MWEBX vs. VTSNX
Compare and contrast key facts about MFS Global Equity Fund (MWEBX) and Vanguard Total International Stock Index Fund Institutional Shares (VTSNX).
MWEBX is managed by MFS. It was launched on Dec 28, 1986. VTSNX is managed by Vanguard. It was launched on Nov 29, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MWEBX or VTSNX.
Performance
MWEBX vs. VTSNX - Performance Comparison
Returns By Period
In the year-to-date period, MWEBX achieves a 6.19% return, which is significantly higher than VTSNX's 5.78% return. Over the past 10 years, MWEBX has underperformed VTSNX with an annualized return of 2.88%, while VTSNX has yielded a comparatively higher 4.79% annualized return.
MWEBX
6.19%
-4.45%
0.30%
4.07%
0.51%
2.88%
VTSNX
5.78%
-4.91%
-1.78%
13.35%
5.22%
4.79%
Key characteristics
| MWEBX | VTSNX | |
|---|---|---|
| Sharpe Ratio | 0.37 | 1.07 |
| Sortino Ratio | 0.53 | 1.54 |
| Omega Ratio | 1.08 | 1.19 |
| Calmar Ratio | 0.17 | 1.06 |
| Martin Ratio | 1.01 | 5.56 |
| Ulcer Index | 4.68% | 2.32% |
| Daily Std Dev | 12.64% | 12.06% |
| Max Drawdown | -51.36% | -35.78% |
| Current Drawdown | -22.23% | -7.60% |
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MWEBX vs. VTSNX - Expense Ratio Comparison
MWEBX has a 1.90% expense ratio, which is higher than VTSNX's 0.08% expense ratio.
Correlation
The correlation between MWEBX and VTSNX 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.
Risk-Adjusted Performance
MWEBX vs. VTSNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global Equity Fund (MWEBX) and Vanguard Total International Stock Index Fund Institutional Shares (VTSNX). 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.
Dividends
MWEBX vs. VTSNX - Dividend Comparison
MWEBX has not paid dividends to shareholders, while VTSNX's dividend yield for the trailing twelve months is around 3.02%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MWEBX MFS Global Equity Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.25% | 0.32% | 0.03% | 0.00% | 0.06% | 1.12% | 0.99% |
VTSNX Vanguard Total International Stock Index Fund Institutional Shares | 3.02% | 3.24% | 3.08% | 3.08% | 2.13% | 3.07% | 3.19% | 2.75% | 2.95% | 2.86% | 3.42% | 2.72% |
Drawdowns
MWEBX vs. VTSNX - Drawdown Comparison
The maximum MWEBX drawdown since its inception was -51.36%, which is greater than VTSNX's maximum drawdown of -35.78%. Use the drawdown chart below to compare losses from any high point for MWEBX and VTSNX. For additional features, visit the drawdowns tool.
Volatility
MWEBX vs. VTSNX - Volatility Comparison
The current volatility for MFS Global Equity Fund (MWEBX) is 2.84%, while Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) has a volatility of 3.58%. This indicates that MWEBX experiences smaller price fluctuations and is considered to be less risky than VTSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.