USAWX vs. MFWIX
Compare and contrast key facts about USAA Sustainable World Fund (USAWX) and MFS Global Total Return Fund Class I (MFWIX).
USAWX is managed by Victory. It was launched on Sep 30, 1992. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
USAWX vs. MFWIX - Performance Comparison
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USAWX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USAWX USAA Sustainable World Fund | -3.86% | 19.39% | 18.13% | 24.65% | -19.97% | 17.68% | 15.73% | 32.11% | -9.81% | 23.93% |
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, USAWX achieves a -3.86% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, USAWX has outperformed MFWIX with an annualized return of 11.08%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
USAWX
- 1D
- -0.20%
- 1M
- -8.74%
- YTD
- -3.86%
- 6M
- 0.04%
- 1Y
- 18.84%
- 3Y*
- 16.13%
- 5Y*
- 8.87%
- 10Y*
- 11.08%
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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USAWX vs. MFWIX - Expense Ratio Comparison
USAWX has a 1.05% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
USAWX vs. MFWIX — Risk / Return Rank
USAWX
MFWIX
USAWX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USAA Sustainable World Fund (USAWX) 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.
| USAWX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 1.29 | -0.13 |
Sortino ratioReturn per unit of downside risk | 1.69 | 1.77 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.25 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.59 | -0.13 |
Martin ratioReturn relative to average drawdown | 6.91 | 6.26 | +0.66 |
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
| USAWX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 1.29 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.52 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.65 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.71 | -0.19 |
Correlation
The correlation between USAWX and MFWIX is 0.88, 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
USAWX vs. MFWIX - Dividend Comparison
USAWX's dividend yield for the trailing twelve months is around 12.12%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USAWX USAA Sustainable World Fund | 12.12% | 11.65% | 6.66% | 1.03% | 2.88% | 18.85% | 4.70% | 41.19% | 7.16% | 4.40% | 2.85% | 2.88% |
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
USAWX vs. MFWIX - Drawdown Comparison
The maximum USAWX drawdown since its inception was -51.65%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for USAWX and MFWIX.
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Drawdown Indicators
| USAWX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.65% | -33.01% | -18.64% |
Max Drawdown (1Y)Largest decline over 1 year | -11.54% | -6.85% | -4.69% |
Max Drawdown (5Y)Largest decline over 5 years | -37.47% | -20.22% | -17.25% |
Max Drawdown (10Y)Largest decline over 10 years | -37.47% | -23.36% | -14.11% |
Current DrawdownCurrent decline from peak | -9.18% | -6.50% | -2.68% |
Average DrawdownAverage peak-to-trough decline | -9.90% | -3.83% | -6.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 1.74% | +0.69% |
Volatility
USAWX vs. MFWIX - Volatility Comparison
USAA Sustainable World Fund (USAWX) has a higher volatility of 5.06% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that USAWX'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
| USAWX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.06% | 3.04% | +2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 5.25% | +4.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.31% | 8.85% | +7.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.52% | 9.09% | +10.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.59% | 9.60% | +8.99% |