MGLBX vs. MFWIX
Compare and contrast key facts about Marsico Global Fund (MGLBX) and MFS Global Total Return Fund Class I (MFWIX).
MGLBX is managed by Marsico Investment Fund. It was launched on Jun 28, 2007. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
MGLBX vs. MFWIX - Performance Comparison
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MGLBX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGLBX Marsico Global Fund | -8.05% | 27.15% | 40.57% | 35.38% | -34.54% | 10.96% | 81.92% | 27.18% | -4.50% | 40.25% |
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, MGLBX achieves a -8.05% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, MGLBX has outperformed MFWIX with an annualized return of 17.17%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
MGLBX
- 1D
- -1.37%
- 1M
- -14.07%
- YTD
- -8.05%
- 6M
- -9.54%
- 1Y
- 19.58%
- 3Y*
- 25.35%
- 5Y*
- 9.92%
- 10Y*
- 17.17%
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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MGLBX vs. MFWIX - Expense Ratio Comparison
MGLBX has a 1.45% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
MGLBX vs. MFWIX — Risk / Return Rank
MGLBX
MFWIX
MGLBX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Marsico Global Fund (MGLBX) 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.
| MGLBX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 1.29 | -0.43 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.77 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | 1.59 | -0.50 |
Martin ratioReturn relative to average drawdown | 4.57 | 6.26 | -1.69 |
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
| MGLBX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.29 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.52 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.65 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.71 | -0.19 |
Correlation
The correlation between MGLBX and MFWIX is 0.74, 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
MGLBX vs. MFWIX - Dividend Comparison
MGLBX's dividend yield for the trailing twelve months is around 13.19%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGLBX Marsico Global Fund | 13.19% | 12.13% | 3.42% | 1.98% | 4.37% | 17.97% | 24.53% | 0.00% | 1.16% | 9.25% | 0.00% | 11.04% |
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
MGLBX vs. MFWIX - Drawdown Comparison
The maximum MGLBX drawdown since its inception was -59.60%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for MGLBX and MFWIX.
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Drawdown Indicators
| MGLBX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.60% | -33.01% | -26.59% |
Max Drawdown (1Y)Largest decline over 1 year | -14.92% | -6.85% | -8.07% |
Max Drawdown (5Y)Largest decline over 5 years | -43.08% | -20.22% | -22.86% |
Max Drawdown (10Y)Largest decline over 10 years | -43.08% | -23.36% | -19.72% |
Current DrawdownCurrent decline from peak | -14.92% | -6.50% | -8.42% |
Average DrawdownAverage peak-to-trough decline | -11.65% | -3.83% | -7.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 1.74% | +1.82% |
Volatility
MGLBX vs. MFWIX - Volatility Comparison
Marsico Global Fund (MGLBX) has a higher volatility of 7.80% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that MGLBX'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
| MGLBX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.80% | 3.04% | +4.76% |
Volatility (6M)Calculated over the trailing 6-month period | 13.89% | 5.25% | +8.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.06% | 8.85% | +13.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.62% | 9.09% | +12.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.82% | 9.60% | +13.22% |