MWEBX vs. RTXAX
Compare and contrast key facts about MFS Global Equity Fund (MWEBX) and Russell Investment Tax-Managed Real Assets Fund (RTXAX).
MWEBX is managed by MFS. It was launched on Dec 28, 1986. RTXAX is managed by BlackRock. It was launched on Jun 9, 2019.
Performance
MWEBX vs. RTXAX - Performance Comparison
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MWEBX vs. RTXAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MWEBX MFS Global Equity Fund | -10.65% | 12.70% | 22.16% | 13.48% | -18.53% | 16.15% | 13.03% | 8.88% |
RTXAX Russell Investment Tax-Managed Real Assets Fund | 11.49% | 13.56% | 1.50% | 7.40% | -11.66% | 26.57% | 3.73% | 6.17% |
Returns By Period
In the year-to-date period, MWEBX achieves a -10.65% return, which is significantly lower than RTXAX's 11.49% 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%
RTXAX
- 1D
- 0.13%
- 1M
- -2.88%
- YTD
- 11.49%
- 6M
- 14.38%
- 1Y
- 24.85%
- 3Y*
- 10.58%
- 5Y*
- 7.43%
- 10Y*
- —
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MWEBX vs. RTXAX - Expense Ratio Comparison
MWEBX has a 1.90% expense ratio, which is higher than RTXAX's 1.33% expense ratio.
Return for Risk
MWEBX vs. RTXAX — Risk / Return Rank
MWEBX
RTXAX
MWEBX vs. RTXAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global Equity Fund (MWEBX) and Russell Investment Tax-Managed Real Assets Fund (RTXAX). 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 | RTXAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.05 | 1.69 | -1.74 |
Sortino ratioReturn per unit of downside risk | 0.04 | 2.24 | -2.20 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.35 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | -0.15 | 1.89 | -2.04 |
Martin ratioReturn relative to average drawdown | -0.59 | 10.79 | -11.37 |
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 | RTXAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.05 | 1.69 | -1.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.47 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.40 | +0.11 |
Correlation
The correlation between MWEBX and RTXAX is 0.77, 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. RTXAX - Dividend Comparison
MWEBX's dividend yield for the trailing twelve months is around 27.01%, more than RTXAX's 2.57% 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% |
RTXAX Russell Investment Tax-Managed Real Assets Fund | 2.57% | 2.86% | 2.05% | 1.98% | 3.11% | 1.74% | 1.71% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MWEBX vs. RTXAX - Drawdown Comparison
The maximum MWEBX drawdown since its inception was -52.31%, which is greater than RTXAX's maximum drawdown of -40.68%. Use the drawdown chart below to compare losses from any high point for MWEBX and RTXAX.
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Drawdown Indicators
| MWEBX | RTXAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.31% | -40.68% | -11.63% |
Max Drawdown (1Y)Largest decline over 1 year | -13.43% | -13.11% | -0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -28.70% | -24.63% | -4.07% |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | — | — |
Current DrawdownCurrent decline from peak | -13.06% | -3.32% | -9.74% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -7.96% | +0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 2.29% | +1.17% |
Volatility
MWEBX vs. RTXAX - Volatility Comparison
MFS Global Equity Fund (MWEBX) has a higher volatility of 4.54% compared to Russell Investment Tax-Managed Real Assets Fund (RTXAX) at 4.12%. This indicates that MWEBX's price experiences larger fluctuations and is considered to be riskier than RTXAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MWEBX | RTXAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 4.12% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 8.69% | 8.24% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.26% | 15.04% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.90% | 15.85% | +1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.10% | 20.26% | -3.16% |