QDVSX vs. MFWIX
Compare and contrast key facts about Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans (QDVSX) and MFS Global Total Return Fund Class I (MFWIX).
QDVSX is managed by T. Rowe Price. It was launched on Dec 12, 2019. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
QDVSX vs. MFWIX - Performance Comparison
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QDVSX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QDVSX Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans | -0.68% | 26.93% | 20.05% | 37.93% | -23.98% | 21.38% | 27.22% | 0.50% |
MFWIX MFS Global Total Return Fund Class I | 1.47% | 15.70% | 4.25% | 10.52% | -10.62% | 8.59% | 9.63% | 1.09% |
Returns By Period
In the year-to-date period, QDVSX achieves a -0.68% return, which is significantly lower than MFWIX's 1.47% return.
QDVSX
- 1D
- 1.45%
- 1M
- -1.31%
- YTD
- -0.68%
- 6M
- 4.65%
- 1Y
- 27.50%
- 3Y*
- 21.74%
- 5Y*
- 12.73%
- 10Y*
- —
MFWIX
- 1D
- 0.52%
- 1M
- -2.48%
- YTD
- 1.47%
- 6M
- 3.75%
- 1Y
- 13.17%
- 3Y*
- 9.58%
- 5Y*
- 5.02%
- 10Y*
- 6.39%
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QDVSX vs. MFWIX - Expense Ratio Comparison
QDVSX has a 0.00% expense ratio, which is lower than MFWIX's 0.84% expense ratio.
Return for Risk
QDVSX vs. MFWIX — Risk / Return Rank
QDVSX
MFWIX
QDVSX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans (QDVSX) 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.
| QDVSX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 1.52 | +0.20 |
Sortino ratioReturn per unit of downside risk | 2.33 | 2.08 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.30 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.29 | 1.96 | +0.32 |
Martin ratioReturn relative to average drawdown | 9.73 | 7.50 | +2.23 |
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
| QDVSX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 1.52 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.55 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.71 | +0.02 |
Correlation
The correlation between QDVSX and MFWIX is 0.81, 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
QDVSX vs. MFWIX - Dividend Comparison
QDVSX's dividend yield for the trailing twelve months is around 12.50%, more than MFWIX's 8.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDVSX Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans | 12.50% | 12.42% | 4.92% | 5.99% | 1.65% | 1.02% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MFWIX MFS Global Total Return Fund Class I | 8.64% | 8.77% | 9.36% | 3.98% | 2.94% | 10.71% | 7.53% | 4.70% | 3.64% | 2.36% | 1.40% | 4.59% |
Drawdowns
QDVSX vs. MFWIX - Drawdown Comparison
The maximum QDVSX drawdown since its inception was -33.56%, roughly equal to the maximum MFWIX drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for QDVSX and MFWIX.
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Drawdown Indicators
| QDVSX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -33.01% | -0.55% |
Max Drawdown (1Y)Largest decline over 1 year | -9.40% | -6.73% | -2.67% |
Max Drawdown (5Y)Largest decline over 5 years | -33.56% | -20.22% | -13.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.36% | — |
Current DrawdownCurrent decline from peak | -5.70% | -4.69% | -1.01% |
Average DrawdownAverage peak-to-trough decline | -6.88% | -3.83% | -3.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 1.79% | +1.16% |
Volatility
QDVSX vs. MFWIX - Volatility Comparison
Fisher Investments Institutional Group ESG Stock Fund for Retirement Plans (QDVSX) has a higher volatility of 5.51% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.26%. This indicates that QDVSX'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
| QDVSX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.51% | 3.26% | +2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 5.43% | +4.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.57% | 8.95% | +7.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.45% | 9.11% | +9.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.24% | 9.61% | +11.63% |