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PAXGX vs. MFWIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PAXGX vs. MFWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pax Global Opportunities Fund (PAXGX) and MFS Global Total Return Fund Class I (MFWIX). The values are adjusted to include any dividend payments, if applicable.

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PAXGX vs. MFWIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PAXGX
Pax Global Opportunities Fund
-9.44%9.48%6.16%15.16%-18.86%18.71%22.76%33.52%-8.20%
MFWIX
MFS Global Total Return Fund Class I
-0.47%15.70%4.25%10.52%-10.62%8.59%9.63%18.49%-3.56%

Returns By Period

In the year-to-date period, PAXGX achieves a -9.44% return, which is significantly lower than MFWIX's -0.47% return.


PAXGX

1D
-0.26%
1M
-10.41%
YTD
-9.44%
6M
-10.07%
1Y
1.33%
3Y*
3.86%
5Y*
2.95%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PAXGX vs. MFWIX - Expense Ratio Comparison

PAXGX has a 1.21% expense ratio, which is higher than MFWIX's 0.84% expense ratio.


Return for Risk

PAXGX vs. MFWIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PAXGX
PAXGX Risk / Return Rank: 66
Overall Rank
PAXGX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
PAXGX Sortino Ratio Rank: 66
Sortino Ratio Rank
PAXGX Omega Ratio Rank: 66
Omega Ratio Rank
PAXGX Calmar Ratio Rank: 66
Calmar Ratio Rank
PAXGX Martin Ratio Rank: 66
Martin Ratio Rank

MFWIX
MFWIX Risk / Return Rank: 6969
Overall Rank
MFWIX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
MFWIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
MFWIX Omega Ratio Rank: 6767
Omega Ratio Rank
MFWIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
MFWIX Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PAXGX vs. MFWIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pax Global Opportunities Fund (PAXGX) 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.


PAXGXMFWIXDifference

Sharpe ratio

Return per unit of total volatility

0.07

1.29

-1.22

Sortino ratio

Return per unit of downside risk

0.23

1.77

-1.54

Omega ratio

Gain probability vs. loss probability

1.03

1.25

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.03

1.59

-1.62

Martin ratio

Return relative to average drawdown

-0.10

6.26

-6.36

PAXGX vs. MFWIX - Sharpe Ratio Comparison

The current PAXGX Sharpe Ratio is 0.07, which is lower than the MFWIX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of PAXGX and MFWIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PAXGXMFWIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

1.29

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.52

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.71

-0.30

Correlation

The correlation between PAXGX and MFWIX is 0.86, 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

PAXGX vs. MFWIX - Dividend Comparison

PAXGX's dividend yield for the trailing twelve months is around 7.59%, less than MFWIX's 8.81% yield.


TTM20252024202320222021202020192018201720162015
PAXGX
Pax Global Opportunities Fund
7.59%6.87%2.82%0.21%1.30%1.79%0.80%1.77%0.00%0.00%0.00%0.00%
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

PAXGX vs. MFWIX - Drawdown Comparison

The maximum PAXGX drawdown since its inception was -30.63%, smaller than the maximum MFWIX drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for PAXGX and MFWIX.


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Drawdown Indicators


PAXGXMFWIXDifference

Max Drawdown

Largest peak-to-trough decline

-30.63%

-33.01%

+2.38%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-6.85%

-5.43%

Max Drawdown (5Y)

Largest decline over 5 years

-30.37%

-20.22%

-10.15%

Max Drawdown (10Y)

Largest decline over 10 years

-23.36%

Current Drawdown

Current decline from peak

-12.28%

-6.50%

-5.78%

Average Drawdown

Average peak-to-trough decline

-6.64%

-3.83%

-2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

1.74%

+1.75%

Volatility

PAXGX vs. MFWIX - Volatility Comparison

Pax Global Opportunities Fund (PAXGX) has a higher volatility of 5.46% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that PAXGX'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


PAXGXMFWIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

3.04%

+2.42%

Volatility (6M)

Calculated over the trailing 6-month period

9.87%

5.25%

+4.62%

Volatility (1Y)

Calculated over the trailing 1-year period

17.22%

8.85%

+8.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.65%

9.09%

+7.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.46%

9.60%

+8.86%