MWOFX vs. FZROX
Compare and contrast key facts about MFS Global Growth Fund (MWOFX) and Fidelity ZERO Total Market Index Fund (FZROX).
MWOFX is managed by MFS. It was launched on Nov 17, 1993. FZROX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MWOFX or FZROX.
Performance
MWOFX vs. FZROX - Performance Comparison
Returns By Period
In the year-to-date period, MWOFX achieves a 11.65% return, which is significantly lower than FZROX's 24.85% return.
MWOFX
11.65%
-3.04%
3.26%
15.10%
6.63%
6.98%
FZROX
24.85%
1.42%
12.10%
32.30%
15.13%
N/A
Key characteristics
| MWOFX | FZROX | |
|---|---|---|
| Sharpe Ratio | 1.38 | 2.65 |
| Sortino Ratio | 1.94 | 3.53 |
| Omega Ratio | 1.25 | 1.49 |
| Calmar Ratio | 1.04 | 3.88 |
| Martin Ratio | 8.04 | 16.91 |
| Ulcer Index | 1.97% | 1.97% |
| Daily Std Dev | 11.46% | 12.59% |
| Max Drawdown | -53.92% | -34.96% |
| Current Drawdown | -3.04% | -1.52% |
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MWOFX vs. FZROX - Expense Ratio Comparison
MWOFX has a 1.22% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Correlation
The correlation between MWOFX and FZROX is 0.92, 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
MWOFX vs. FZROX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global Growth Fund (MWOFX) and Fidelity ZERO Total Market Index Fund (FZROX). 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
MWOFX vs. FZROX - Dividend Comparison
MWOFX's dividend yield for the trailing twelve months is around 0.03%, less than FZROX's 1.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MWOFX MFS Global Growth Fund | 0.03% | 0.04% | 0.00% | 0.00% | 0.00% | 0.07% | 0.11% | 0.17% | 0.07% | 0.31% | 4.66% | 3.64% |
FZROX Fidelity ZERO Total Market Index Fund | 1.09% | 1.36% | 1.57% | 1.08% | 1.27% | 1.45% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MWOFX vs. FZROX - Drawdown Comparison
The maximum MWOFX drawdown since its inception was -53.92%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for MWOFX and FZROX. For additional features, visit the drawdowns tool.
Volatility
MWOFX vs. FZROX - Volatility Comparison
The current volatility for MFS Global Growth Fund (MWOFX) is 3.17%, while Fidelity ZERO Total Market Index Fund (FZROX) has a volatility of 4.27%. This indicates that MWOFX experiences smaller price fluctuations and is considered to be less risky than FZROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.