MWOFX vs. HYMU
Compare and contrast key facts about MFS Global Growth Fund (MWOFX) and BlackRock High Yield Muni Income Bond ETF (HYMU).
MWOFX is managed by MFS. It was launched on Nov 17, 1993. HYMU is an actively managed fund by BlackRock. It was launched on Mar 16, 2021.
Performance
MWOFX vs. HYMU - Performance Comparison
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MWOFX vs. HYMU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MWOFX MFS Global Growth Fund | -9.21% | 7.17% | 10.68% | 20.63% | -19.28% | 14.79% |
HYMU BlackRock High Yield Muni Income Bond ETF | 0.29% | 2.58% | 6.99% | 9.67% | -15.96% | 6.71% |
Returns By Period
In the year-to-date period, MWOFX achieves a -9.21% return, which is significantly lower than HYMU's 0.29% return.
MWOFX
- 1D
- 2.82%
- 1M
- -6.61%
- YTD
- -9.21%
- 6M
- -8.62%
- 1Y
- 0.58%
- 3Y*
- 6.17%
- 5Y*
- 3.45%
- 10Y*
- 9.82%
HYMU
- 1D
- 0.50%
- 1M
- -1.14%
- YTD
- 0.29%
- 6M
- 1.40%
- 1Y
- 1.57%
- 3Y*
- 5.45%
- 5Y*
- 1.45%
- 10Y*
- —
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MWOFX vs. HYMU - Expense Ratio Comparison
MWOFX has a 1.22% expense ratio, which is higher than HYMU's 0.35% expense ratio.
Return for Risk
MWOFX vs. HYMU — Risk / Return Rank
MWOFX
HYMU
MWOFX vs. HYMU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global Growth Fund (MWOFX) and BlackRock High Yield Muni Income Bond ETF (HYMU). 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.
| MWOFX | HYMU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.05 | 0.20 | -0.15 |
Sortino ratioReturn per unit of downside risk | 0.19 | 0.30 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.07 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.07 | 0.31 | -0.24 |
Martin ratioReturn relative to average drawdown | 0.27 | 1.53 | -1.26 |
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
| MWOFX | HYMU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.05 | 0.20 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.21 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.23 | +0.25 |
Correlation
The correlation between MWOFX and HYMU is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MWOFX vs. HYMU - Dividend Comparison
MWOFX's dividend yield for the trailing twelve months is around 5.97%, more than HYMU's 4.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MWOFX MFS Global Growth Fund | 5.97% | 5.42% | 5.14% | 2.09% | 3.60% | 6.25% | 3.13% | 1.86% | 5.00% | 3.43% | 1.68% | 6.08% |
HYMU BlackRock High Yield Muni Income Bond ETF | 4.51% | 4.55% | 4.35% | 4.35% | 4.01% | 2.97% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MWOFX vs. HYMU - Drawdown Comparison
The maximum MWOFX drawdown since its inception was -56.10%, which is greater than HYMU's maximum drawdown of -22.55%. Use the drawdown chart below to compare losses from any high point for MWOFX and HYMU.
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Drawdown Indicators
| MWOFX | HYMU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.10% | -22.55% | -33.55% |
Max Drawdown (1Y)Largest decline over 1 year | -13.82% | -6.54% | -7.28% |
Max Drawdown (5Y)Largest decline over 5 years | -27.64% | -22.55% | -5.09% |
Max Drawdown (10Y)Largest decline over 10 years | -31.68% | — | — |
Current DrawdownCurrent decline from peak | -11.39% | -1.39% | -10.00% |
Average DrawdownAverage peak-to-trough decline | -11.94% | -6.97% | -4.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 1.37% | +2.40% |
Volatility
MWOFX vs. HYMU - Volatility Comparison
MFS Global Growth Fund (MWOFX) has a higher volatility of 5.35% compared to BlackRock High Yield Muni Income Bond ETF (HYMU) at 1.29%. This indicates that MWOFX's price experiences larger fluctuations and is considered to be riskier than HYMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MWOFX | HYMU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 1.29% | +4.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.17% | 1.81% | +7.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 7.95% | +8.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.74% | 7.08% | +8.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.58% | 7.05% | +9.53% |