MFWTX vs. VOO
Compare and contrast key facts about MFS Global Total Return Fund (MFWTX) and Vanguard S&P 500 ETF (VOO).
MFWTX is managed by MFS. It was launched on Sep 3, 1990. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
MFWTX vs. VOO - Performance Comparison
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MFWTX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, MFWTX achieves a -0.40% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, MFWTX has underperformed VOO with an annualized return of 5.95%, while VOO has yielded a comparatively higher 14.05% 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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MFWTX vs. VOO - Expense Ratio Comparison
MFWTX has a 1.09% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
MFWTX vs. VOO — Risk / Return Rank
MFWTX
VOO
MFWTX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global Total Return Fund (MFWTX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 0.98 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.74 | 1.50 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.23 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.53 | +0.03 |
Martin ratioReturn relative to average drawdown | 6.15 | 7.29 | -1.14 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 0.98 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.70 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.78 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.83 | -0.01 |
Correlation
The correlation between MFWTX and VOO is 0.81, 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. VOO - Dividend Comparison
MFWTX's dividend yield for the trailing twelve months is around 8.45%, more than VOO's 1.19% 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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
MFWTX vs. VOO - Drawdown Comparison
The maximum MFWTX drawdown since its inception was -33.22%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MFWTX and VOO.
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Drawdown Indicators
| MFWTX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.22% | -33.99% | +0.77% |
Max Drawdown (1Y)Largest decline over 1 year | -6.86% | -11.98% | +5.12% |
Max Drawdown (5Y)Largest decline over 5 years | -20.36% | -24.52% | +4.16% |
Max Drawdown (10Y)Largest decline over 10 years | -23.37% | -33.99% | +10.62% |
Current DrawdownCurrent decline from peak | -6.45% | -6.29% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -3.56% | -3.72% | +0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 2.52% | -0.78% |
Volatility
MFWTX vs. VOO - Volatility Comparison
The current volatility for MFS Global Total Return Fund (MFWTX) is 3.10%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that MFWTX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFWTX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 5.29% | -2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 5.28% | 9.44% | -4.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.84% | 18.10% | -9.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.08% | 16.82% | -7.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.59% | 17.99% | -8.40% |