MFWTX vs. IPIRX
Compare and contrast key facts about MFS Global Total Return Fund (MFWTX) and Voya Global Perspectives Portfolio (IPIRX).
MFWTX is managed by MFS. It was launched on Sep 3, 1990. IPIRX is managed by Voya. It was launched on Apr 30, 2013.
Performance
MFWTX vs. IPIRX - Performance Comparison
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MFWTX vs. IPIRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
MFWTX
IPIRX
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.
| MFWTX | IPIRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 1.02 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.74 | 1.52 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 0.98 | +0.59 |
Martin ratioReturn relative to average drawdown | 6.15 | 4.41 | +1.74 |
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 | IPIRX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| MFWTX | IPIRX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.45% | -7.88% | +1.43% |
Average DrawdownAverage peak-to-trough decline | -3.56% | -4.89% | +1.33% |
Ulcer IndexDepth 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
| MFWTX | IPIRX | Difference | |
|---|---|---|---|
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% |