MGGIX vs. MFWIX
Compare and contrast key facts about Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio (MGGIX) and MFS Global Total Return Fund Class I (MFWIX).
MGGIX is managed by T. Rowe Price. It was launched on May 29, 2008. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
MGGIX vs. MFWIX - Performance Comparison
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MGGIX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGGIX Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio | -14.91% | 1.86% | 27.50% | 49.70% | -41.57% | 0.22% | 55.49% | 35.44% | -5.65% | 49.45% |
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, MGGIX achieves a -14.91% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, MGGIX has outperformed MFWIX with an annualized return of 11.61%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
MGGIX
- 1D
- 0.17%
- 1M
- -12.52%
- YTD
- -14.91%
- 6M
- -25.77%
- 1Y
- -12.12%
- 3Y*
- 11.13%
- 5Y*
- -0.39%
- 10Y*
- 11.61%
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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MGGIX vs. MFWIX - Expense Ratio Comparison
MGGIX has a 0.95% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
MGGIX vs. MFWIX — Risk / Return Rank
MGGIX
MFWIX
MGGIX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio (MGGIX) 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.
| MGGIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.52 | 1.29 | -1.81 |
Sortino ratioReturn per unit of downside risk | -0.56 | 1.77 | -2.34 |
Omega ratioGain probability vs. loss probability | 0.92 | 1.25 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | -0.55 | 1.59 | -2.14 |
Martin ratioReturn relative to average drawdown | -1.49 | 6.26 | -7.75 |
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
| MGGIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.52 | 1.29 | -1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.52 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.65 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.71 | -0.23 |
Correlation
The correlation between MGGIX and MFWIX is 0.71, 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
MGGIX vs. MFWIX - Dividend Comparison
MGGIX has not paid dividends to shareholders, while MFWIX's dividend yield for the trailing twelve months is around 8.81%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGGIX Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio | 0.00% | 0.00% | 9.27% | 2.13% | 22.94% | 4.92% | 1.16% | 0.00% | 0.79% | 0.39% | 7.04% | 1.26% |
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
MGGIX vs. MFWIX - Drawdown Comparison
The maximum MGGIX drawdown since its inception was -59.08%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for MGGIX and MFWIX.
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Drawdown Indicators
| MGGIX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.08% | -33.01% | -26.07% |
Max Drawdown (1Y)Largest decline over 1 year | -27.65% | -6.85% | -20.80% |
Max Drawdown (5Y)Largest decline over 5 years | -51.02% | -20.22% | -30.80% |
Max Drawdown (10Y)Largest decline over 10 years | -51.60% | -23.36% | -28.24% |
Current DrawdownCurrent decline from peak | -27.53% | -6.50% | -21.03% |
Average DrawdownAverage peak-to-trough decline | -11.17% | -3.83% | -7.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.18% | 1.74% | +8.44% |
Volatility
MGGIX vs. MFWIX - Volatility Comparison
Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio (MGGIX) has a higher volatility of 7.77% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that MGGIX'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
| MGGIX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.77% | 3.04% | +4.73% |
Volatility (6M)Calculated over the trailing 6-month period | 17.87% | 5.25% | +12.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.52% | 8.85% | +15.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.84% | 9.09% | +16.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.87% | 9.60% | +13.27% |