PortfoliosLab logoPortfoliosLab logo
MFWIX vs. MINIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MFWIX vs. MINIX - Performance Comparison

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

Loading graphics...

MFWIX vs. MINIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MINIX
MFS International Intrinsic Value Fund Class I
-3.26%33.06%7.35%18.04%-23.05%10.55%20.45%25.90%-9.02%27.14%

Returns By Period

In the year-to-date period, MFWIX achieves a -0.47% return, which is significantly higher than MINIX's -3.26% return. Over the past 10 years, MFWIX has underperformed MINIX with an annualized return of 6.19%, while MINIX has yielded a comparatively higher 9.57% 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%

MINIX

1D
0.33%
1M
-11.89%
YTD
-3.26%
6M
0.71%
1Y
18.67%
3Y*
14.36%
5Y*
7.15%
10Y*
9.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. MINIX - Expense Ratio Comparison

MFWIX has a 0.84% expense ratio, which is higher than MINIX's 0.72% expense ratio.


Return for Risk

MFWIX vs. MINIX — Risk / Return Rank

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

MFWIX
MFWIX Risk / Return Rank: 6969
Overall Rank
MFWIX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
MFWIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
MFWIX Omega Ratio Rank: 6767
Omega Ratio Rank
MFWIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
MFWIX Martin Ratio Rank: 6666
Martin Ratio Rank

MINIX
MINIX Risk / Return Rank: 5959
Overall Rank
MINIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
MINIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
MINIX Omega Ratio Rank: 5959
Omega Ratio Rank
MINIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
MINIX Martin Ratio Rank: 5555
Martin Ratio Rank
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. MINIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Global Total Return Fund Class I (MFWIX) and MFS International Intrinsic Value Fund Class I (MINIX). 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.


MFWIXMINIXDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.12

+0.17

Sortino ratio

Return per unit of downside risk

1.77

1.52

+0.25

Omega ratio

Gain probability vs. loss probability

1.25

1.22

+0.03

Calmar ratio

Return relative to maximum drawdown

1.59

1.33

+0.26

Martin ratio

Return relative to average drawdown

6.26

5.28

+0.98

MFWIX vs. MINIX - Sharpe Ratio Comparison

The current MFWIX Sharpe Ratio is 1.29, which is comparable to the MINIX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of MFWIX and MINIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MFWIXMINIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.12

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.44

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.62

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.55

+0.16

Correlation

The correlation between MFWIX and MINIX is 0.90, 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. MINIX - Dividend Comparison

MFWIX's dividend yield for the trailing twelve months is around 8.81%, more than MINIX's 8.03% yield.


TTM20252024202320222021202020192018201720162015
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%
MINIX
MFS International Intrinsic Value Fund Class I
8.03%7.77%12.02%11.21%13.90%7.25%5.25%3.94%4.49%2.62%1.82%3.20%

Drawdowns

MFWIX vs. MINIX - Drawdown Comparison

The maximum MFWIX drawdown since its inception was -33.01%, smaller than the maximum MINIX drawdown of -51.72%. Use the drawdown chart below to compare losses from any high point for MFWIX and MINIX.


Loading graphics...

Drawdown Indicators


MFWIXMINIXDifference

Max Drawdown

Largest peak-to-trough decline

-33.01%

-51.72%

+18.71%

Max Drawdown (1Y)

Largest decline over 1 year

-6.85%

-12.42%

+5.57%

Max Drawdown (5Y)

Largest decline over 5 years

-20.22%

-36.78%

+16.56%

Max Drawdown (10Y)

Largest decline over 10 years

-23.36%

-36.78%

+13.42%

Current Drawdown

Current decline from peak

-6.50%

-11.89%

+5.39%

Average Drawdown

Average peak-to-trough decline

-3.83%

-8.64%

+4.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

3.13%

-1.39%

Volatility

MFWIX vs. MINIX - Volatility Comparison

The current volatility for MFS Global Total Return Fund Class I (MFWIX) is 3.04%, while MFS International Intrinsic Value Fund Class I (MINIX) has a volatility of 5.98%. This indicates that MFWIX experiences smaller price fluctuations and is considered to be less risky than MINIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MFWIXMINIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

5.98%

-2.94%

Volatility (6M)

Calculated over the trailing 6-month period

5.25%

10.11%

-4.86%

Volatility (1Y)

Calculated over the trailing 1-year period

8.85%

15.74%

-6.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.09%

16.45%

-7.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.60%

15.52%

-5.92%