WAGSX vs. MFWIX
Compare and contrast key facts about Wasatch Global Select Fund (WAGSX) and MFS Global Total Return Fund Class I (MFWIX).
WAGSX is managed by Wasatch. It was launched on Sep 30, 2019. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
WAGSX vs. MFWIX - Performance Comparison
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WAGSX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
WAGSX Wasatch Global Select Fund | -8.14% | 1.74% | 0.50% | 27.77% | -33.10% | 7.95% | 34.68% | 9.40% |
MFWIX MFS Global Total Return Fund Class I | 0.94% | 15.70% | 4.25% | 10.52% | -10.62% | 8.59% | 9.63% | 5.48% |
Returns By Period
In the year-to-date period, WAGSX achieves a -8.14% return, which is significantly lower than MFWIX's 0.94% return.
WAGSX
- 1D
- 3.20%
- 1M
- -6.62%
- YTD
- -8.14%
- 6M
- -9.69%
- 1Y
- -5.29%
- 3Y*
- 3.04%
- 5Y*
- -2.05%
- 10Y*
- —
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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WAGSX vs. MFWIX - Expense Ratio Comparison
WAGSX has a 1.35% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
WAGSX vs. MFWIX — Risk / Return Rank
WAGSX
MFWIX
WAGSX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Global Select Fund (WAGSX) 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.
| WAGSX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.29 | 1.44 | -1.73 |
Sortino ratioReturn per unit of downside risk | -0.31 | 1.99 | -2.30 |
Omega ratioGain probability vs. loss probability | 0.96 | 1.28 | -0.32 |
Calmar ratioReturn relative to maximum drawdown | -0.32 | 1.89 | -2.21 |
Martin ratioReturn relative to average drawdown | -0.87 | 7.31 | -8.17 |
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
| WAGSX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.29 | 1.44 | -1.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.11 | 0.54 | -0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.71 | -0.53 |
Correlation
The correlation between WAGSX and MFWIX is 0.78, 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
WAGSX vs. MFWIX - Dividend Comparison
WAGSX has not paid dividends to shareholders, while MFWIX's dividend yield for the trailing twelve months is around 8.68%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WAGSX Wasatch Global Select Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 12.65% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
WAGSX vs. MFWIX - Drawdown Comparison
The maximum WAGSX drawdown since its inception was -43.62%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for WAGSX and MFWIX.
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Drawdown Indicators
| WAGSX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.62% | -33.01% | -10.61% |
Max Drawdown (1Y)Largest decline over 1 year | -17.76% | -6.85% | -10.91% |
Max Drawdown (5Y)Largest decline over 5 years | -43.62% | -20.22% | -23.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.36% | — |
Current DrawdownCurrent decline from peak | -25.80% | -5.18% | -20.62% |
Average DrawdownAverage peak-to-trough decline | -17.70% | -3.83% | -13.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.55% | 1.77% | +4.78% |
Volatility
WAGSX vs. MFWIX - Volatility Comparison
Wasatch Global Select Fund (WAGSX) has a higher volatility of 6.59% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.44%. This indicates that WAGSX'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
| WAGSX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.59% | 3.44% | +3.15% |
Volatility (6M)Calculated over the trailing 6-month period | 10.85% | 5.43% | +5.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.59% | 8.94% | +8.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.51% | 9.11% | +10.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.18% | 9.61% | +11.57% |