RMEAX vs. MFWIX
Compare and contrast key facts about Aspiriant Risk-Managed Equity Allocation Fund (RMEAX) and MFS Global Total Return Fund Class I (MFWIX).
RMEAX is managed by Aspiriant. It was launched on Apr 3, 2013. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
RMEAX vs. MFWIX - Performance Comparison
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RMEAX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RMEAX Aspiriant Risk-Managed Equity Allocation Fund | -3.38% | 17.69% | 6.55% | 16.31% | -13.67% | 14.78% | 3.98% | 16.82% | -3.75% | 21.78% |
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, RMEAX achieves a -3.38% return, which is significantly lower than MFWIX's 0.94% return. Over the past 10 years, RMEAX has outperformed MFWIX with an annualized return of 7.46%, while MFWIX has yielded a comparatively lower 6.34% annualized return.
RMEAX
- 1D
- 2.28%
- 1M
- -5.36%
- YTD
- -3.38%
- 6M
- 0.23%
- 1Y
- 11.69%
- 3Y*
- 10.67%
- 5Y*
- 6.18%
- 10Y*
- 7.46%
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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RMEAX vs. MFWIX - Expense Ratio Comparison
RMEAX has a 0.28% expense ratio, which is lower than MFWIX's 0.84% expense ratio.
Return for Risk
RMEAX vs. MFWIX — Risk / Return Rank
RMEAX
MFWIX
RMEAX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aspiriant Risk-Managed Equity Allocation Fund (RMEAX) 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.
| RMEAX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 1.44 | -0.50 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.99 | -0.58 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.28 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.89 | -0.55 |
Martin ratioReturn relative to average drawdown | 5.70 | 7.31 | -1.61 |
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
| RMEAX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 1.44 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.54 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.66 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.71 | -0.17 |
Correlation
The correlation between RMEAX and MFWIX is 0.85, 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
RMEAX vs. MFWIX - Dividend Comparison
RMEAX's dividend yield for the trailing twelve months is around 12.22%, more than MFWIX's 8.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RMEAX Aspiriant Risk-Managed Equity Allocation Fund | 12.22% | 11.80% | 0.00% | 5.30% | 2.16% | 2.46% | 1.64% | 4.69% | 4.53% | 2.67% | 2.27% | 1.79% |
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
RMEAX vs. MFWIX - Drawdown Comparison
The maximum RMEAX drawdown since its inception was -23.70%, smaller than the maximum MFWIX drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for RMEAX and MFWIX.
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Drawdown Indicators
| RMEAX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.70% | -33.01% | +9.31% |
Max Drawdown (1Y)Largest decline over 1 year | -9.25% | -6.85% | -2.40% |
Max Drawdown (5Y)Largest decline over 5 years | -21.79% | -20.22% | -1.57% |
Max Drawdown (10Y)Largest decline over 10 years | -23.70% | -23.36% | -0.34% |
Current DrawdownCurrent decline from peak | -6.26% | -5.18% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -4.29% | -3.83% | -0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 1.77% | +0.39% |
Volatility
RMEAX vs. MFWIX - Volatility Comparison
Aspiriant Risk-Managed Equity Allocation Fund (RMEAX) has a higher volatility of 4.68% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.44%. This indicates that RMEAX'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
| RMEAX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.68% | 3.44% | +1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 7.67% | 5.43% | +2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.69% | 8.94% | +3.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.96% | 9.11% | +2.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.81% | 9.61% | +2.20% |