MFWTX vs. COSZX

In the year-to-date period, MFWTX achieves a 4.52% return, which is significantly lower than COSZX's 16.83% return. Over the past 10 years, MFWTX has underperformed COSZX with an annualized return of 1.82%, while COSZX has yielded a comparatively higher 5.64% annualized return.

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MFWTX has a 1.09% expense ratio, which is higher than COSZX's 0.90% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for MFS Global Total Return Fund (MFWTX) and Columbia Overseas Value Fund (COSZX). 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.

The current MFWTX Sharpe Ratio is -0.07, which is lower than the COSZX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of MFWTX and COSZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MFWTX's dividend yield for the trailing twelve months is around 2.06%, less than COSZX's 4.60% yield.

The maximum MFWTX drawdown since its inception was -31.49%, smaller than the maximum COSZX drawdown of -61.80%. Use the drawdown chart below to compare losses from any high point for MFWTX and COSZX. For additional features, visit the drawdowns tool.

The current volatility for MFS Global Total Return Fund (MFWTX) is 2.30%, while Columbia Overseas Value Fund (COSZX) has a volatility of 3.83%. This indicates that MFWTX experiences smaller price fluctuations and is considered to be less risky than COSZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.