MWOFX vs. JPRE
Compare and contrast key facts about MFS Global Growth Fund (MWOFX) and JPMorgan Realty Income ETF (JPRE).
MWOFX is managed by MFS. It was launched on Nov 17, 1993. JPRE is an actively managed fund by JPMorgan. It was launched on Dec 31, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MWOFX or JPRE.
Performance
MWOFX vs. JPRE - Performance Comparison
Returns By Period
In the year-to-date period, MWOFX achieves a 12.92% return, which is significantly lower than JPRE's 13.88% return.
MWOFX
12.92%
-0.54%
4.39%
15.69%
6.83%
7.04%
JPRE
13.88%
-0.94%
20.29%
25.24%
N/A
N/A
Key characteristics
| MWOFX | JPRE | |
|---|---|---|
| Sharpe Ratio | 1.37 | 1.65 |
| Sortino Ratio | 1.93 | 2.32 |
| Omega Ratio | 1.24 | 1.29 |
| Calmar Ratio | 1.04 | 1.78 |
| Martin Ratio | 7.90 | 6.43 |
| Ulcer Index | 1.98% | 3.93% |
| Daily Std Dev | 11.47% | 15.26% |
| Max Drawdown | -53.92% | -23.84% |
| Current Drawdown | -1.94% | -2.26% |
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MWOFX vs. JPRE - Expense Ratio Comparison
MWOFX has a 1.22% expense ratio, which is higher than JPRE's 0.50% expense ratio.
Correlation
The correlation between MWOFX and JPRE is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
MWOFX vs. JPRE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global Growth Fund (MWOFX) and JPMorgan Realty Income ETF (JPRE). 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. JPRE - Dividend Comparison
MWOFX's dividend yield for the trailing twelve months is around 0.03%, less than JPRE's 2.16% 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% |
JPRE JPMorgan Realty Income ETF | 2.16% | 3.26% | 10.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MWOFX vs. JPRE - Drawdown Comparison
The maximum MWOFX drawdown since its inception was -53.92%, which is greater than JPRE's maximum drawdown of -23.84%. Use the drawdown chart below to compare losses from any high point for MWOFX and JPRE. For additional features, visit the drawdowns tool.
Volatility
MWOFX vs. JPRE - Volatility Comparison
The current volatility for MFS Global Growth Fund (MWOFX) is 3.26%, while JPMorgan Realty Income ETF (JPRE) has a volatility of 4.20%. This indicates that MWOFX experiences smaller price fluctuations and is considered to be less risky than JPRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.