SPGEX vs. MFWIX
Compare and contrast key facts about Symmetry Panoramic Global Equity Fund (SPGEX) and MFS Global Total Return Fund Class I (MFWIX).
SPGEX is managed by Symmetry Partners. It was launched on Nov 11, 2018. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
SPGEX vs. MFWIX - Performance Comparison
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SPGEX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SPGEX Symmetry Panoramic Global Equity Fund | -1.82% | 19.76% | 11.36% | 18.90% | -14.00% | 20.68% | 8.79% | 22.96% | -6.07% |
MFWIX MFS Global Total Return Fund Class I | -0.47% | 15.70% | 4.25% | 10.52% | -10.62% | 8.59% | 9.63% | 18.49% | -2.20% |
Returns By Period
In the year-to-date period, SPGEX achieves a -1.82% return, which is significantly lower than MFWIX's -0.47% return.
SPGEX
- 1D
- -0.44%
- 1M
- -8.66%
- YTD
- -1.82%
- 6M
- 0.44%
- 1Y
- 17.77%
- 3Y*
- 14.52%
- 5Y*
- 8.53%
- 10Y*
- —
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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SPGEX vs. MFWIX - Expense Ratio Comparison
SPGEX has a 0.56% expense ratio, which is lower than MFWIX's 0.84% expense ratio.
Return for Risk
SPGEX vs. MFWIX — Risk / Return Rank
SPGEX
MFWIX
SPGEX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Symmetry Panoramic Global Equity Fund (SPGEX) 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.
| SPGEX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 1.29 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.77 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.25 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.59 | -0.24 |
Martin ratioReturn relative to average drawdown | 6.42 | 6.26 | +0.16 |
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
| SPGEX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 1.29 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.52 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.71 | -0.09 |
Correlation
The correlation between SPGEX 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
SPGEX vs. MFWIX - Dividend Comparison
SPGEX's dividend yield for the trailing twelve months is around 9.29%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPGEX Symmetry Panoramic Global Equity Fund | 9.29% | 9.12% | 17.40% | 3.71% | 3.64% | 4.84% | 1.20% | 2.33% | 0.66% | 0.00% | 0.00% | 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
SPGEX vs. MFWIX - Drawdown Comparison
The maximum SPGEX drawdown since its inception was -35.03%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for SPGEX and MFWIX.
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Drawdown Indicators
| SPGEX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.03% | -33.01% | -2.02% |
Max Drawdown (1Y)Largest decline over 1 year | -11.94% | -6.85% | -5.09% |
Max Drawdown (5Y)Largest decline over 5 years | -23.48% | -20.22% | -3.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.36% | — |
Current DrawdownCurrent decline from peak | -8.97% | -6.50% | -2.47% |
Average DrawdownAverage peak-to-trough decline | -5.30% | -3.83% | -1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 1.74% | +0.77% |
Volatility
SPGEX vs. MFWIX - Volatility Comparison
Symmetry Panoramic Global Equity Fund (SPGEX) has a higher volatility of 4.82% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that SPGEX'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
| SPGEX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 3.04% | +1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 8.98% | 5.25% | +3.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.00% | 8.85% | +7.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.93% | 9.09% | +5.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 9.60% | +6.95% |