MWEBX vs. MEIIX
Compare and contrast key facts about MFS Global Equity Fund (MWEBX) and MFS Value Fund Class I (MEIIX).
MWEBX is managed by MFS. It was launched on Dec 28, 1986. MEIIX is managed by MFS. It was launched on Feb 1, 1996.
Performance
MWEBX vs. MEIIX - Performance Comparison
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MWEBX vs. MEIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MWEBX MFS Global Equity Fund | -8.34% | 12.70% | 22.16% | 13.48% | -18.53% | 16.15% | 13.03% | 29.23% | -10.51% | 22.63% |
MEIIX MFS Value Fund Class I | 1.07% | 13.26% | 11.86% | 8.21% | -6.02% | 25.43% | 3.99% | 30.04% | -9.90% | 17.20% |
Returns By Period
In the year-to-date period, MWEBX achieves a -8.34% return, which is significantly lower than MEIIX's 1.07% return. Over the past 10 years, MWEBX has underperformed MEIIX with an annualized return of 8.55%, while MEIIX has yielded a comparatively higher 9.90% annualized return.
MWEBX
- 1D
- 2.59%
- 1M
- -7.33%
- YTD
- -8.34%
- 6M
- -5.94%
- 1Y
- 2.14%
- 3Y*
- 10.21%
- 5Y*
- 5.33%
- 10Y*
- 8.55%
MEIIX
- 1D
- 1.65%
- 1M
- -5.02%
- YTD
- 1.07%
- 6M
- 3.60%
- 1Y
- 10.36%
- 3Y*
- 12.03%
- 5Y*
- 8.36%
- 10Y*
- 9.90%
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MWEBX vs. MEIIX - Expense Ratio Comparison
MWEBX has a 1.90% expense ratio, which is higher than MEIIX's 0.55% expense ratio.
Return for Risk
MWEBX vs. MEIIX — Risk / Return Rank
MWEBX
MEIIX
MWEBX vs. MEIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global Equity Fund (MWEBX) and MFS Value Fund Class I (MEIIX). 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.
| MWEBX | MEIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.14 | 0.69 | -0.55 |
Sortino ratioReturn per unit of downside risk | 0.30 | 1.03 | -0.73 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.15 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.14 | 1.02 | -0.88 |
Martin ratioReturn relative to average drawdown | 0.52 | 4.48 | -3.96 |
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
| MWEBX | MEIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 0.69 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.60 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.60 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.56 | -0.04 |
Correlation
The correlation between MWEBX and MEIIX is 0.83, 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
MWEBX vs. MEIIX - Dividend Comparison
MWEBX's dividend yield for the trailing twelve months is around 26.33%, more than MEIIX's 9.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MWEBX MFS Global Equity Fund | 26.33% | 24.13% | 28.50% | 8.83% | 9.68% | 5.33% | 2.09% | 1.46% | 5.42% | 2.16% | 0.85% | 1.19% |
MEIIX MFS Value Fund Class I | 9.62% | 9.52% | 9.30% | 8.41% | 7.58% | 3.32% | 2.63% | 3.17% | 3.62% | 4.04% | 2.91% | 5.97% |
Drawdowns
MWEBX vs. MEIIX - Drawdown Comparison
The maximum MWEBX drawdown since its inception was -52.31%, roughly equal to the maximum MEIIX drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for MWEBX and MEIIX.
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Drawdown Indicators
| MWEBX | MEIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.31% | -52.64% | +0.33% |
Max Drawdown (1Y)Largest decline over 1 year | -13.43% | -11.10% | -2.33% |
Max Drawdown (5Y)Largest decline over 5 years | -28.70% | -17.58% | -11.12% |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | -36.70% | +2.79% |
Current DrawdownCurrent decline from peak | -10.81% | -5.02% | -5.79% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -6.58% | -1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 2.53% | +0.99% |
Volatility
MWEBX vs. MEIIX - Volatility Comparison
MFS Global Equity Fund (MWEBX) has a higher volatility of 5.40% compared to MFS Value Fund Class I (MEIIX) at 3.64%. This indicates that MWEBX's price experiences larger fluctuations and is considered to be riskier than MEIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MWEBX | MEIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 3.64% | +1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 7.85% | +1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.45% | 14.83% | +0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.94% | 13.92% | +3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.12% | 16.56% | +0.56% |