MGFAX vs. MFWIX
Compare and contrast key facts about MassMutual Global Fund (MGFAX) and MFS Global Total Return Fund Class I (MFWIX).
MGFAX is managed by MassMutual. It was launched on Dec 30, 2004. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
MGFAX vs. MFWIX - Performance Comparison
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MGFAX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGFAX MassMutual Global Fund | -13.50% | 14.37% | 15.01% | 33.87% | -32.08% | 19.60% | 27.18% | 30.67% | -14.19% | 35.30% |
MFWIX MFS Global Total Return Fund Class I | -0.47% | 15.70% | 4.25% | 10.52% | -10.62% | 8.59% | 9.63% | 18.49% | -6.96% | 15.00% |
Returns By Period
In the year-to-date period, MGFAX achieves a -13.50% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, MGFAX has outperformed MFWIX with an annualized return of 9.83%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
MGFAX
- 1D
- -0.48%
- 1M
- -10.80%
- YTD
- -13.50%
- 6M
- -10.60%
- 1Y
- 4.81%
- 3Y*
- 10.23%
- 5Y*
- 4.17%
- 10Y*
- 9.83%
MFWIX
- 1D
- 0.24%
- 1M
- -6.50%
- YTD
- -0.47%
- 6M
- 2.00%
- 1Y
- 11.28%
- 3Y*
- 8.88%
- 5Y*
- 4.75%
- 10Y*
- 6.19%
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MGFAX vs. MFWIX - Expense Ratio Comparison
MGFAX has a 1.41% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
MGFAX vs. MFWIX — Risk / Return Rank
MGFAX
MFWIX
MGFAX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MassMutual Global Fund (MGFAX) and MFS Global Total Return Fund Class I (MFWIX). 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.
| MGFAX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.23 | 1.29 | -1.05 |
Sortino ratioReturn per unit of downside risk | 0.47 | 1.77 | -1.30 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.25 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.13 | 1.59 | -1.46 |
Martin ratioReturn relative to average drawdown | 0.49 | 6.26 | -5.77 |
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
| MGFAX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | 1.29 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.52 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.65 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.71 | -0.43 |
Correlation
The correlation between MGFAX and MFWIX 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
MGFAX vs. MFWIX - Dividend Comparison
MGFAX's dividend yield for the trailing twelve months is around 50.47%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGFAX MassMutual Global Fund | 50.47% | 43.66% | 16.85% | 30.43% | 28.11% | 15.89% | 5.05% | 0.36% | 27.78% | 12.10% | 3.75% | 8.25% |
MFWIX MFS Global Total Return Fund Class I | 8.81% | 8.77% | 9.36% | 3.98% | 2.94% | 10.71% | 7.53% | 4.70% | 3.64% | 2.36% | 1.40% | 4.59% |
Drawdowns
MGFAX vs. MFWIX - Drawdown Comparison
The maximum MGFAX drawdown since its inception was -62.06%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for MGFAX and MFWIX.
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Drawdown Indicators
| MGFAX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.06% | -33.01% | -29.05% |
Max Drawdown (1Y)Largest decline over 1 year | -16.38% | -6.85% | -9.53% |
Max Drawdown (5Y)Largest decline over 5 years | -46.09% | -20.22% | -25.87% |
Max Drawdown (10Y)Largest decline over 10 years | -46.09% | -23.36% | -22.73% |
Current DrawdownCurrent decline from peak | -16.38% | -6.50% | -9.88% |
Average DrawdownAverage peak-to-trough decline | -13.68% | -3.83% | -9.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.27% | 1.74% | +2.53% |
Volatility
MGFAX vs. MFWIX - Volatility Comparison
MassMutual Global Fund (MGFAX) has a higher volatility of 5.70% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that MGFAX's price experiences larger fluctuations and is considered to be riskier than MFWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGFAX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.70% | 3.04% | +2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 11.79% | 5.25% | +6.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.57% | 8.85% | +10.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.39% | 9.09% | +24.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.51% | 9.60% | +17.91% |