OIDAX vs. MFWIX
Compare and contrast key facts about Invesco International Diversified Fund Class A (OIDAX) and MFS Global Total Return Fund Class I (MFWIX).
OIDAX is managed by Invesco. It was launched on Sep 27, 2005. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
OIDAX vs. MFWIX - Performance Comparison
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OIDAX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OIDAX Invesco International Diversified Fund Class A | -3.46% | 21.42% | -2.54% | 15.42% | -25.22% | 4.01% | 20.55% | 24.60% | -14.62% | 32.40% |
MFWIX MFS Global Total Return Fund Class I | -0.47% | 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, OIDAX achieves a -3.46% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, OIDAX has underperformed MFWIX with an annualized return of 5.77%, while MFWIX has yielded a comparatively higher 6.19% annualized return.
OIDAX
- 1D
- 0.00%
- 1M
- -10.90%
- YTD
- -3.46%
- 6M
- 0.23%
- 1Y
- 15.30%
- 3Y*
- 6.35%
- 5Y*
- 0.54%
- 10Y*
- 5.77%
MFWIX
- 1D
- 0.24%
- 1M
- -6.50%
- YTD
- -0.47%
- 6M
- 2.00%
- 1Y
- 11.28%
- 3Y*
- 8.88%
- 5Y*
- 4.75%
- 10Y*
- 6.19%
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OIDAX vs. MFWIX - Expense Ratio Comparison
OIDAX has a 0.42% expense ratio, which is lower than MFWIX's 0.84% expense ratio.
Return for Risk
OIDAX vs. MFWIX — Risk / Return Rank
OIDAX
MFWIX
OIDAX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco International Diversified Fund Class A (OIDAX) 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.
| OIDAX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 1.29 | -0.33 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.77 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.25 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.59 | -0.85 |
Martin ratioReturn relative to average drawdown | 3.08 | 6.26 | -3.18 |
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
| OIDAX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 1.29 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.52 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.65 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.71 | -0.39 |
Correlation
The correlation between OIDAX and MFWIX 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
OIDAX vs. MFWIX - Dividend Comparison
OIDAX's dividend yield for the trailing twelve months is around 37.11%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OIDAX Invesco International Diversified Fund Class A | 37.11% | 35.83% | 4.92% | 0.38% | 14.78% | 7.92% | 1.12% | 2.15% | 0.82% | 0.38% | 0.41% | 0.96% |
MFWIX MFS Global Total Return Fund Class I | 8.81% | 8.77% | 9.36% | 3.98% | 2.94% | 10.71% | 7.53% | 4.70% | 3.64% | 2.36% | 1.40% | 4.59% |
Drawdowns
OIDAX vs. MFWIX - Drawdown Comparison
The maximum OIDAX drawdown since its inception was -58.55%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for OIDAX and MFWIX.
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Drawdown Indicators
| OIDAX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.55% | -33.01% | -25.54% |
Max Drawdown (1Y)Largest decline over 1 year | -11.08% | -6.85% | -4.23% |
Max Drawdown (5Y)Largest decline over 5 years | -38.09% | -20.22% | -17.87% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | -23.36% | -14.73% |
Current DrawdownCurrent decline from peak | -11.08% | -6.50% | -4.58% |
Average DrawdownAverage peak-to-trough decline | -12.59% | -3.83% | -8.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 1.74% | +1.45% |
Volatility
OIDAX vs. MFWIX - Volatility Comparison
Invesco International Diversified Fund Class A (OIDAX) has a higher volatility of 6.63% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that OIDAX'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
| OIDAX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 3.04% | +3.59% |
Volatility (6M)Calculated over the trailing 6-month period | 10.76% | 5.25% | +5.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.42% | 8.85% | +7.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.37% | 9.09% | +7.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 9.60% | +6.82% |