OAKGX vs. MFWIX
Compare and contrast key facts about Oakmark Global Fund (OAKGX) and MFS Global Total Return Fund Class I (MFWIX).
OAKGX is managed by Oakmark. It was launched on Aug 3, 1999. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
OAKGX vs. MFWIX - Performance Comparison
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OAKGX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OAKGX Oakmark Global Fund | -5.09% | 21.19% | 2.53% | 17.36% | -16.86% | 30.47% | 9.00% | 29.66% | -19.02% | 27.05% |
MFWIX MFS Global Total Return Fund Class I | 0.94% | 15.70% | 4.25% | 10.52% | -10.62% | 8.59% | 9.63% | 18.49% | -6.96% | 15.00% |
Returns By Period
In the year-to-date period, OAKGX achieves a -5.09% return, which is significantly lower than MFWIX's 0.94% return. Over the past 10 years, OAKGX has outperformed MFWIX with an annualized return of 9.55%, while MFWIX has yielded a comparatively lower 6.34% annualized return.
OAKGX
- 1D
- 0.54%
- 1M
- -4.92%
- YTD
- -5.09%
- 6M
- -1.50%
- 1Y
- 9.77%
- 3Y*
- 7.78%
- 5Y*
- 5.96%
- 10Y*
- 9.55%
MFWIX
- 1D
- 1.42%
- 1M
- -4.39%
- YTD
- 0.94%
- 6M
- 3.21%
- 1Y
- 12.92%
- 3Y*
- 9.39%
- 5Y*
- 4.91%
- 10Y*
- 6.34%
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OAKGX vs. MFWIX - Expense Ratio Comparison
OAKGX has a 1.11% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
OAKGX vs. MFWIX — Risk / Return Rank
OAKGX
MFWIX
OAKGX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oakmark Global Fund (OAKGX) and MFS Global Total Return Fund Class I (MFWIX). 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.
| OAKGX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 1.44 | -0.87 |
Sortino ratioReturn per unit of downside risk | 0.93 | 1.99 | -1.06 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.28 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.80 | 1.89 | -1.09 |
Martin ratioReturn relative to average drawdown | 2.87 | 7.31 | -4.44 |
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
| OAKGX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 1.44 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.54 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.66 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.71 | -0.24 |
Correlation
The correlation between OAKGX and MFWIX is 0.81, 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
OAKGX vs. MFWIX - Dividend Comparison
OAKGX's dividend yield for the trailing twelve months is around 1.17%, less than MFWIX's 8.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OAKGX Oakmark Global Fund | 1.17% | 1.11% | 1.19% | 4.35% | 0.75% | 17.98% | 0.16% | 3.71% | 14.80% | 7.50% | 1.07% | 2.87% |
MFWIX MFS Global Total Return Fund Class I | 8.68% | 8.77% | 9.36% | 3.98% | 2.94% | 10.71% | 7.53% | 4.70% | 3.64% | 2.36% | 1.40% | 4.59% |
Drawdowns
OAKGX vs. MFWIX - Drawdown Comparison
The maximum OAKGX drawdown since its inception was -60.43%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for OAKGX and MFWIX.
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Drawdown Indicators
| OAKGX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.43% | -33.01% | -27.42% |
Max Drawdown (1Y)Largest decline over 1 year | -11.58% | -6.85% | -4.73% |
Max Drawdown (5Y)Largest decline over 5 years | -31.54% | -20.22% | -11.32% |
Max Drawdown (10Y)Largest decline over 10 years | -45.14% | -23.36% | -21.78% |
Current DrawdownCurrent decline from peak | -9.00% | -5.18% | -3.82% |
Average DrawdownAverage peak-to-trough decline | -9.41% | -3.83% | -5.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 1.77% | +1.79% |
Volatility
OAKGX vs. MFWIX - Volatility Comparison
Oakmark Global Fund (OAKGX) has a higher volatility of 4.99% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.44%. This indicates that OAKGX's price experiences larger fluctuations and is considered to be riskier than MFWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OAKGX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.99% | 3.44% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 5.43% | +4.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.80% | 8.94% | +8.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.51% | 9.11% | +9.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.66% | 9.61% | +11.05% |