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

Correlation

The correlation between MWOFX and JPRE is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

MWOFX vs. JPRE - Performance Comparison

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

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Key characteristics

Returns By Period


MWOFX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

JPRE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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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.


Risk-Adjusted Performance

MWOFX vs. JPRE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MWOFX
The Risk-Adjusted Performance Rank of MWOFX is 3636
Overall Rank
The Sharpe Ratio Rank of MWOFX is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of MWOFX is 3636
Sortino Ratio Rank
The Omega Ratio Rank of MWOFX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of MWOFX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of MWOFX is 3838
Martin Ratio Rank

JPRE
The Risk-Adjusted Performance Rank of JPRE is 7878
Overall Rank
The Sharpe Ratio Rank of JPRE is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of JPRE is 7878
Sortino Ratio Rank
The Omega Ratio Rank of JPRE is 7777
Omega Ratio Rank
The Calmar Ratio Rank of JPRE is 8282
Calmar Ratio Rank
The Martin Ratio Rank of JPRE is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



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Dividends

MWOFX vs. JPRE - Dividend Comparison

Neither MWOFX nor JPRE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MWOFX vs. JPRE - Drawdown Comparison


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Volatility

MWOFX vs. JPRE - Volatility Comparison


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