MWEBX vs. MINIX
Compare and contrast key facts about MFS Global Equity Fund (MWEBX) and MFS International Intrinsic Value Fund Class I (MINIX).
MWEBX is managed by MFS. It was launched on Dec 28, 1986. MINIX is managed by MFS.
Performance
MWEBX vs. MINIX - Performance Comparison
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MWEBX vs. MINIX - 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% |
MINIX MFS International Intrinsic Value Fund Class I | -3.26% | 33.06% | 7.35% | 18.04% | -23.05% | 10.55% | 20.45% | 25.90% | -9.02% | 27.14% |
Returns By Period
In the year-to-date period, MWEBX achieves a -10.65% return, which is significantly lower than MINIX's -3.26% return. Over the past 10 years, MWEBX has underperformed MINIX with an annualized return of 8.27%, while MINIX has yielded a comparatively higher 9.57% 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%
MINIX
- 1D
- 0.33%
- 1M
- -11.89%
- YTD
- -3.26%
- 6M
- 0.71%
- 1Y
- 18.67%
- 3Y*
- 14.36%
- 5Y*
- 7.15%
- 10Y*
- 9.57%
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MWEBX vs. MINIX - Expense Ratio Comparison
MWEBX has a 1.90% expense ratio, which is higher than MINIX's 0.72% expense ratio.
Return for Risk
MWEBX vs. MINIX — Risk / Return Rank
MWEBX
MINIX
MWEBX vs. MINIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global Equity Fund (MWEBX) and MFS International Intrinsic Value Fund Class I (MINIX). 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 | MINIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.05 | 1.12 | -1.17 |
Sortino ratioReturn per unit of downside risk | 0.04 | 1.52 | -1.49 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.22 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | -0.15 | 1.33 | -1.48 |
Martin ratioReturn relative to average drawdown | -0.59 | 5.28 | -5.86 |
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 | MINIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.05 | 1.12 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.44 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.62 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.55 | -0.04 |
Correlation
The correlation between MWEBX and MINIX is 0.89, 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. MINIX - Dividend Comparison
MWEBX's dividend yield for the trailing twelve months is around 27.01%, more than MINIX's 8.03% 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% |
MINIX MFS International Intrinsic Value Fund Class I | 8.03% | 7.77% | 12.02% | 11.21% | 13.90% | 7.25% | 5.25% | 3.94% | 4.49% | 2.62% | 1.82% | 3.20% |
Drawdowns
MWEBX vs. MINIX - Drawdown Comparison
The maximum MWEBX drawdown since its inception was -52.31%, roughly equal to the maximum MINIX drawdown of -51.72%. Use the drawdown chart below to compare losses from any high point for MWEBX and MINIX.
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Drawdown Indicators
| MWEBX | MINIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.31% | -51.72% | -0.59% |
Max Drawdown (1Y)Largest decline over 1 year | -13.43% | -12.42% | -1.01% |
Max Drawdown (5Y)Largest decline over 5 years | -28.70% | -36.78% | +8.08% |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | -36.78% | +2.87% |
Current DrawdownCurrent decline from peak | -13.06% | -11.89% | -1.17% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -8.64% | +0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 3.13% | +0.33% |
Volatility
MWEBX vs. MINIX - Volatility Comparison
The current volatility for MFS Global Equity Fund (MWEBX) is 4.54%, while MFS International Intrinsic Value Fund Class I (MINIX) has a volatility of 5.98%. This indicates that MWEBX experiences smaller price fluctuations and is considered to be less risky than MINIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MWEBX | MINIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 5.98% | -1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 8.69% | 10.11% | -1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.26% | 15.74% | -0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.90% | 16.45% | +0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.10% | 15.52% | +1.58% |