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MWOFX vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MWOFX and FSELX is 0.71, 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.


-0.50.00.51.00.7

Performance

MWOFX vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Global Growth Fund (MWOFX) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember
-2.85%
-8.18%
MWOFX
FSELX

Key characteristics

Sharpe Ratio

MWOFX:

0.42

FSELX:

1.05

Sortino Ratio

MWOFX:

0.62

FSELX:

1.56

Omega Ratio

MWOFX:

1.08

FSELX:

1.19

Calmar Ratio

MWOFX:

0.35

FSELX:

1.56

Martin Ratio

MWOFX:

2.31

FSELX:

4.32

Ulcer Index

MWOFX:

2.28%

FSELX:

8.81%

Daily Std Dev

MWOFX:

12.65%

FSELX:

36.37%

Max Drawdown

MWOFX:

-53.92%

FSELX:

-81.70%

Current Drawdown

MWOFX:

-8.62%

FSELX:

-11.57%

Returns By Period

Over the past 10 years, MWOFX has underperformed FSELX with an annualized return of 6.39%, while FSELX has yielded a comparatively higher 17.03% annualized return.


MWOFX

YTD

0.00%

1M

-7.70%

6M

-2.10%

1Y

5.26%

5Y*

4.52%

10Y*

6.39%

FSELX

YTD

0.00%

1M

-2.39%

6M

-6.19%

1Y

38.02%

5Y*

21.58%

10Y*

17.03%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MWOFX vs. FSELX - Expense Ratio Comparison

MWOFX has a 1.22% expense ratio, which is higher than FSELX's 0.68% expense ratio.


MWOFX
MFS Global Growth Fund
Expense ratio chart for MWOFX: current value at 1.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.22%
Expense ratio chart for FSELX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Risk-Adjusted Performance

MWOFX vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Global Growth Fund (MWOFX) and Fidelity Select Semiconductors Portfolio (FSELX). 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.


Sharpe ratio
The chart of Sharpe ratio for MWOFX, currently valued at 0.42, compared to the broader market-1.000.001.002.003.000.421.05
The chart of Sortino ratio for MWOFX, currently valued at 0.62, compared to the broader market-2.000.002.004.006.008.000.621.56
The chart of Omega ratio for MWOFX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.19
The chart of Calmar ratio for MWOFX, currently valued at 0.35, compared to the broader market0.002.004.006.008.0010.000.351.56
The chart of Martin ratio for MWOFX, currently valued at 2.31, compared to the broader market0.0010.0020.0030.0040.0050.002.314.32
MWOFX
FSELX

The current MWOFX Sharpe Ratio is 0.42, which is lower than the FSELX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of MWOFX and FSELX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember
0.42
1.05
MWOFX
FSELX

Dividends

MWOFX vs. FSELX - Dividend Comparison

Neither MWOFX nor FSELX has paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
MWOFX
MFS Global Growth Fund
0.00%0.04%0.00%0.00%0.00%0.07%0.11%0.17%0.07%0.31%4.66%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%

Drawdowns

MWOFX vs. FSELX - Drawdown Comparison

The maximum MWOFX drawdown since its inception was -53.92%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for MWOFX and FSELX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember
-8.62%
-11.57%
MWOFX
FSELX

Volatility

MWOFX vs. FSELX - Volatility Comparison

The current volatility for MFS Global Growth Fund (MWOFX) is 5.77%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 8.77%. This indicates that MWOFX experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember
5.77%
8.77%
MWOFX
FSELX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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