline over 1 year | -6.85% | -13.53% | +6.68% |
Max Drawdown (5Y)Largest decline over 5 years | -20.22% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -23.36% | — | — |
Current DrawdownCurrent decline from peak | -6.50% | -6.40% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -3.83% | -15.13% | +11.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 3.96% | -2.22% |
Volatility
MFWIX vs. MEGI - Volatility Comparison
The current volatility for MFS Global Total Return Fund Class I (MFWIX) is 3.04%, while NYLI CBRE Global Infrastructure Megatrends Term Fund (MEGI) has a volatility of 5.74%. This indicates that MFWIX experiences smaller price fluctuations and is considered to be less risky than MEGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MFWIX | MEGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 5.74% | -2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 5.25% | 10.89% | -5.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.85% | 17.67% | -8.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.09% | 20.08% | -10.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.60% | 20.08% | -10.48% |