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RGGYX vs. MFWIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RGGYX vs. MFWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory RS Global Fund (RGGYX) and MFS Global Total Return Fund Class I (MFWIX). The values are adjusted to include any dividend payments, if applicable.

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RGGYX vs. MFWIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RGGYX
Victory RS Global Fund
-1.21%17.14%19.94%26.95%-18.80%22.77%17.27%30.69%-5.14%24.78%
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, RGGYX achieves a -1.21% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, RGGYX has outperformed MFWIX with an annualized return of 12.71%, while MFWIX has yielded a comparatively lower 6.19% annualized return.


RGGYX

1D
3.08%
1M
-5.16%
YTD
-1.21%
6M
2.11%
1Y
21.07%
3Y*
17.51%
5Y*
10.69%
10Y*
12.71%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RGGYX vs. MFWIX - Expense Ratio Comparison

RGGYX has a 0.60% expense ratio, which is lower than MFWIX's 0.84% expense ratio.


Return for Risk

RGGYX vs. MFWIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RGGYX
RGGYX Risk / Return Rank: 7474
Overall Rank
RGGYX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
RGGYX Sortino Ratio Rank: 7272
Sortino Ratio Rank
RGGYX Omega Ratio Rank: 7171
Omega Ratio Rank
RGGYX Calmar Ratio Rank: 7474
Calmar Ratio Rank
RGGYX Martin Ratio Rank: 8383
Martin Ratio Rank

MFWIX
MFWIX Risk / Return Rank: 6969
Overall Rank
MFWIX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
MFWIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
MFWIX Omega Ratio Rank: 6767
Omega Ratio Rank
MFWIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
MFWIX Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RGGYX vs. MFWIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory RS Global Fund (RGGYX) 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.


RGGYXMFWIXDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.29

0.00

Sortino ratio

Return per unit of downside risk

1.88

1.77

+0.10

Omega ratio

Gain probability vs. loss probability

1.28

1.25

+0.02

Calmar ratio

Return relative to maximum drawdown

1.84

1.59

+0.25

Martin ratio

Return relative to average drawdown

8.84

6.26

+2.58

RGGYX vs. MFWIX - Sharpe Ratio Comparison

The current RGGYX Sharpe Ratio is 1.29, which is comparable to the MFWIX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of RGGYX and MFWIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RGGYXMFWIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.29

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.52

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.65

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.71

+0.10

Correlation

The correlation between RGGYX and MFWIX is 0.87, 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

RGGYX vs. MFWIX - Dividend Comparison

RGGYX's dividend yield for the trailing twelve months is around 1.04%, less than MFWIX's 8.81% yield.


TTM20252024202320222021202020192018201720162015
RGGYX
Victory RS Global Fund
1.04%1.03%1.16%1.09%1.29%3.42%0.82%1.38%4.84%8.60%10.38%3.86%
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

RGGYX vs. MFWIX - Drawdown Comparison

The maximum RGGYX drawdown since its inception was -31.80%, roughly equal to the maximum MFWIX drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for RGGYX and MFWIX.


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Drawdown Indicators


RGGYXMFWIXDifference

Max Drawdown

Largest peak-to-trough decline

-31.80%

-33.01%

+1.21%

Max Drawdown (1Y)

Largest decline over 1 year

-11.67%

-6.85%

-4.82%

Max Drawdown (5Y)

Largest decline over 5 years

-26.78%

-20.22%

-6.56%

Max Drawdown (10Y)

Largest decline over 10 years

-31.80%

-23.36%

-8.44%

Current Drawdown

Current decline from peak

-6.22%

-6.50%

+0.28%

Average Drawdown

Average peak-to-trough decline

-4.00%

-3.83%

-0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

1.74%

+0.69%

Volatility

RGGYX vs. MFWIX - Volatility Comparison

Victory RS Global Fund (RGGYX) has a higher volatility of 6.01% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that RGGYX'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


RGGYXMFWIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

3.04%

+2.97%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

5.25%

+4.53%

Volatility (1Y)

Calculated over the trailing 1-year period

16.75%

8.85%

+7.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.85%

9.09%

+6.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.74%

9.60%

+7.14%