MWOFX vs. MFEIX
Compare and contrast key facts about MFS Global Growth Fund (MWOFX) and MFS Growth I (MFEIX).
MWOFX is managed by MFS. It was launched on Nov 17, 1993. MFEIX is managed by MFS. It was launched on Jul 10, 1997.
Performance
MWOFX vs. MFEIX - Performance Comparison
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MWOFX vs. MFEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MWOFX MFS Global Growth Fund | -11.70% | 7.17% | 10.68% | 20.63% | -19.28% | 18.33% | 20.23% | 35.37% | -4.94% | 31.13% |
MFEIX MFS Growth I | -13.62% | 12.34% | 49.67% | 36.15% | -31.14% | 23.59% | 31.65% | 37.69% | 2.30% | 30.86% |
Returns By Period
In the year-to-date period, MWOFX achieves a -11.70% return, which is significantly higher than MFEIX's -13.62% return. Over the past 10 years, MWOFX has underperformed MFEIX with an annualized return of 9.51%, while MFEIX has yielded a comparatively higher 15.44% annualized return.
MWOFX
- 1D
- -0.14%
- 1M
- -10.16%
- YTD
- -11.70%
- 6M
- -10.64%
- 1Y
- -1.93%
- 3Y*
- 5.19%
- 5Y*
- 3.15%
- 10Y*
- 9.51%
MFEIX
- 1D
- -0.59%
- 1M
- -9.06%
- YTD
- -13.62%
- 6M
- -14.22%
- 1Y
- 6.53%
- 3Y*
- 21.33%
- 5Y*
- 10.89%
- 10Y*
- 15.44%
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MWOFX vs. MFEIX - Expense Ratio Comparison
MWOFX has a 1.22% expense ratio, which is higher than MFEIX's 0.60% expense ratio.
Return for Risk
MWOFX vs. MFEIX — Risk / Return Rank
MWOFX
MFEIX
MWOFX vs. MFEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global Growth Fund (MWOFX) and MFS Growth I (MFEIX). 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 | MFEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.11 | 0.30 | -0.42 |
Sortino ratioReturn per unit of downside risk | -0.05 | 0.59 | -0.64 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.08 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | -0.24 | 0.22 | -0.45 |
Martin ratioReturn relative to average drawdown | -0.88 | 0.74 | -1.62 |
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 | MFEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | 0.30 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.50 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.73 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.41 | +0.06 |
Correlation
The correlation between MWOFX and MFEIX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MWOFX vs. MFEIX - Dividend Comparison
MWOFX's dividend yield for the trailing twelve months is around 6.14%, less than MFEIX's 17.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MWOFX MFS Global Growth Fund | 6.14% | 5.42% | 5.14% | 2.09% | 3.60% | 6.25% | 3.13% | 1.86% | 5.00% | 3.43% | 1.68% | 6.08% |
MFEIX MFS Growth I | 17.36% | 14.99% | 25.47% | 4.86% | 1.05% | 2.76% | 3.57% | 1.57% | 3.78% | 2.50% | 1.61% | 3.65% |
Drawdowns
MWOFX vs. MFEIX - Drawdown Comparison
The maximum MWOFX drawdown since its inception was -56.10%, smaller than the maximum MFEIX drawdown of -72.24%. Use the drawdown chart below to compare losses from any high point for MWOFX and MFEIX.
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Drawdown Indicators
| MWOFX | MFEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.10% | -72.24% | +16.14% |
Max Drawdown (1Y)Largest decline over 1 year | -13.82% | -17.30% | +3.48% |
Max Drawdown (5Y)Largest decline over 5 years | -27.64% | -36.11% | +8.47% |
Max Drawdown (10Y)Largest decline over 10 years | -31.68% | -36.11% | +4.43% |
Current DrawdownCurrent decline from peak | -13.82% | -17.30% | +3.48% |
Average DrawdownAverage peak-to-trough decline | -11.94% | -23.85% | +11.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 5.06% | -1.35% |
Volatility
MWOFX vs. MFEIX - Volatility Comparison
The current volatility for MFS Global Growth Fund (MWOFX) is 4.28%, while MFS Growth I (MFEIX) has a volatility of 5.58%. This indicates that MWOFX experiences smaller price fluctuations and is considered to be less risky than MFEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MWOFX | MFEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 5.58% | -1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 8.73% | 12.05% | -3.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.82% | 21.56% | -5.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.69% | 21.87% | -6.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.56% | 21.16% | -4.60% |