MVGIX vs. CWGIX
Compare and contrast key facts about MFS Low Volatility Global Equity Fund (MVGIX) and American Funds Capital World Growth and Income Fund Class A (CWGIX).
MVGIX is managed by MFS. It was launched on Dec 4, 2013. CWGIX is managed by American Funds. It was launched on Mar 26, 1993.
Performance
MVGIX vs. CWGIX - Performance Comparison
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MVGIX vs. CWGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MVGIX MFS Low Volatility Global Equity Fund | -1.45% | 16.30% | 12.64% | 13.71% | -8.21% | 16.84% | 5.47% | 20.59% | -2.40% | 18.49% |
CWGIX American Funds Capital World Growth and Income Fund Class A | -4.19% | 24.68% | 13.85% | 20.55% | -17.32% | 14.74% | 15.31% | 25.32% | -10.60% | 24.55% |
Returns By Period
In the year-to-date period, MVGIX achieves a -1.45% return, which is significantly higher than CWGIX's -4.19% return. Over the past 10 years, MVGIX has underperformed CWGIX with an annualized return of 8.97%, while CWGIX has yielded a comparatively higher 10.27% annualized return.
MVGIX
- 1D
- 0.24%
- 1M
- -8.44%
- YTD
- -1.45%
- 6M
- 0.36%
- 1Y
- 10.67%
- 3Y*
- 12.18%
- 5Y*
- 8.97%
- 10Y*
- 8.97%
CWGIX
- 1D
- -0.47%
- 1M
- -9.84%
- YTD
- -4.19%
- 6M
- -0.07%
- 1Y
- 19.60%
- 3Y*
- 15.56%
- 5Y*
- 8.31%
- 10Y*
- 10.27%
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MVGIX vs. CWGIX - Expense Ratio Comparison
MVGIX has a 0.74% expense ratio, which is lower than CWGIX's 0.75% expense ratio.
Return for Risk
MVGIX vs. CWGIX — Risk / Return Rank
MVGIX
CWGIX
MVGIX vs. CWGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Low Volatility Global Equity Fund (MVGIX) and American Funds Capital World Growth and Income Fund Class A (CWGIX). 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.
| MVGIX | CWGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.23 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.78 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.25 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.57 | -0.38 |
Martin ratioReturn relative to average drawdown | 5.19 | 6.75 | -1.56 |
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
| MVGIX | CWGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.23 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.56 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.65 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.65 | +0.07 |
Correlation
The correlation between MVGIX and CWGIX is 0.85, 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
MVGIX vs. CWGIX - Dividend Comparison
MVGIX's dividend yield for the trailing twelve months is around 11.10%, which matches CWGIX's 11.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MVGIX MFS Low Volatility Global Equity Fund | 11.10% | 10.94% | 7.84% | 1.88% | 3.98% | 9.43% | 1.55% | 2.79% | 4.98% | 1.95% | 1.60% | 1.94% |
CWGIX American Funds Capital World Growth and Income Fund Class A | 11.03% | 10.54% | 7.88% | 3.20% | 2.09% | 6.82% | 1.23% | 2.44% | 7.00% | 6.63% | 4.96% | 3.78% |
Drawdowns
MVGIX vs. CWGIX - Drawdown Comparison
The maximum MVGIX drawdown since its inception was -30.19%, smaller than the maximum CWGIX drawdown of -54.47%. Use the drawdown chart below to compare losses from any high point for MVGIX and CWGIX.
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Drawdown Indicators
| MVGIX | CWGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.19% | -54.47% | +24.28% |
Max Drawdown (1Y)Largest decline over 1 year | -8.65% | -11.08% | +2.43% |
Max Drawdown (5Y)Largest decline over 5 years | -18.01% | -27.18% | +9.17% |
Max Drawdown (10Y)Largest decline over 10 years | -30.19% | -32.00% | +1.81% |
Current DrawdownCurrent decline from peak | -8.44% | -10.52% | +2.08% |
Average DrawdownAverage peak-to-trough decline | -2.89% | -7.16% | +4.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 2.58% | -0.59% |
Volatility
MVGIX vs. CWGIX - Volatility Comparison
The current volatility for MFS Low Volatility Global Equity Fund (MVGIX) is 3.22%, while American Funds Capital World Growth and Income Fund Class A (CWGIX) has a volatility of 5.20%. This indicates that MVGIX experiences smaller price fluctuations and is considered to be less risky than CWGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MVGIX | CWGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 5.20% | -1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 5.74% | 10.06% | -4.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.51% | 15.77% | -5.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.51% | 14.98% | -4.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.38% | 15.94% | -3.56% |