PRIGX vs. MFWIX
Compare and contrast key facts about T. Rowe Price Global Value Equity Fund (PRIGX) and MFS Global Total Return Fund Class I (MFWIX).
PRIGX is managed by T. Rowe Price. It was launched on Jul 25, 2012. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
PRIGX vs. MFWIX - Performance Comparison
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PRIGX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRIGX T. Rowe Price Global Value Equity Fund | 0.29% | 31.10% | 13.34% | 13.25% | -7.86% | 16.08% | 11.35% | 25.56% | -13.70% | 19.57% |
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, PRIGX achieves a 0.29% return, which is significantly higher than MFWIX's -0.47% return. Over the past 10 years, PRIGX has outperformed MFWIX with an annualized return of 11.12%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
PRIGX
- 1D
- -0.43%
- 1M
- -11.58%
- YTD
- 0.29%
- 6M
- 7.03%
- 1Y
- 27.50%
- 3Y*
- 18.37%
- 5Y*
- 10.67%
- 10Y*
- 11.12%
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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PRIGX vs. MFWIX - Expense Ratio Comparison
PRIGX has a 0.68% expense ratio, which is lower than MFWIX's 0.84% expense ratio.
Return for Risk
PRIGX vs. MFWIX — Risk / Return Rank
PRIGX
MFWIX
PRIGX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Value Equity Fund (PRIGX) 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.
| PRIGX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 1.29 | +0.38 |
Sortino ratioReturn per unit of downside risk | 2.22 | 1.77 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.25 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.22 | 1.59 | +0.64 |
Martin ratioReturn relative to average drawdown | 8.97 | 6.26 | +2.71 |
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
| PRIGX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 1.29 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.52 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.65 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.71 | +0.03 |
Correlation
The correlation between PRIGX 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
PRIGX vs. MFWIX - Dividend Comparison
PRIGX's dividend yield for the trailing twelve months is around 7.17%, less than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRIGX T. Rowe Price Global Value Equity Fund | 7.17% | 7.20% | 6.53% | 1.75% | 0.98% | 5.81% | 1.12% | 2.31% | 9.08% | 7.35% | 2.25% | 9.12% |
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
PRIGX vs. MFWIX - Drawdown Comparison
The maximum PRIGX drawdown since its inception was -36.76%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for PRIGX and MFWIX.
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Drawdown Indicators
| PRIGX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.76% | -33.01% | -3.75% |
Max Drawdown (1Y)Largest decline over 1 year | -11.58% | -6.85% | -4.73% |
Max Drawdown (5Y)Largest decline over 5 years | -20.78% | -20.22% | -0.56% |
Max Drawdown (10Y)Largest decline over 10 years | -36.76% | -23.36% | -13.40% |
Current DrawdownCurrent decline from peak | -11.58% | -6.50% | -5.08% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -3.83% | -0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 1.74% | +1.13% |
Volatility
PRIGX vs. MFWIX - Volatility Comparison
T. Rowe Price Global Value Equity Fund (PRIGX) has a higher volatility of 6.21% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that PRIGX'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
| PRIGX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 3.04% | +3.17% |
Volatility (6M)Calculated over the trailing 6-month period | 10.81% | 5.25% | +5.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.64% | 8.85% | +7.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.43% | 9.09% | +5.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.39% | 9.60% | +6.79% |