MWEBX vs. MFEIX
Compare and contrast key facts about MFS Global Equity Fund (MWEBX) and MFS Growth I (MFEIX).
MWEBX is managed by MFS. It was launched on Dec 28, 1986. MFEIX is managed by MFS. It was launched on Jul 10, 1997.
Performance
MWEBX vs. MFEIX - Performance Comparison
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MWEBX vs. MFEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MWEBX MFS Global Equity Fund | -10.65% | 12.70% | 22.16% | 13.48% | -18.53% | 16.15% | 13.03% | 29.23% | -10.51% | 22.63% |
MFEIX MFS Growth I | -10.32% | 12.34% | 49.67% | 36.15% | -31.14% | 23.59% | 31.65% | 37.69% | 2.30% | 30.86% |
Returns By Period
The year-to-date returns for both investments are quite close, with MWEBX having a -10.65% return and MFEIX slightly higher at -10.32%. Over the past 10 years, MWEBX has underperformed MFEIX with an annualized return of 8.27%, while MFEIX has yielded a comparatively higher 15.88% annualized return.
MWEBX
- 1D
- 0.43%
- 1M
- -10.96%
- YTD
- -10.65%
- 6M
- -7.84%
- 1Y
- -0.43%
- 3Y*
- 9.28%
- 5Y*
- 4.99%
- 10Y*
- 8.27%
MFEIX
- 1D
- 3.82%
- 1M
- -5.75%
- YTD
- -10.32%
- 6M
- -10.97%
- 1Y
- 9.60%
- 3Y*
- 22.85%
- 5Y*
- 11.27%
- 10Y*
- 15.88%
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MWEBX vs. MFEIX - Expense Ratio Comparison
MWEBX has a 1.90% expense ratio, which is higher than MFEIX's 0.60% expense ratio.
Return for Risk
MWEBX vs. MFEIX — Risk / Return Rank
MWEBX
MFEIX
MWEBX vs. MFEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global Equity Fund (MWEBX) and MFS Growth I (MFEIX). 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 | MFEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.05 | 0.49 | -0.54 |
Sortino ratioReturn per unit of downside risk | 0.04 | 0.85 | -0.81 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.12 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | -0.15 | 0.61 | -0.76 |
Martin ratioReturn relative to average drawdown | -0.59 | 2.06 | -2.65 |
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 | MFEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.05 | 0.49 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.52 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.75 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.42 | +0.09 |
Correlation
The correlation between MWEBX and MFEIX is 0.76, 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. MFEIX - Dividend Comparison
MWEBX's dividend yield for the trailing twelve months is around 27.01%, more than MFEIX's 16.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MWEBX MFS Global Equity Fund | 27.01% | 24.13% | 28.50% | 8.83% | 9.68% | 5.33% | 2.09% | 1.46% | 5.42% | 2.16% | 0.85% | 1.19% |
MFEIX MFS Growth I | 16.72% | 14.99% | 25.47% | 4.86% | 1.05% | 2.76% | 3.57% | 1.57% | 3.78% | 2.50% | 1.61% | 3.65% |
Drawdowns
MWEBX vs. MFEIX - Drawdown Comparison
The maximum MWEBX drawdown since its inception was -52.31%, smaller than the maximum MFEIX drawdown of -72.24%. Use the drawdown chart below to compare losses from any high point for MWEBX and MFEIX.
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Drawdown Indicators
| MWEBX | MFEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.31% | -72.24% | +19.93% |
Max Drawdown (1Y)Largest decline over 1 year | -13.43% | -17.30% | +3.87% |
Max Drawdown (5Y)Largest decline over 5 years | -28.70% | -36.11% | +7.41% |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | -36.11% | +2.20% |
Current DrawdownCurrent decline from peak | -13.06% | -14.14% | +1.08% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -23.85% | +15.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 5.14% | -1.68% |
Volatility
MWEBX vs. MFEIX - Volatility Comparison
The current volatility for MFS Global Equity Fund (MWEBX) is 4.54%, while MFS Growth I (MFEIX) has a volatility of 6.97%. This indicates that MWEBX experiences smaller price fluctuations and is considered to be less risky than MFEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MWEBX | MFEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 6.97% | -2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 8.69% | 12.65% | -3.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.26% | 21.85% | -6.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.90% | 21.93% | -5.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.10% | 21.20% | -4.10% |