MFWTX vs. SGENX
Compare and contrast key facts about MFS Global Total Return Fund (MFWTX) and First Eagle Global Fund Class A (SGENX).
MFWTX is managed by MFS. It was launched on Sep 3, 1990. SGENX is managed by First Eagle. It was launched on Jan 1, 1979.
Performance
MFWTX vs. SGENX - Performance Comparison
Loading graphics...
MFWTX vs. SGENX - 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% | 14.77% |
SGENX First Eagle Global Fund Class A | 1.73% | 31.62% | 11.78% | 12.77% | -6.46% | 12.20% | 8.33% | 20.16% | -8.46% | 13.48% |
Returns By Period
In the year-to-date period, MFWTX achieves a 0.98% return, which is significantly lower than SGENX's 1.73% return. Over the past 10 years, MFWTX has underperformed SGENX with an annualized return of 6.10%, while SGENX has yielded a comparatively higher 9.90% annualized 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%
SGENX
- 1D
- 2.24%
- 1M
- -7.74%
- YTD
- 1.73%
- 6M
- 7.02%
- 1Y
- 25.05%
- 3Y*
- 16.79%
- 5Y*
- 10.96%
- 10Y*
- 9.90%
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. SGENX - Expense Ratio Comparison
MFWTX has a 1.09% expense ratio, which is lower than SGENX's 1.11% expense ratio.
Return for Risk
MFWTX vs. SGENX — Risk / Return Rank
MFWTX
SGENX
MFWTX vs. SGENX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global Total Return Fund (MFWTX) and First Eagle Global Fund Class A (SGENX). 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 | SGENX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.43 | 1.87 | -0.44 |
Sortino ratioReturn per unit of downside risk | 1.96 | 2.52 | -0.56 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.37 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 2.41 | -0.56 |
Martin ratioReturn relative to average drawdown | 7.14 | 9.92 | -2.78 |
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 | SGENX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 1.87 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.93 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.80 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.97 | -0.14 |
Correlation
The correlation between MFWTX and SGENX is 0.80, 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. SGENX - Dividend Comparison
MFWTX's dividend yield for the trailing twelve months is around 8.33%, less than SGENX's 9.29% 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% |
SGENX First Eagle Global Fund Class A | 9.29% | 9.45% | 5.46% | 3.52% | 4.17% | 6.27% | 2.38% | 5.48% | 6.35% | 4.23% | 4.72% | 1.16% |
Drawdowns
MFWTX vs. SGENX - Drawdown Comparison
The maximum MFWTX drawdown since its inception was -33.22%, smaller than the maximum SGENX drawdown of -37.60%. Use the drawdown chart below to compare losses from any high point for MFWTX and SGENX.
Loading graphics...
Drawdown Indicators
| MFWTX | SGENX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.22% | -37.60% | +4.38% |
Max Drawdown (1Y)Largest decline over 1 year | -6.86% | -10.53% | +3.67% |
Max Drawdown (5Y)Largest decline over 5 years | -20.36% | -19.57% | -0.79% |
Max Drawdown (10Y)Largest decline over 10 years | -23.37% | -27.68% | +4.31% |
Current DrawdownCurrent decline from peak | -5.15% | -8.40% | +3.25% |
Average DrawdownAverage peak-to-trough decline | -3.56% | -3.42% | -0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 2.56% | -0.79% |
Volatility
MFWTX vs. SGENX - Volatility Comparison
The current volatility for MFS Global Total Return Fund (MFWTX) is 3.49%, while First Eagle Global Fund Class A (SGENX) has a volatility of 5.41%. This indicates that MFWTX experiences smaller price fluctuations and is considered to be less risky than SGENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MFWTX | SGENX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 5.41% | -1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 5.44% | 9.10% | -3.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.93% | 13.55% | -4.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.10% | 11.91% | -2.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.60% | 12.46% | -2.86% |