MWOFX vs. MINIX
Compare and contrast key facts about MFS Global Growth Fund (MWOFX) and MFS International Intrinsic Value Fund Class I (MINIX).
MWOFX is managed by MFS. It was launched on Nov 17, 1993. MINIX is managed by MFS.
Performance
MWOFX vs. MINIX - Performance Comparison
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MWOFX vs. MINIX - 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% |
MINIX MFS International Intrinsic Value Fund Class I | -3.26% | 33.06% | 7.35% | 18.04% | -23.05% | 10.55% | 20.45% | 25.90% | -9.02% | 27.14% |
Returns By Period
In the year-to-date period, MWOFX achieves a -11.70% return, which is significantly lower than MINIX's -3.26% return. Both investments have delivered pretty close results over the past 10 years, with MWOFX having a 9.51% annualized return and MINIX not far ahead at 9.57%.
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%
MINIX
- 1D
- 0.33%
- 1M
- -11.89%
- YTD
- -3.26%
- 6M
- 0.71%
- 1Y
- 18.67%
- 3Y*
- 14.36%
- 5Y*
- 7.15%
- 10Y*
- 9.57%
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MWOFX vs. MINIX - Expense Ratio Comparison
MWOFX has a 1.22% expense ratio, which is higher than MINIX's 0.72% expense ratio.
Return for Risk
MWOFX vs. MINIX — Risk / Return Rank
MWOFX
MINIX
MWOFX vs. MINIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global Growth Fund (MWOFX) and MFS International Intrinsic Value Fund Class I (MINIX). 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 | MINIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.11 | 1.12 | -1.23 |
Sortino ratioReturn per unit of downside risk | -0.05 | 1.52 | -1.57 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.22 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | -0.24 | 1.33 | -1.56 |
Martin ratioReturn relative to average drawdown | -0.88 | 5.28 | -6.16 |
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 | MINIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | 1.12 | -1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.44 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.62 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.55 | -0.08 |
Correlation
The correlation between MWOFX and MINIX is 0.84, 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. MINIX - Dividend Comparison
MWOFX's dividend yield for the trailing twelve months is around 6.14%, less than MINIX's 8.03% 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% |
MINIX MFS International Intrinsic Value Fund Class I | 8.03% | 7.77% | 12.02% | 11.21% | 13.90% | 7.25% | 5.25% | 3.94% | 4.49% | 2.62% | 1.82% | 3.20% |
Drawdowns
MWOFX vs. MINIX - Drawdown Comparison
The maximum MWOFX drawdown since its inception was -56.10%, which is greater than MINIX's maximum drawdown of -51.72%. Use the drawdown chart below to compare losses from any high point for MWOFX and MINIX.
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Drawdown Indicators
| MWOFX | MINIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.10% | -51.72% | -4.38% |
Max Drawdown (1Y)Largest decline over 1 year | -13.82% | -12.42% | -1.40% |
Max Drawdown (5Y)Largest decline over 5 years | -27.64% | -36.78% | +9.14% |
Max Drawdown (10Y)Largest decline over 10 years | -31.68% | -36.78% | +5.10% |
Current DrawdownCurrent decline from peak | -13.82% | -11.89% | -1.93% |
Average DrawdownAverage peak-to-trough decline | -11.94% | -8.64% | -3.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 3.13% | +0.58% |
Volatility
MWOFX vs. MINIX - Volatility Comparison
The current volatility for MFS Global Growth Fund (MWOFX) is 4.28%, while MFS International Intrinsic Value Fund Class I (MINIX) has a volatility of 5.98%. This indicates that MWOFX experiences smaller price fluctuations and is considered to be less risky than MINIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MWOFX | MINIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 5.98% | -1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 8.73% | 10.11% | -1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.82% | 15.74% | +0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.69% | 16.45% | -0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.56% | 15.52% | +1.04% |