MFWTX vs. JNSMX
Compare and contrast key facts about MFS Global Total Return Fund (MFWTX) and Janus Henderson Global Allocation Fund - Moderate (JNSMX).
MFWTX is managed by MFS. It was launched on Sep 3, 1990. JNSMX is managed by Janus Henderson. It was launched on Dec 29, 2005.
Performance
MFWTX vs. JNSMX - Performance Comparison
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MFWTX vs. JNSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFWTX MFS Global Total Return Fund | 1.33% | 15.48% | 3.92% | 10.29% | -10.86% | 8.31% | 9.35% | 18.25% | -7.19% | 14.77% |
JNSMX Janus Henderson Global Allocation Fund - Moderate | -1.34% | 15.72% | 8.87% | 11.71% | -17.38% | 7.25% | 14.46% | 15.62% | -6.57% | 16.27% |
Returns By Period
In the year-to-date period, MFWTX achieves a 1.33% return, which is significantly higher than JNSMX's -1.34% return. Both investments have delivered pretty close results over the past 10 years, with MFWTX having a 6.13% annualized return and JNSMX not far behind at 6.09%.
MFWTX
- 1D
- -0.17%
- 1M
- -2.77%
- YTD
- 1.33%
- 6M
- 2.98%
- 1Y
- 14.14%
- 3Y*
- 9.08%
- 5Y*
- 4.75%
- 10Y*
- 6.13%
JNSMX
- 1D
- -0.08%
- 1M
- -2.58%
- YTD
- -1.34%
- 6M
- -0.02%
- 1Y
- 15.96%
- 3Y*
- 9.61%
- 5Y*
- 3.62%
- 10Y*
- 6.09%
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MFWTX vs. JNSMX - Expense Ratio Comparison
MFWTX has a 1.09% expense ratio, which is higher than JNSMX's 0.25% expense ratio.
Return for Risk
MFWTX vs. JNSMX — Risk / Return Rank
MFWTX
JNSMX
MFWTX vs. JNSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global Total Return Fund (MFWTX) and Janus Henderson Global Allocation Fund - Moderate (JNSMX). 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 | JNSMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.43 | 1.25 | +0.18 |
Sortino ratioReturn per unit of downside risk | 1.97 | 1.79 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.26 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 1.75 | +0.16 |
Martin ratioReturn relative to average drawdown | 7.16 | 7.37 | -0.20 |
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 | JNSMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 1.25 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.35 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.60 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.47 | +0.35 |
Correlation
The correlation between MFWTX and JNSMX is 0.89, 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. JNSMX - Dividend Comparison
MFWTX's dividend yield for the trailing twelve months is around 8.30%, more than JNSMX's 5.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFWTX MFS Global Total Return Fund | 8.30% | 8.42% | 8.94% | 3.69% | 2.64% | 10.29% | 7.20% | 4.41% | 3.33% | 2.17% | 1.13% | 4.29% |
JNSMX Janus Henderson Global Allocation Fund - Moderate | 5.98% | 5.90% | 4.28% | 1.53% | 2.96% | 13.36% | 4.49% | 5.72% | 4.86% | 7.24% | 1.87% | 9.16% |
Drawdowns
MFWTX vs. JNSMX - Drawdown Comparison
The maximum MFWTX drawdown since its inception was -33.22%, smaller than the maximum JNSMX drawdown of -39.85%. Use the drawdown chart below to compare losses from any high point for MFWTX and JNSMX.
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Drawdown Indicators
| MFWTX | JNSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.22% | -39.85% | +6.63% |
Max Drawdown (1Y)Largest decline over 1 year | -6.72% | -7.00% | +0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -20.36% | -25.15% | +4.79% |
Max Drawdown (10Y)Largest decline over 10 years | -23.37% | -25.15% | +1.78% |
Current DrawdownCurrent decline from peak | -4.82% | -4.62% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -3.56% | -5.98% | +2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 1.86% | -0.04% |
Volatility
MFWTX vs. JNSMX - Volatility Comparison
The current volatility for MFS Global Total Return Fund (MFWTX) is 3.28%, while Janus Henderson Global Allocation Fund - Moderate (JNSMX) has a volatility of 4.16%. This indicates that MFWTX experiences smaller price fluctuations and is considered to be less risky than JNSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFWTX | JNSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 4.16% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 5.45% | 6.62% | -1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.94% | 10.65% | -1.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.09% | 10.36% | -1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.60% | 10.11% | -0.51% |