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MFWTX vs. IPIRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MFWTX vs. IPIRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Global Total Return Fund (MFWTX) and Voya Global Perspectives Portfolio (IPIRX). The values are adjusted to include any dividend payments, if applicable.

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MFWTX vs. IPIRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MFWTX
MFS Global Total Return Fund
-0.40%15.48%3.92%10.29%-10.86%8.31%9.35%18.25%-7.19%14.77%
IPIRX
Voya Global Perspectives Portfolio
-3.05%14.21%7.31%10.65%-17.52%6.06%16.10%18.35%-9.87%15.00%

Returns By Period

In the year-to-date period, MFWTX achieves a -0.40% return, which is significantly higher than IPIRX's -3.05% return. Over the past 10 years, MFWTX has outperformed IPIRX with an annualized return of 5.95%, while IPIRX has yielded a comparatively lower 5.44% annualized return.


MFWTX

1D
0.29%
1M
-6.45%
YTD
-0.40%
6M
1.95%
1Y
11.12%
3Y*
8.65%
5Y*
4.51%
10Y*
5.95%

IPIRX

1D
-1.07%
1M
-7.88%
YTD
-3.05%
6M
-1.28%
1Y
10.48%
3Y*
7.95%
5Y*
2.82%
10Y*
5.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MFWTX vs. IPIRX - Expense Ratio Comparison

MFWTX has a 1.09% expense ratio, which is higher than IPIRX's 0.20% expense ratio.


Return for Risk

MFWTX vs. IPIRX — Risk / Return Rank

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

MFWTX
MFWTX Risk / Return Rank: 6868
Overall Rank
MFWTX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
MFWTX Sortino Ratio Rank: 7070
Sortino Ratio Rank
MFWTX Omega Ratio Rank: 6666
Omega Ratio Rank
MFWTX Calmar Ratio Rank: 6868
Calmar Ratio Rank
MFWTX Martin Ratio Rank: 6565
Martin Ratio Rank

IPIRX
IPIRX Risk / Return Rank: 4747
Overall Rank
IPIRX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IPIRX Sortino Ratio Rank: 5555
Sortino Ratio Rank
IPIRX Omega Ratio Rank: 5050
Omega Ratio Rank
IPIRX Calmar Ratio Rank: 3535
Calmar Ratio Rank
IPIRX Martin Ratio Rank: 4242
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.

MFWTX vs. IPIRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Global Total Return Fund (MFWTX) and Voya Global Perspectives Portfolio (IPIRX). 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.


MFWTXIPIRXDifference

Sharpe ratio

Return per unit of total volatility

1.27

1.02

+0.25

Sortino ratio

Return per unit of downside risk

1.74

1.52

+0.22

Omega ratio

Gain probability vs. loss probability

1.25

1.21

+0.04

Calmar ratio

Return relative to maximum drawdown

1.56

0.98

+0.59

Martin ratio

Return relative to average drawdown

6.15

4.41

+1.74

MFWTX vs. IPIRX - Sharpe Ratio Comparison

The current MFWTX Sharpe Ratio is 1.27, which is comparable to the IPIRX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of MFWTX and IPIRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MFWTXIPIRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

1.02

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.27

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.57

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.52

+0.30

Correlation

The correlation between MFWTX and IPIRX is 0.86, 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. IPIRX - Dividend Comparison

MFWTX's dividend yield for the trailing twelve months is around 8.45%, more than IPIRX's 5.82% yield.


TTM20252024202320222021202020192018201720162015
MFWTX
MFS Global Total Return Fund
8.45%8.42%8.94%3.69%2.64%10.29%7.20%4.41%3.33%2.17%1.13%4.29%
IPIRX
Voya Global Perspectives Portfolio
5.82%5.64%3.25%14.65%13.55%6.34%6.25%7.80%1.30%2.78%2.78%7.16%

Drawdowns

MFWTX vs. IPIRX - Drawdown Comparison

The maximum MFWTX drawdown since its inception was -33.22%, which is greater than IPIRX's maximum drawdown of -24.97%. Use the drawdown chart below to compare losses from any high point for MFWTX and IPIRX.


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Drawdown Indicators


MFWTXIPIRXDifference

Max Drawdown

Largest peak-to-trough decline

-33.22%

-24.97%

-8.25%

Max Drawdown (1Y)

Largest decline over 1 year

-6.86%

-7.88%

+1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-20.36%

-24.97%

+4.61%

Max Drawdown (10Y)

Largest decline over 10 years

-23.37%

-24.97%

+1.60%

Current Drawdown

Current decline from peak

-6.45%

-7.88%

+1.43%

Average Drawdown

Average peak-to-trough decline

-3.56%

-4.89%

+1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

1.99%

-0.25%

Volatility

MFWTX vs. IPIRX - Volatility Comparison

The current volatility for MFS Global Total Return Fund (MFWTX) is 3.10%, while Voya Global Perspectives Portfolio (IPIRX) has a volatility of 3.44%. This indicates that MFWTX experiences smaller price fluctuations and is considered to be less risky than IPIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MFWTXIPIRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.10%

3.44%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

5.28%

6.50%

-1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

8.84%

11.05%

-2.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.08%

10.73%

-1.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.59%

9.69%

-0.10%