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MWOFX vs. HYMU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MWOFX vs. HYMU

Last updated Jun 5, 2026

MWOFX (MFS Global Growth Fund) and HYMU (BlackRock High Yield Muni Income Bond ETF) are both funds - MWOFX is a Global Equities fund managed by MFS, while HYMU is a High Yield Muni fund actively managed by BlackRock. MWOFX charges 1.22%/yr vs 0.35%/yr for HYMU.

Performance

MWOFX vs. HYMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Global Growth Fund (MWOFX) and BlackRock High Yield Muni Income Bond ETF (HYMU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

MWOFX

1D
-1.29%
1M
0.42%
YTD
-3.39%
6M
-3.00%
1Y
1.87%
3Y*
7.57%
5Y*
3.71%
10Y*
10.31%

HYMU

1D
0.00%
1M
—
YTD
—
6M
—
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

MWOFX vs. HYMU - Yearly Performance Comparison

2026 (YTD)
MWOFX
MFS Global Growth Fund		-0.84%
HYMU
BlackRock High Yield Muni Income Bond ETF		0.00%

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MFS Global Growth Fund

BlackRock High Yield Muni Income Bond ETF

Often compared with MWOFX:
MWOFX vs. FSELXMWOFX vs. JPREMWOFX vs. LVHIMWOFX vs. SGOVMWOFX vs. FZROXMWOFX vs. MGKMWOFX vs. CCRV
Often compared with HYMU:
HYMU vs. FMHIHYMU vs. TFIHYMU vs. PZAHYMU vs. MLNHYMU vs. RVNUHYMU vs. MFLXHYMU vs. QVML

Return for Risk

MWOFX vs. HYMU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MWOFX
MWOFX Risk / Return Rank: 44
Overall Rank
MWOFX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
MWOFX Sortino Ratio Rank: 44
Sortino Ratio Rank
MWOFX Omega Ratio Rank: 44
Omega Ratio Rank
MWOFX Calmar Ratio Rank: 44
Calmar Ratio Rank
MWOFX Martin Ratio Rank: 44
Martin Ratio Rank
HYMU
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

MWOFXHYMUDifference
Sharpe ratioReturn per unit of total volatility
0.19

—

—

Sortino ratioReturn per unit of downside risk
0.34

—

—

Omega ratioGain probability vs. loss probability

1.04

—

—

Calmar ratioReturn relative to maximum drawdown

0.16

—

—

Martin ratioReturn relative to average drawdown

0.51

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MWOFX vs. HYMU - Sharpe Ratio Comparison

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Sharpe Ratios by Period

MWOFXHYMUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.19

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

—

—

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 0.00%. Use the drawdown chart below to compare losses from any high point for MWOFX and HYMU.

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Drawdown Indicators

MWOFXHYMUDifference

Max Drawdown

Largest peak-to-trough decline

-56.10%

0.00%

-56.10%

Max Drawdown (1Y)

Largest decline over 1 year

-13.82%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-16.45%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-27.64%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-31.68%

—

—

Current Drawdown

Current decline from peak

-5.71%

0.00%

-5.71%

Average Drawdown

Average peak-to-trough decline

-11.91%

0.00%

-11.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

—

—

Volatility

MWOFX vs. HYMU - Volatility Comparison

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Volatility by Period

MWOFXHYMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

9.45%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

12.13%

0.00%

+12.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.81%

0.00%

+15.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.62%

0.00%

+16.62%

MWOFX vs. HYMU - Expense Ratio Comparison

MWOFX has a 1.22% expense ratio, which is higher than HYMU's 0.35% expense ratio.

Dividends

MWOFX vs. HYMU - Dividend Comparison

MWOFX's dividend yield for the trailing twelve months is around 5.61%, while HYMU has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
HYMU
BlackRock High Yield Muni Income Bond ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MWOFX
MFS Global Growth Fund		5.61%5.42%5.14%2.09%3.60%6.25%3.13%1.86%5.00%3.43%1.68%6.08%
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