PGROX vs. MFWIX
Compare and contrast key facts about BNY Mellon Worldwide Growth Fund (PGROX) and MFS Global Total Return Fund Class I (MFWIX).
PGROX is managed by BNY Mellon. It was launched on Jul 14, 1993. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
PGROX vs. MFWIX - Performance Comparison
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PGROX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGROX BNY Mellon Worldwide Growth Fund | -6.54% | 13.46% | 7.88% | 22.40% | -17.75% | 23.85% | 24.43% | 34.92% | -8.66% | 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, PGROX achieves a -6.54% return, which is significantly lower than MFWIX's 0.94% return. Over the past 10 years, PGROX has outperformed MFWIX with an annualized return of 11.17%, while MFWIX has yielded a comparatively lower 6.34% annualized return.
PGROX
- 1D
- 3.08%
- 1M
- -5.66%
- YTD
- -6.54%
- 6M
- -5.12%
- 1Y
- 9.20%
- 3Y*
- 8.88%
- 5Y*
- 6.33%
- 10Y*
- 11.17%
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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PGROX vs. MFWIX - Expense Ratio Comparison
PGROX has a 1.13% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
PGROX vs. MFWIX — Risk / Return Rank
PGROX
MFWIX
PGROX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Worldwide Growth Fund (PGROX) 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.
| PGROX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 1.44 | -0.88 |
Sortino ratioReturn per unit of downside risk | 0.94 | 1.99 | -1.05 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.28 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 1.89 | -1.03 |
Martin ratioReturn relative to average drawdown | 3.20 | 7.31 | -4.11 |
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
| PGROX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 1.44 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.54 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.66 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.71 | -0.17 |
Correlation
The correlation between PGROX and MFWIX is 0.83, 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
PGROX vs. MFWIX - Dividend Comparison
PGROX's dividend yield for the trailing twelve months is around 18.96%, more than MFWIX's 8.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGROX BNY Mellon Worldwide Growth Fund | 18.96% | 17.72% | 11.89% | 1.88% | 7.61% | 8.12% | 4.05% | 7.44% | 13.96% | 13.45% | 8.19% | 8.46% |
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
PGROX vs. MFWIX - Drawdown Comparison
The maximum PGROX drawdown since its inception was -47.75%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for PGROX and MFWIX.
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Drawdown Indicators
| PGROX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.75% | -33.01% | -14.74% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -6.85% | -4.85% |
Max Drawdown (5Y)Largest decline over 5 years | -26.99% | -20.22% | -6.77% |
Max Drawdown (10Y)Largest decline over 10 years | -30.17% | -23.36% | -6.81% |
Current DrawdownCurrent decline from peak | -8.79% | -5.18% | -3.61% |
Average DrawdownAverage peak-to-trough decline | -8.50% | -3.83% | -4.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 1.77% | +1.35% |
Volatility
PGROX vs. MFWIX - Volatility Comparison
BNY Mellon Worldwide Growth Fund (PGROX) has a higher volatility of 5.73% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.44%. This indicates that PGROX'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
| PGROX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 3.44% | +2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 9.69% | 5.43% | +4.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.58% | 8.94% | +8.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.72% | 9.11% | +8.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.92% | 9.61% | +8.31% |