VMVFX vs. MFWIX
Compare and contrast key facts about Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) and MFS Global Total Return Fund Class I (MFWIX).
VMVFX is managed by Vanguard. It was launched on Dec 12, 2013. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
VMVFX vs. MFWIX - Performance Comparison
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VMVFX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 1.71% | 12.74% | 13.38% | 7.82% | -4.48% | 23.74% | -3.99% | 23.28% | -1.79% | 15.93% |
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, VMVFX achieves a 1.71% return, which is significantly higher than MFWIX's -0.47% return. Over the past 10 years, VMVFX has outperformed MFWIX with an annualized return of 9.02%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
VMVFX
- 1D
- 0.25%
- 1M
- -5.81%
- YTD
- 1.71%
- 6M
- 2.90%
- 1Y
- 8.07%
- 3Y*
- 11.40%
- 5Y*
- 9.94%
- 10Y*
- 9.02%
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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VMVFX vs. MFWIX - Expense Ratio Comparison
VMVFX has a 0.21% expense ratio, which is lower than MFWIX's 0.84% expense ratio.
Return for Risk
VMVFX vs. MFWIX — Risk / Return Rank
VMVFX
MFWIX
VMVFX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) 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.
| VMVFX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 1.29 | -0.38 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.77 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.59 | -0.52 |
Martin ratioReturn relative to average drawdown | 5.20 | 6.26 | -1.06 |
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
| VMVFX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.29 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.52 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.65 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.71 | +0.08 |
Correlation
The correlation between VMVFX 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
VMVFX vs. MFWIX - Dividend Comparison
VMVFX's dividend yield for the trailing twelve months is around 9.81%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 9.81% | 9.98% | 3.77% | 3.05% | 4.96% | 12.73% | 2.02% | 5.12% | 7.27% | 2.30% | 2.71% | 3.22% |
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
VMVFX vs. MFWIX - Drawdown Comparison
The maximum VMVFX drawdown since its inception was -33.09%, roughly equal to the maximum MFWIX drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for VMVFX and MFWIX.
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Drawdown Indicators
| VMVFX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.09% | -33.01% | -0.08% |
Max Drawdown (1Y)Largest decline over 1 year | -7.96% | -6.85% | -1.11% |
Max Drawdown (5Y)Largest decline over 5 years | -13.02% | -20.22% | +7.20% |
Max Drawdown (10Y)Largest decline over 10 years | -33.09% | -23.36% | -9.73% |
Current DrawdownCurrent decline from peak | -6.03% | -6.50% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -2.84% | -3.83% | +0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 1.74% | -0.11% |
Volatility
VMVFX vs. MFWIX - Volatility Comparison
The current volatility for Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) is 2.61%, while MFS Global Total Return Fund Class I (MFWIX) has a volatility of 3.04%. This indicates that VMVFX 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
| VMVFX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.61% | 3.04% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 4.87% | 5.25% | -0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.02% | 8.85% | +1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.75% | 9.09% | +1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.48% | 9.60% | +2.88% |