RGEAX vs. MFWIX
Compare and contrast key facts about Russell Investments Global Equity Fund (RGEAX) and MFS Global Total Return Fund Class I (MFWIX).
RGEAX is managed by Russell. It was launched on Feb 27, 2007. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
RGEAX vs. MFWIX - Performance Comparison
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RGEAX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RGEAX Russell Investments Global Equity Fund | -5.73% | 20.92% | 15.25% | 22.12% | -16.78% | 22.30% | 12.95% | 25.89% | -9.41% | 22.83% |
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, RGEAX achieves a -5.73% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, RGEAX has outperformed MFWIX with an annualized return of 10.96%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
RGEAX
- 1D
- -0.19%
- 1M
- -9.11%
- YTD
- -5.73%
- 6M
- -2.52%
- 1Y
- 15.16%
- 3Y*
- 14.51%
- 5Y*
- 8.52%
- 10Y*
- 10.96%
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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RGEAX vs. MFWIX - Expense Ratio Comparison
RGEAX has a 1.24% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
RGEAX vs. MFWIX — Risk / Return Rank
RGEAX
MFWIX
RGEAX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments Global Equity Fund (RGEAX) 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.
| RGEAX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 1.29 | -0.39 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.77 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 1.59 | -0.49 |
Martin ratioReturn relative to average drawdown | 5.25 | 6.26 | -1.01 |
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
| RGEAX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.29 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.52 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.65 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.71 | -0.36 |
Correlation
The correlation between RGEAX 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
RGEAX vs. MFWIX - Dividend Comparison
RGEAX's dividend yield for the trailing twelve months is around 8.83%, which matches MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RGEAX Russell Investments Global Equity Fund | 8.83% | 8.33% | 7.28% | 1.04% | 1.67% | 6.85% | 29.97% | 13.77% | 15.65% | 13.13% | 8.21% | 11.12% |
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
RGEAX vs. MFWIX - Drawdown Comparison
The maximum RGEAX drawdown since its inception was -56.78%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for RGEAX and MFWIX.
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Drawdown Indicators
| RGEAX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.78% | -33.01% | -23.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.89% | -6.85% | -5.04% |
Max Drawdown (5Y)Largest decline over 5 years | -25.91% | -20.22% | -5.69% |
Max Drawdown (10Y)Largest decline over 10 years | -34.85% | -23.36% | -11.49% |
Current DrawdownCurrent decline from peak | -9.51% | -6.50% | -3.01% |
Average DrawdownAverage peak-to-trough decline | -9.22% | -3.83% | -5.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 1.74% | +0.75% |
Volatility
RGEAX vs. MFWIX - Volatility Comparison
Russell Investments Global Equity Fund (RGEAX) has a higher volatility of 4.53% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that RGEAX'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
| RGEAX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.53% | 3.04% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 8.85% | 5.25% | +3.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.88% | 8.85% | +8.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.39% | 9.09% | +7.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.15% | 9.60% | +7.55% |