MWEBX vs. MFWIX
Compare and contrast key facts about MFS Global Equity Fund (MWEBX) and MFS Global Total Return Fund Class I (MFWIX).
MWEBX is managed by MFS. It was launched on Dec 28, 1986. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
MWEBX vs. MFWIX - Performance Comparison
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MWEBX vs. MFWIX - 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% |
MFWIX MFS Global Total Return Fund Class I | 0.94% | 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, MWEBX achieves a -8.34% return, which is significantly lower than MFWIX's 0.94% return. Over the past 10 years, MWEBX has outperformed MFWIX with an annualized return of 8.55%, while MFWIX has yielded a comparatively lower 6.34% 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%
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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MWEBX vs. MFWIX - Expense Ratio Comparison
MWEBX has a 1.90% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
MWEBX vs. MFWIX — Risk / Return Rank
MWEBX
MFWIX
MWEBX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global Equity Fund (MWEBX) 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.
| MWEBX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.14 | 1.44 | -1.30 |
Sortino ratioReturn per unit of downside risk | 0.30 | 1.99 | -1.69 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.28 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 0.14 | 1.89 | -1.75 |
Martin ratioReturn relative to average drawdown | 0.52 | 7.31 | -6.79 |
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 | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 1.44 | -1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.54 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.66 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.71 | -0.20 |
Correlation
The correlation between MWEBX and MFWIX is 0.91, 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. MFWIX - Dividend Comparison
MWEBX's dividend yield for the trailing twelve months is around 26.33%, more than MFWIX's 8.68% 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% |
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
MWEBX vs. MFWIX - Drawdown Comparison
The maximum MWEBX drawdown since its inception was -52.31%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for MWEBX and MFWIX.
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Drawdown Indicators
| MWEBX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.31% | -33.01% | -19.30% |
Max Drawdown (1Y)Largest decline over 1 year | -13.43% | -6.85% | -6.58% |
Max Drawdown (5Y)Largest decline over 5 years | -28.70% | -20.22% | -8.48% |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | -23.36% | -10.55% |
Current DrawdownCurrent decline from peak | -10.81% | -5.18% | -5.63% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -3.83% | -4.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 1.77% | +1.75% |
Volatility
MWEBX vs. MFWIX - Volatility Comparison
MFS Global Equity Fund (MWEBX) has a higher volatility of 5.40% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.44%. This indicates that MWEBX'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
| MWEBX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 3.44% | +1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 5.43% | +3.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.45% | 8.94% | +6.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.94% | 9.11% | +7.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.12% | 9.61% | +7.51% |