MFWTX vs. RAPZX
Compare and contrast key facts about MFS Global Total Return Fund (MFWTX) and Cohen & Steers Real Assets Fund Inc (RAPZX).
MFWTX is managed by MFS. It was launched on Sep 3, 1990. RAPZX is managed by Cohen & Steers. It was launched on Jan 30, 2012.
Performance
MFWTX vs. RAPZX - Performance Comparison
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MFWTX vs. RAPZX - 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% |
RAPZX Cohen & Steers Real Assets Fund Inc | 10.26% | 11.96% | 4.35% | 3.88% | -2.05% | 23.51% | -0.84% | 17.77% | -8.44% | 6.51% |
Returns By Period
In the year-to-date period, MFWTX achieves a -0.40% return, which is significantly lower than RAPZX's 10.26% return. Over the past 10 years, MFWTX has underperformed RAPZX with an annualized return of 5.95%, while RAPZX has yielded a comparatively higher 7.09% 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%
RAPZX
- 1D
- 0.25%
- 1M
- -2.41%
- YTD
- 10.26%
- 6M
- 7.91%
- 1Y
- 16.67%
- 3Y*
- 10.27%
- 5Y*
- 8.74%
- 10Y*
- 7.09%
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MFWTX vs. RAPZX - Expense Ratio Comparison
MFWTX has a 1.09% expense ratio, which is higher than RAPZX's 0.80% expense ratio.
Return for Risk
MFWTX vs. RAPZX — Risk / Return Rank
MFWTX
RAPZX
MFWTX vs. RAPZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global Total Return Fund (MFWTX) and Cohen & Steers Real Assets Fund Inc (RAPZX). 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 | RAPZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 1.41 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.74 | 1.77 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.30 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.94 | -0.37 |
Martin ratioReturn relative to average drawdown | 6.15 | 8.99 | -2.84 |
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 | RAPZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 1.41 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.68 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.56 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.34 | +0.48 |
Correlation
The correlation between MFWTX and RAPZX is 0.74, 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. RAPZX - Dividend Comparison
MFWTX's dividend yield for the trailing twelve months is around 8.45%, more than RAPZX's 1.31% 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% |
RAPZX Cohen & Steers Real Assets Fund Inc | 1.31% | 1.44% | 3.20% | 2.71% | 3.08% | 9.61% | 1.71% | 2.85% | 2.06% | 1.76% | 2.83% | 2.00% |
Drawdowns
MFWTX vs. RAPZX - Drawdown Comparison
The maximum MFWTX drawdown since its inception was -33.22%, which is greater than RAPZX's maximum drawdown of -30.69%. Use the drawdown chart below to compare losses from any high point for MFWTX and RAPZX.
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Drawdown Indicators
| MFWTX | RAPZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.22% | -30.69% | -2.53% |
Max Drawdown (1Y)Largest decline over 1 year | -6.86% | -8.84% | +1.98% |
Max Drawdown (5Y)Largest decline over 5 years | -20.36% | -19.31% | -1.05% |
Max Drawdown (10Y)Largest decline over 10 years | -23.37% | -30.69% | +7.32% |
Current DrawdownCurrent decline from peak | -6.45% | -2.88% | -3.57% |
Average DrawdownAverage peak-to-trough decline | -3.56% | -8.16% | +4.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 1.90% | -0.16% |
Volatility
MFWTX vs. RAPZX - Volatility Comparison
MFS Global Total Return Fund (MFWTX) has a higher volatility of 3.10% compared to Cohen & Steers Real Assets Fund Inc (RAPZX) at 2.90%. This indicates that MFWTX's price experiences larger fluctuations and is considered to be riskier than RAPZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFWTX | RAPZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 2.90% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 5.28% | 9.10% | -3.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.84% | 12.24% | -3.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.08% | 12.86% | -3.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.59% | 12.81% | -3.22% |