VMNVX vs. MFWIX
Compare and contrast key facts about Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX) and MFS Global Total Return Fund Class I (MFWIX).
VMNVX is managed by Vanguard. It was launched on Dec 12, 2013. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
VMNVX vs. MFWIX - Performance Comparison
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VMNVX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VMNVX Vanguard Global Minimum Volatility Fund Admiral Shares | 2.89% | 12.83% | 13.42% | 7.94% | -4.46% | 15.40% | -3.94% | 22.66% | -1.70% | 16.03% |
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, VMNVX achieves a 2.89% return, which is significantly higher than MFWIX's 0.94% return. Over the past 10 years, VMNVX has outperformed MFWIX with an annualized return of 8.38%, while MFWIX has yielded a comparatively lower 6.34% annualized return.
VMNVX
- 1D
- 1.15%
- 1M
- -4.95%
- YTD
- 2.89%
- 6M
- 4.27%
- 1Y
- 9.34%
- 3Y*
- 11.89%
- 5Y*
- 8.55%
- 10Y*
- 8.38%
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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VMNVX vs. MFWIX - Expense Ratio Comparison
VMNVX has a 0.14% expense ratio, which is lower than MFWIX's 0.84% expense ratio.
Return for Risk
VMNVX vs. MFWIX — Risk / Return Rank
VMNVX
MFWIX
VMNVX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX) 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.
| VMNVX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.44 | -0.50 |
Sortino ratioReturn per unit of downside risk | 1.35 | 1.99 | -0.64 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.28 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.89 | -0.58 |
Martin ratioReturn relative to average drawdown | 6.22 | 7.31 | -1.08 |
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
| VMNVX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.44 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.54 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.66 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.71 | +0.05 |
Correlation
The correlation between VMNVX 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
VMNVX vs. MFWIX - Dividend Comparison
VMNVX's dividend yield for the trailing twelve months is around 9.78%, more than MFWIX's 8.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VMNVX Vanguard Global Minimum Volatility Fund Admiral Shares | 9.78% | 10.07% | 3.84% | 3.13% | 5.03% | 6.33% | 2.15% | 4.62% | 7.37% | 2.31% | 2.82% | 3.30% |
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
VMNVX vs. MFWIX - Drawdown Comparison
The maximum VMNVX drawdown since its inception was -33.11%, roughly equal to the maximum MFWIX drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for VMNVX and MFWIX.
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Drawdown Indicators
| VMNVX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.11% | -33.01% | -0.10% |
Max Drawdown (1Y)Largest decline over 1 year | -7.93% | -6.85% | -1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -12.93% | -20.22% | +7.29% |
Max Drawdown (10Y)Largest decline over 10 years | -33.11% | -23.36% | -9.75% |
Current DrawdownCurrent decline from peak | -4.95% | -5.18% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -2.82% | -3.83% | +1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.66% | 1.77% | -0.11% |
Volatility
VMNVX vs. MFWIX - Volatility Comparison
The current volatility for Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX) is 2.93%, while MFS Global Total Return Fund Class I (MFWIX) has a volatility of 3.44%. This indicates that VMNVX experiences smaller price fluctuations and is considered to be less risky 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
| VMNVX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.93% | 3.44% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 5.02% | 5.43% | -0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.09% | 8.94% | +1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.53% | 9.11% | +0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.96% | 9.61% | +2.35% |