SEEFX vs. MFWIX
Compare and contrast key facts about Saturna Sustainable Equity Fund (SEEFX) and MFS Global Total Return Fund Class I (MFWIX).
SEEFX is managed by Saturna Sustainable Funds. It was launched on Mar 26, 2015. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
SEEFX vs. MFWIX - Performance Comparison
Loading graphics...
SEEFX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SEEFX Saturna Sustainable Equity Fund | -6.40% | 18.55% | 9.61% | 18.83% | -21.41% | 11.29% | 24.39% | 30.96% | -5.76% | 23.76% |
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, SEEFX achieves a -6.40% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, SEEFX has outperformed MFWIX with an annualized return of 9.33%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
SEEFX
- 1D
- 0.00%
- 1M
- -10.30%
- YTD
- -6.40%
- 6M
- -4.83%
- 1Y
- 15.23%
- 3Y*
- 11.90%
- 5Y*
- 5.14%
- 10Y*
- 9.33%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SEEFX vs. MFWIX - Expense Ratio Comparison
SEEFX has a 0.75% expense ratio, which is lower than MFWIX's 0.84% expense ratio.
Return for Risk
SEEFX vs. MFWIX — Risk / Return Rank
SEEFX
MFWIX
SEEFX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saturna Sustainable Equity Fund (SEEFX) 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.
| SEEFX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 1.29 | -0.59 |
Sortino ratioReturn per unit of downside risk | 1.12 | 1.77 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.25 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.59 | -0.68 |
Martin ratioReturn relative to average drawdown | 4.00 | 6.26 | -2.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SEEFX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 1.29 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.52 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.65 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.71 | -0.12 |
Correlation
The correlation between SEEFX and MFWIX is 0.82, 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
SEEFX vs. MFWIX - Dividend Comparison
SEEFX's dividend yield for the trailing twelve months is around 38.42%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEEFX Saturna Sustainable Equity Fund | 38.42% | 0.98% | 0.49% | 0.99% | 0.94% | 0.62% | 0.34% | 0.50% | 0.89% | 0.77% | 0.57% | 0.00% |
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
SEEFX vs. MFWIX - Drawdown Comparison
The maximum SEEFX drawdown since its inception was -30.25%, smaller than the maximum MFWIX drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for SEEFX and MFWIX.
Loading graphics...
Drawdown Indicators
| SEEFX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.25% | -33.01% | +2.76% |
Max Drawdown (1Y)Largest decline over 1 year | -11.02% | -6.85% | -4.17% |
Max Drawdown (5Y)Largest decline over 5 years | -30.25% | -20.22% | -10.03% |
Max Drawdown (10Y)Largest decline over 10 years | -30.25% | -23.36% | -6.89% |
Current DrawdownCurrent decline from peak | -11.02% | -6.50% | -4.52% |
Average DrawdownAverage peak-to-trough decline | -5.48% | -3.83% | -1.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 1.74% | +1.19% |
Volatility
SEEFX vs. MFWIX - Volatility Comparison
Saturna Sustainable Equity Fund (SEEFX) has a higher volatility of 5.24% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that SEEFX'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.
Loading graphics...
Volatility by Period
| SEEFX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 3.04% | +2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 5.25% | +4.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.63% | 8.85% | +8.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.25% | 9.09% | +6.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.55% | 9.60% | +5.95% |