MWOFX vs. LVHI
Compare and contrast key facts about MFS Global Growth Fund (MWOFX) and Legg Mason International Low Volatility High Dividend ETF (LVHI).
MWOFX is managed by MFS. It was launched on Nov 17, 1993. LVHI is a passively managed fund by Franklin Templeton that tracks the performance of the QS International Low Volatility High Dividend Hedged Index. It was launched on Jul 27, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MWOFX or LVHI.
Key characteristics
| MWOFX | LVHI | |
|---|---|---|
| YTD Return | 11.45% | 13.80% |
| 1Y Return | 17.84% | 17.97% |
| 3Y Return (Ann) | 4.00% | 12.39% |
| 5Y Return (Ann) | 10.76% | 9.19% |
| Sharpe Ratio | 1.52 | 2.01 |
| Daily Std Dev | 12.17% | 9.96% |
| Max Drawdown | -53.92% | -32.31% |
| Current Drawdown | -0.14% | -0.70% |
Correlation
The correlation between MWOFX and LVHI is 0.59, 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.
Performance
MWOFX vs. LVHI - Performance Comparison
In the year-to-date period, MWOFX achieves a 11.45% return, which is significantly lower than LVHI's 13.80% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MWOFX vs. LVHI - Expense Ratio Comparison
MWOFX has a 1.22% expense ratio, which is higher than LVHI's 0.40% expense ratio.
Risk-Adjusted Performance
MWOFX vs. LVHI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global Growth Fund (MWOFX) and Legg Mason International Low Volatility High Dividend ETF (LVHI). 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. LVHI - Dividend Comparison
MWOFX's dividend yield for the trailing twelve months is around 1.87%, less than LVHI's 6.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MWOFX MFS Global Growth Fund | 1.87% | 2.09% | 3.60% | 6.25% | 3.13% | 1.86% | 5.00% | 3.61% | 1.68% | 6.08% | 4.66% | 3.64% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 6.42% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 1.97% | 1.16% | 0.00% | 0.00% | 0.00% |
Drawdowns
MWOFX vs. LVHI - Drawdown Comparison
The maximum MWOFX drawdown since its inception was -53.92%, which is greater than LVHI's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for MWOFX and LVHI. For additional features, visit the drawdowns tool.
Volatility
MWOFX vs. LVHI - Volatility Comparison
MFS Global Growth Fund (MWOFX) has a higher volatility of 3.45% compared to Legg Mason International Low Volatility High Dividend ETF (LVHI) at 3.11%. This indicates that MWOFX's price experiences larger fluctuations and is considered to be riskier than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.