MFWTX vs. PFADX
Compare and contrast key facts about MFS Global Total Return Fund (MFWTX) and PFG BNY Mellon Diversifier Strategy Fund (PFADX).
MFWTX is managed by MFS. It was launched on Sep 3, 1990. PFADX is managed by The Pacific Financial Group. It was launched on Dec 10, 2017.
Performance
MFWTX vs. PFADX - Performance Comparison
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MFWTX vs. PFADX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFWTX MFS Global Total Return Fund | 0.98% | 15.48% | 3.92% | 10.29% | -10.86% | 8.31% | 9.35% | 18.25% | -7.19% | 0.22% |
PFADX PFG BNY Mellon Diversifier Strategy Fund | 1.64% | 7.07% | 2.13% | 3.69% | -9.50% | 3.85% | 7.25% | 8.16% | -5.20% | 0.00% |
Returns By Period
In the year-to-date period, MFWTX achieves a 0.98% return, which is significantly lower than PFADX's 1.64% return.
MFWTX
- 1D
- 1.39%
- 1M
- -4.37%
- YTD
- 0.98%
- 6M
- 3.14%
- 1Y
- 12.67%
- 3Y*
- 9.16%
- 5Y*
- 4.68%
- 10Y*
- 6.10%
PFADX
- 1D
- 0.81%
- 1M
- -2.36%
- YTD
- 1.64%
- 6M
- 2.77%
- 1Y
- 7.10%
- 3Y*
- 4.39%
- 5Y*
- 1.46%
- 10Y*
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MFWTX vs. PFADX - Expense Ratio Comparison
MFWTX has a 1.09% expense ratio, which is lower than PFADX's 2.05% expense ratio.
Return for Risk
MFWTX vs. PFADX — Risk / Return Rank
MFWTX
PFADX
MFWTX vs. PFADX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global Total Return Fund (MFWTX) and PFG BNY Mellon Diversifier Strategy Fund (PFADX). 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 | PFADX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.43 | 1.49 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.96 | 1.97 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.29 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 1.77 | +0.08 |
Martin ratioReturn relative to average drawdown | 7.14 | 6.36 | +0.79 |
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 | PFADX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 1.49 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.25 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.39 | +0.44 |
Correlation
The correlation between MFWTX and PFADX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MFWTX vs. PFADX - Dividend Comparison
MFWTX's dividend yield for the trailing twelve months is around 8.33%, more than PFADX's 2.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MFWTX MFS Global Total Return Fund | 8.33% | 8.42% | 8.94% | 3.69% | 2.64% | 10.29% | 7.20% | 4.41% | 3.33% | 2.17% | 1.13% | 4.29% |
PFADX PFG BNY Mellon Diversifier Strategy Fund | 2.42% | 2.46% | 2.89% | 1.04% | 5.33% | 3.46% | 0.08% | 1.51% | 0.91% | 0.52% | 0.00% | 0.00% |
Drawdowns
MFWTX vs. PFADX - Drawdown Comparison
The maximum MFWTX drawdown since its inception was -33.22%, which is greater than PFADX's maximum drawdown of -16.64%. Use the drawdown chart below to compare losses from any high point for MFWTX and PFADX.
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Drawdown Indicators
| MFWTX | PFADX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.22% | -16.64% | -16.58% |
Max Drawdown (1Y)Largest decline over 1 year | -6.86% | -4.21% | -2.65% |
Max Drawdown (5Y)Largest decline over 5 years | -20.36% | -16.64% | -3.72% |
Max Drawdown (10Y)Largest decline over 10 years | -23.37% | — | — |
Current DrawdownCurrent decline from peak | -5.15% | -2.65% | -2.50% |
Average DrawdownAverage peak-to-trough decline | -3.56% | -5.38% | +1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 1.17% | +0.60% |
Volatility
MFWTX vs. PFADX - Volatility Comparison
MFS Global Total Return Fund (MFWTX) has a higher volatility of 3.49% compared to PFG BNY Mellon Diversifier Strategy Fund (PFADX) at 2.05%. This indicates that MFWTX's price experiences larger fluctuations and is considered to be riskier than PFADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFWTX | PFADX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 2.05% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 5.44% | 3.16% | +2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.93% | 5.00% | +3.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.10% | 5.86% | +3.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.60% | 5.55% | +4.05% |