MFWTX vs. MINIX
Compare and contrast key facts about MFS Global Total Return Fund (MFWTX) and MFS International Intrinsic Value Fund Class I (MINIX).
MFWTX is managed by MFS. It was launched on Sep 3, 1990. MINIX is managed by MFS.
Performance
MFWTX vs. MINIX - Performance Comparison
Loading graphics...
MFWTX vs. MINIX - 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% |
MINIX MFS International Intrinsic Value Fund Class I | -3.26% | 33.06% | 7.35% | 18.04% | -23.05% | 10.55% | 20.45% | 25.90% | -9.02% | 27.14% |
Returns By Period
In the year-to-date period, MFWTX achieves a -0.40% return, which is significantly higher than MINIX's -3.26% return. Over the past 10 years, MFWTX has underperformed MINIX with an annualized return of 5.95%, while MINIX has yielded a comparatively higher 9.57% 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%
MINIX
- 1D
- 0.33%
- 1M
- -11.89%
- YTD
- -3.26%
- 6M
- 0.71%
- 1Y
- 18.67%
- 3Y*
- 14.36%
- 5Y*
- 7.15%
- 10Y*
- 9.57%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MFWTX vs. MINIX - Expense Ratio Comparison
MFWTX has a 1.09% expense ratio, which is higher than MINIX's 0.72% expense ratio.
Return for Risk
MFWTX vs. MINIX — Risk / Return Rank
MFWTX
MINIX
MFWTX vs. MINIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global Total Return Fund (MFWTX) and MFS International Intrinsic Value Fund Class I (MINIX). 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 | MINIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 1.12 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.74 | 1.52 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.22 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.33 | +0.24 |
Martin ratioReturn relative to average drawdown | 6.15 | 5.28 | +0.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MFWTX | MINIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 1.12 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.44 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.62 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.55 | +0.27 |
Correlation
The correlation between MFWTX and MINIX 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. MINIX - Dividend Comparison
MFWTX's dividend yield for the trailing twelve months is around 8.45%, more than MINIX's 8.03% 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% |
MINIX MFS International Intrinsic Value Fund Class I | 8.03% | 7.77% | 12.02% | 11.21% | 13.90% | 7.25% | 5.25% | 3.94% | 4.49% | 2.62% | 1.82% | 3.20% |
Drawdowns
MFWTX vs. MINIX - Drawdown Comparison
The maximum MFWTX drawdown since its inception was -33.22%, smaller than the maximum MINIX drawdown of -51.72%. Use the drawdown chart below to compare losses from any high point for MFWTX and MINIX.
Loading graphics...
Drawdown Indicators
| MFWTX | MINIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.22% | -51.72% | +18.50% |
Max Drawdown (1Y)Largest decline over 1 year | -6.86% | -12.42% | +5.56% |
Max Drawdown (5Y)Largest decline over 5 years | -20.36% | -36.78% | +16.42% |
Max Drawdown (10Y)Largest decline over 10 years | -23.37% | -36.78% | +13.41% |
Current DrawdownCurrent decline from peak | -6.45% | -11.89% | +5.44% |
Average DrawdownAverage peak-to-trough decline | -3.56% | -8.64% | +5.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 3.13% | -1.39% |
Volatility
MFWTX vs. MINIX - Volatility Comparison
The current volatility for MFS Global Total Return Fund (MFWTX) is 3.10%, while MFS International Intrinsic Value Fund Class I (MINIX) has a volatility of 5.98%. This indicates that MFWTX experiences smaller price fluctuations and is considered to be less risky than MINIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MFWTX | MINIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 5.98% | -2.88% |
Volatility (6M)Calculated over the trailing 6-month period | 5.28% | 10.11% | -4.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.84% | 15.74% | -6.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.08% | 16.45% | -7.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.59% | 15.52% | -5.93% |