WAGOX vs. MFWIX
Compare and contrast key facts about Wasatch Global Opportunities Fund (WAGOX) and MFS Global Total Return Fund Class I (MFWIX).
WAGOX is managed by Wasatch. It was launched on Nov 16, 2008. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
WAGOX vs. MFWIX - Performance Comparison
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WAGOX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WAGOX Wasatch Global Opportunities Fund | -6.40% | -4.58% | 6.60% | 25.57% | -35.02% | 21.43% | 42.27% | 33.11% | -7.41% | 37.73% |
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, WAGOX achieves a -6.40% return, which is significantly lower than MFWIX's 0.94% return. Over the past 10 years, WAGOX has outperformed MFWIX with an annualized return of 8.68%, while MFWIX has yielded a comparatively lower 6.34% annualized return.
WAGOX
- 1D
- 2.93%
- 1M
- -7.63%
- YTD
- -6.40%
- 6M
- -7.91%
- 1Y
- -2.78%
- 3Y*
- 3.99%
- 5Y*
- -2.10%
- 10Y*
- 8.68%
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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WAGOX vs. MFWIX - Expense Ratio Comparison
WAGOX has a 1.50% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
WAGOX vs. MFWIX — Risk / Return Rank
WAGOX
MFWIX
WAGOX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Global Opportunities Fund (WAGOX) 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.
| WAGOX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.15 | 1.44 | -1.59 |
Sortino ratioReturn per unit of downside risk | -0.09 | 1.99 | -2.08 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.28 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | -0.19 | 1.89 | -2.08 |
Martin ratioReturn relative to average drawdown | -0.50 | 7.31 | -7.81 |
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
| WAGOX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.15 | 1.44 | -1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.54 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.66 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.71 | -0.08 |
Correlation
The correlation between WAGOX and MFWIX is 0.75, 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
WAGOX vs. MFWIX - Dividend Comparison
WAGOX's dividend yield for the trailing twelve months is around 9.97%, more than MFWIX's 8.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WAGOX Wasatch Global Opportunities Fund | 9.97% | 9.34% | 8.83% | 0.00% | 2.30% | 7.98% | 1.96% | 8.64% | 18.77% | 11.04% | 9.13% | 13.52% |
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
WAGOX vs. MFWIX - Drawdown Comparison
The maximum WAGOX drawdown since its inception was -44.05%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for WAGOX and MFWIX.
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Drawdown Indicators
| WAGOX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.05% | -33.01% | -11.04% |
Max Drawdown (1Y)Largest decline over 1 year | -17.09% | -6.85% | -10.24% |
Max Drawdown (5Y)Largest decline over 5 years | -44.05% | -20.22% | -23.83% |
Max Drawdown (10Y)Largest decline over 10 years | -44.05% | -23.36% | -20.69% |
Current DrawdownCurrent decline from peak | -27.73% | -5.18% | -22.55% |
Average DrawdownAverage peak-to-trough decline | -10.01% | -3.83% | -6.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.53% | 1.77% | +4.76% |
Volatility
WAGOX vs. MFWIX - Volatility Comparison
Wasatch Global Opportunities Fund (WAGOX) has a higher volatility of 5.92% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.44%. This indicates that WAGOX'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
| WAGOX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.92% | 3.44% | +2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 5.43% | +5.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.64% | 8.94% | +9.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.58% | 9.11% | +11.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.53% | 9.61% | +10.92% |