MGKQX vs. MFWIX
Compare and contrast key facts about Morgan Stanley Global Permanence Portfolio (MGKQX) and MFS Global Total Return Fund Class I (MFWIX).
MGKQX is managed by Morgan Stanley. It was launched on Apr 29, 2019. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
MGKQX vs. MFWIX - Performance Comparison
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MGKQX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MGKQX Morgan Stanley Global Permanence Portfolio | -3.40% | 5.52% | 10.81% | 20.89% | -19.81% | 19.55% | 27.09% | 6.40% |
MFWIX MFS Global Total Return Fund Class I | 0.94% | 15.70% | 4.25% | 10.52% | -10.62% | 8.59% | 9.63% | 8.36% |
Returns By Period
In the year-to-date period, MGKQX achieves a -3.40% return, which is significantly lower than MFWIX's 0.94% return.
MGKQX
- 1D
- 3.56%
- 1M
- -4.75%
- YTD
- -3.40%
- 6M
- -21.98%
- 1Y
- -2.35%
- 3Y*
- 6.27%
- 5Y*
- 4.57%
- 10Y*
- —
MFWIX
- 1D
- 1.42%
- 1M
- -4.39%
- YTD
- 0.94%
- 6M
- 3.21%
- 1Y
- 12.92%
- 3Y*
- 9.39%
- 5Y*
- 4.91%
- 10Y*
- 6.34%
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MGKQX vs. MFWIX - Expense Ratio Comparison
MGKQX has a 0.95% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
MGKQX vs. MFWIX — Risk / Return Rank
MGKQX
MFWIX
MGKQX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Global Permanence Portfolio (MGKQX) 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.
| MGKQX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.06 | 1.44 | -1.51 |
Sortino ratioReturn per unit of downside risk | 0.10 | 1.99 | -1.89 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.28 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | -0.16 | 1.89 | -2.04 |
Martin ratioReturn relative to average drawdown | -0.38 | 7.31 | -7.69 |
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
| MGKQX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.06 | 1.44 | -1.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.54 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.71 | -0.35 |
Correlation
The correlation between MGKQX and MFWIX is 0.79, 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
MGKQX vs. MFWIX - Dividend Comparison
MGKQX has not paid dividends to shareholders, while MFWIX's dividend yield for the trailing twelve months is around 8.68%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGKQX Morgan Stanley Global Permanence Portfolio | 0.00% | 0.00% | 21.29% | 5.29% | 1.80% | 16.33% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MFWIX MFS Global Total Return Fund Class I | 8.68% | 8.77% | 9.36% | 3.98% | 2.94% | 10.71% | 7.53% | 4.70% | 3.64% | 2.36% | 1.40% | 4.59% |
Drawdowns
MGKQX vs. MFWIX - Drawdown Comparison
The maximum MGKQX drawdown since its inception was -33.07%, roughly equal to the maximum MFWIX drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for MGKQX and MFWIX.
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Drawdown Indicators
| MGKQX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.07% | -33.01% | -0.06% |
Max Drawdown (1Y)Largest decline over 1 year | -25.97% | -6.85% | -19.12% |
Max Drawdown (5Y)Largest decline over 5 years | -30.96% | -20.22% | -10.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.36% | — |
Current DrawdownCurrent decline from peak | -23.27% | -5.18% | -18.09% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -3.83% | -4.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.84% | 1.77% | +9.07% |
Volatility
MGKQX vs. MFWIX - Volatility Comparison
Morgan Stanley Global Permanence Portfolio (MGKQX) has a higher volatility of 6.88% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.44%. This indicates that MGKQX'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
| MGKQX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.88% | 3.44% | +3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 24.31% | 5.43% | +18.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.28% | 8.94% | +18.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.62% | 9.11% | +14.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.84% | 9.61% | +14.23% |