MWOFX vs. SSGLX
Compare and contrast key facts about MFS Global Growth Fund (MWOFX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
MWOFX is managed by MFS. It was launched on Nov 17, 1993. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
MWOFX vs. SSGLX - Performance Comparison
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MWOFX vs. SSGLX - 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | -0.64% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, MWOFX achieves a -11.70% return, which is significantly lower than SSGLX's -0.64% return. Over the past 10 years, MWOFX has outperformed SSGLX with an annualized return of 9.51%, while SSGLX has yielded a comparatively lower 8.58% 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%
SSGLX
- 1D
- 0.39%
- 1M
- -10.87%
- YTD
- -0.64%
- 6M
- 4.10%
- 1Y
- 24.88%
- 3Y*
- 14.40%
- 5Y*
- 6.92%
- 10Y*
- 8.58%
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MWOFX vs. SSGLX - Expense Ratio Comparison
MWOFX has a 1.22% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
MWOFX vs. SSGLX — Risk / Return Rank
MWOFX
SSGLX
MWOFX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Global Growth Fund (MWOFX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.11 | 1.56 | -1.67 |
Sortino ratioReturn per unit of downside risk | -0.05 | 2.12 | -2.17 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.32 | -0.33 |
Calmar ratioReturn relative to maximum drawdown | -0.24 | 2.00 | -2.23 |
Martin ratioReturn relative to average drawdown | -0.88 | 7.90 | -8.78 |
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 | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | 1.56 | -1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.48 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.53 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.37 | +0.10 |
Correlation
The correlation between MWOFX and SSGLX is 0.80, 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. SSGLX - Dividend Comparison
MWOFX's dividend yield for the trailing twelve months is around 6.14%, more than SSGLX's 4.44% 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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.44% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
MWOFX vs. SSGLX - Drawdown Comparison
The maximum MWOFX drawdown since its inception was -56.10%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for MWOFX and SSGLX.
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Drawdown Indicators
| MWOFX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.10% | -35.88% | -20.22% |
Max Drawdown (1Y)Largest decline over 1 year | -13.82% | -11.22% | -2.60% |
Max Drawdown (5Y)Largest decline over 5 years | -27.64% | -30.08% | +2.44% |
Max Drawdown (10Y)Largest decline over 10 years | -31.68% | -35.88% | +4.20% |
Current DrawdownCurrent decline from peak | -13.82% | -10.87% | -2.95% |
Average DrawdownAverage peak-to-trough decline | -11.94% | -8.32% | -3.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 2.84% | +0.87% |
Volatility
MWOFX vs. SSGLX - Volatility Comparison
The current volatility for MFS Global Growth Fund (MWOFX) is 4.28%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.44%. This indicates that MWOFX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MWOFX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 6.44% | -2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 8.73% | 10.02% | -1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.82% | 15.49% | +0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.69% | 14.49% | +1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.56% | 16.15% | +0.41% |