MWOFX vs. SGOV
Compare and contrast key facts about MFS Global Growth Fund (MWOFX) and iShares 0-3 Month Treasury Bond ETF (SGOV).
MWOFX is managed by MFS. It was launched on Nov 17, 1993. SGOV is a passively managed fund by iShares that tracks the performance of the ICE 0-3 Month US Treasury Bill Index. It was launched on May 26, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MWOFX or SGOV.
Correlation
The correlation between MWOFX and SGOV 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. SGOV - Performance Comparison
Key characteristics
MWOFX:
0.48
SGOV:
22.14
MWOFX:
0.70
SGOV:
513.08
MWOFX:
1.10
SGOV:
514.08
MWOFX:
0.40
SGOV:
526.43
MWOFX:
2.57
SGOV:
8,356.76
MWOFX:
2.34%
SGOV:
0.00%
MWOFX:
12.61%
SGOV:
0.24%
MWOFX:
-53.92%
SGOV:
-0.03%
MWOFX:
-8.92%
SGOV:
0.00%
Returns By Period
In the year-to-date period, MWOFX achieves a -0.32% return, which is significantly lower than SGOV's 0.02% return.
MWOFX
-0.32%
-8.30%
-3.17%
7.53%
4.63%
6.56%
SGOV
0.02%
0.38%
2.50%
5.27%
N/A
N/A
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MWOFX vs. SGOV - Expense Ratio Comparison
MWOFX has a 1.22% expense ratio, which is higher than SGOV's 0.03% expense ratio.
Risk-Adjusted Performance
MWOFX vs. SGOV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global Growth Fund (MWOFX) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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. SGOV - Dividend Comparison
MWOFX has not paid dividends to shareholders, while SGOV's dividend yield for the trailing twelve months is around 5.10%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MWOFX MFS Global Growth Fund | 0.00% | 0.00% | 0.04% | 0.00% | 0.00% | 0.00% | 0.07% | 0.11% | 0.17% | 0.07% | 0.31% | 4.66% |
SGOV iShares 0-3 Month Treasury Bond ETF | 5.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MWOFX vs. SGOV - Drawdown Comparison
The maximum MWOFX drawdown since its inception was -53.92%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for MWOFX and SGOV. For additional features, visit the drawdowns tool.
Volatility
MWOFX vs. SGOV - Volatility Comparison
MFS Global Growth Fund (MWOFX) has a higher volatility of 5.72% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. This indicates that MWOFX's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.