PAXGX vs. MFWIX
Compare and contrast key facts about Pax Global Opportunities Fund (PAXGX) and MFS Global Total Return Fund Class I (MFWIX).
PAXGX is managed by Pax World. It was launched on Jun 26, 2018. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
PAXGX vs. MFWIX - Performance Comparison
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PAXGX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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%
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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
PAXGX
MFWIX
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.
| PAXGX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.07 | 1.29 | -1.22 |
Sortino ratioReturn per unit of downside risk | 0.23 | 1.77 | -1.54 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.25 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | -0.03 | 1.59 | -1.62 |
Martin ratioReturn relative to average drawdown | -0.10 | 6.26 | -6.36 |
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
| PAXGX | MFWIX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| PAXGX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -12.28% | -6.50% | -5.78% |
Average DrawdownAverage peak-to-trough decline | -6.64% | -3.83% | -2.81% |
Ulcer IndexDepth 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
| PAXGX | MFWIX | Difference | |
|---|---|---|---|
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% |