MWOFX vs. MGK
Compare and contrast key facts about MFS Global Growth Fund (MWOFX) and Vanguard Mega Cap Growth ETF (MGK).
MWOFX is managed by MFS. It was launched on Nov 17, 1993. MGK is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mega Cap Growth Index. It was launched on Dec 17, 2007.
Performance
MWOFX vs. MGK - Performance Comparison
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MWOFX vs. MGK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MWOFX MFS Global Growth Fund | -9.21% | 7.17% | 10.68% | 20.63% | -19.28% | 18.33% | 20.23% | 35.37% | -4.94% | 31.13% |
MGK Vanguard Mega Cap Growth ETF | -9.86% | 20.67% | 32.94% | 51.67% | -33.59% | 28.58% | 41.01% | 37.38% | -2.91% | 29.49% |
Returns By Period
In the year-to-date period, MWOFX achieves a -9.21% return, which is significantly higher than MGK's -9.86% return. Over the past 10 years, MWOFX has underperformed MGK with an annualized return of 9.82%, while MGK has yielded a comparatively higher 16.97% annualized return.
MWOFX
- 1D
- 2.82%
- 1M
- -6.61%
- YTD
- -9.21%
- 6M
- -8.62%
- 1Y
- 0.58%
- 3Y*
- 6.17%
- 5Y*
- 3.45%
- 10Y*
- 9.82%
MGK
- 1D
- 1.17%
- 1M
- -4.13%
- YTD
- -9.86%
- 6M
- -7.94%
- 1Y
- 19.83%
- 3Y*
- 22.59%
- 5Y*
- 12.64%
- 10Y*
- 16.97%
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MWOFX vs. MGK - Expense Ratio Comparison
MWOFX has a 1.22% expense ratio, which is higher than MGK's 0.05% expense ratio.
Return for Risk
MWOFX vs. MGK — Risk / Return Rank
MWOFX
MGK
MWOFX vs. MGK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global Growth Fund (MWOFX) and Vanguard Mega Cap Growth ETF (MGK). 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 | MGK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.05 | 0.85 | -0.80 |
Sortino ratioReturn per unit of downside risk | 0.19 | 1.39 | -1.20 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.19 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.07 | 1.23 | -1.16 |
Martin ratioReturn relative to average drawdown | 0.27 | 4.27 | -4.00 |
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 | MGK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.05 | 0.85 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.56 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.78 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.60 | -0.13 |
Correlation
The correlation between MWOFX and MGK is 0.88, 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. MGK - Dividend Comparison
MWOFX's dividend yield for the trailing twelve months is around 5.97%, more than MGK's 0.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MWOFX MFS Global Growth Fund | 5.97% | 5.42% | 5.14% | 2.09% | 3.60% | 6.25% | 3.13% | 1.86% | 5.00% | 3.43% | 1.68% | 6.08% |
MGK Vanguard Mega Cap Growth ETF | 0.39% | 0.35% | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% |
Drawdowns
MWOFX vs. MGK - Drawdown Comparison
The maximum MWOFX drawdown since its inception was -56.10%, which is greater than MGK's maximum drawdown of -47.97%. Use the drawdown chart below to compare losses from any high point for MWOFX and MGK.
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Drawdown Indicators
| MWOFX | MGK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.10% | -47.97% | -8.13% |
Max Drawdown (1Y)Largest decline over 1 year | -13.82% | -16.85% | +3.03% |
Max Drawdown (5Y)Largest decline over 5 years | -27.64% | -36.01% | +8.37% |
Max Drawdown (10Y)Largest decline over 10 years | -31.68% | -36.01% | +4.33% |
Current DrawdownCurrent decline from peak | -11.39% | -12.56% | +1.17% |
Average DrawdownAverage peak-to-trough decline | -11.94% | -7.51% | -4.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 4.87% | -1.10% |
Volatility
MWOFX vs. MGK - Volatility Comparison
The current volatility for MFS Global Growth Fund (MWOFX) is 5.35%, while Vanguard Mega Cap Growth ETF (MGK) has a volatility of 7.13%. This indicates that MWOFX experiences smaller price fluctuations and is considered to be less risky than MGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MWOFX | MGK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 7.13% | -1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 9.17% | 12.93% | -3.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 23.35% | -7.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.74% | 22.63% | -6.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.58% | 21.82% | -5.24% |