SGSCX vs. MFWIX
Compare and contrast key facts about DWS Global Small Cap Fund (SGSCX) and MFS Global Total Return Fund Class I (MFWIX).
SGSCX is managed by DWS. It was launched on Sep 9, 1991. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
SGSCX vs. MFWIX - Performance Comparison
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SGSCX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGSCX DWS Global Small Cap Fund | 2.01% | 20.22% | 5.35% | 24.62% | -24.63% | 15.10% | 16.98% | 22.29% | -21.96% | 19.80% |
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, SGSCX achieves a 2.01% return, which is significantly higher than MFWIX's -0.47% return. Over the past 10 years, SGSCX has outperformed MFWIX with an annualized return of 6.87%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
SGSCX
- 1D
- -0.97%
- 1M
- -8.80%
- YTD
- 2.01%
- 6M
- 7.39%
- 1Y
- 29.96%
- 3Y*
- 14.87%
- 5Y*
- 5.54%
- 10Y*
- 6.87%
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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SGSCX vs. MFWIX - Expense Ratio Comparison
SGSCX has a 1.12% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
SGSCX vs. MFWIX — Risk / Return Rank
SGSCX
MFWIX
SGSCX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Global Small Cap Fund (SGSCX) 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.
| SGSCX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.64 | 1.29 | +0.35 |
Sortino ratioReturn per unit of downside risk | 2.33 | 1.77 | +0.56 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.25 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.12 | 1.59 | +0.53 |
Martin ratioReturn relative to average drawdown | 9.09 | 6.26 | +2.83 |
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
| SGSCX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 1.29 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.52 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.65 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.71 | -0.24 |
Correlation
The correlation between SGSCX and MFWIX is 0.80, 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
SGSCX vs. MFWIX - Dividend Comparison
SGSCX's dividend yield for the trailing twelve months is around 10.17%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGSCX DWS Global Small Cap Fund | 10.17% | 10.37% | 6.35% | 5.12% | 5.42% | 16.72% | 0.36% | 0.29% | 18.31% | 11.13% | 7.52% | 6.04% |
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
SGSCX vs. MFWIX - Drawdown Comparison
The maximum SGSCX drawdown since its inception was -62.26%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for SGSCX and MFWIX.
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Drawdown Indicators
| SGSCX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.26% | -33.01% | -29.25% |
Max Drawdown (1Y)Largest decline over 1 year | -12.27% | -6.85% | -5.42% |
Max Drawdown (5Y)Largest decline over 5 years | -33.72% | -20.22% | -13.50% |
Max Drawdown (10Y)Largest decline over 10 years | -45.98% | -23.36% | -22.62% |
Current DrawdownCurrent decline from peak | -9.54% | -6.50% | -3.04% |
Average DrawdownAverage peak-to-trough decline | -14.18% | -3.83% | -10.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 1.74% | +1.18% |
Volatility
SGSCX vs. MFWIX - Volatility Comparison
DWS Global Small Cap Fund (SGSCX) has a higher volatility of 5.47% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that SGSCX'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
| SGSCX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 3.04% | +2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 11.37% | 5.25% | +6.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.04% | 8.85% | +9.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.76% | 9.09% | +9.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.44% | 9.60% | +9.84% |