MFWTX vs. CAIBX
Compare and contrast key facts about MFS Global Total Return Fund (MFWTX) and American Funds Capital Income Builder Class A (CAIBX).
MFWTX is managed by MFS. It was launched on Sep 3, 1990. CAIBX is managed by American Funds. It was launched on Jul 30, 1987.
Performance
MFWTX vs. CAIBX - Performance Comparison
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MFWTX vs. CAIBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFWTX MFS Global Total Return Fund | 0.98% | 15.48% | 3.92% | 10.29% | -10.86% | 8.31% | 9.35% | 18.25% | -7.19% | 14.77% |
CAIBX American Funds Capital Income Builder Class A | 1.65% | 20.39% | 10.24% | 8.95% | -7.14% | 14.99% | 3.20% | 17.23% | -7.28% | 13.99% |
Returns By Period
In the year-to-date period, MFWTX achieves a 0.98% return, which is significantly lower than CAIBX's 1.65% return. Over the past 10 years, MFWTX has underperformed CAIBX with an annualized return of 6.10%, while CAIBX has yielded a comparatively higher 7.54% annualized return.
MFWTX
- 1D
- 1.39%
- 1M
- -4.37%
- YTD
- 0.98%
- 6M
- 3.14%
- 1Y
- 12.67%
- 3Y*
- 9.16%
- 5Y*
- 4.68%
- 10Y*
- 6.10%
CAIBX
- 1D
- 1.50%
- 1M
- -4.13%
- YTD
- 1.65%
- 6M
- 4.25%
- 1Y
- 16.20%
- 3Y*
- 12.93%
- 5Y*
- 8.22%
- 10Y*
- 7.54%
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MFWTX vs. CAIBX - Expense Ratio Comparison
MFWTX has a 1.09% expense ratio, which is higher than CAIBX's 0.59% expense ratio.
Return for Risk
MFWTX vs. CAIBX — Risk / Return Rank
MFWTX
CAIBX
MFWTX vs. CAIBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global Total Return Fund (MFWTX) and American Funds Capital Income Builder Class A (CAIBX). 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.
| MFWTX | CAIBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.43 | 1.62 | -0.20 |
Sortino ratioReturn per unit of downside risk | 1.96 | 2.20 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.33 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 2.01 | -0.16 |
Martin ratioReturn relative to average drawdown | 7.14 | 9.18 | -2.04 |
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
| MFWTX | CAIBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 1.62 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.83 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.70 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.91 | -0.09 |
Correlation
The correlation between MFWTX and CAIBX is 0.85, 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
MFWTX vs. CAIBX - Dividend Comparison
MFWTX's dividend yield for the trailing twelve months is around 8.33%, more than CAIBX's 7.65% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFWTX MFS Global Total Return Fund | 8.33% | 8.42% | 8.94% | 3.69% | 2.64% | 10.29% | 7.20% | 4.41% | 3.33% | 2.17% | 1.13% | 4.29% |
CAIBX American Funds Capital Income Builder Class A | 7.65% | 7.71% | 5.76% | 3.47% | 3.43% | 3.14% | 3.38% | 4.10% | 3.55% | 4.44% | 3.52% | 3.62% |
Drawdowns
MFWTX vs. CAIBX - Drawdown Comparison
The maximum MFWTX drawdown since its inception was -33.22%, smaller than the maximum CAIBX drawdown of -43.68%. Use the drawdown chart below to compare losses from any high point for MFWTX and CAIBX.
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Drawdown Indicators
| MFWTX | CAIBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.22% | -43.68% | +10.46% |
Max Drawdown (1Y)Largest decline over 1 year | -6.86% | -8.37% | +1.51% |
Max Drawdown (5Y)Largest decline over 5 years | -20.36% | -17.65% | -2.71% |
Max Drawdown (10Y)Largest decline over 10 years | -23.37% | -25.28% | +1.91% |
Current DrawdownCurrent decline from peak | -5.15% | -4.85% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -3.56% | -3.82% | +0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 1.83% | -0.06% |
Volatility
MFWTX vs. CAIBX - Volatility Comparison
The current volatility for MFS Global Total Return Fund (MFWTX) is 3.49%, while American Funds Capital Income Builder Class A (CAIBX) has a volatility of 3.72%. This indicates that MFWTX experiences smaller price fluctuations and is considered to be less risky than CAIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFWTX | CAIBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 3.72% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 5.44% | 6.12% | -0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.93% | 10.19% | -1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.10% | 9.95% | -0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.60% | 10.87% | -1.27% |