WFGGX vs. MFWIX
Compare and contrast key facts about WCM Focused Global Growth Fund (WFGGX) and MFS Global Total Return Fund Class I (MFWIX).
WFGGX is managed by WCM Investment Management. It was launched on Jun 27, 2013. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
WFGGX vs. MFWIX - Performance Comparison
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WFGGX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WFGGX WCM Focused Global Growth Fund | -7.73% | 24.09% | 30.71% | 26.13% | -30.75% | 14.62% | 39.10% | 33.46% | -3.53% | 27.31% |
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, WFGGX achieves a -7.73% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, WFGGX has outperformed MFWIX with an annualized return of 13.40%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
WFGGX
- 1D
- -2.23%
- 1M
- -11.60%
- YTD
- -7.73%
- 6M
- -9.04%
- 1Y
- 17.63%
- 3Y*
- 19.80%
- 5Y*
- 8.86%
- 10Y*
- 13.40%
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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WFGGX vs. MFWIX - Expense Ratio Comparison
WFGGX has a 1.30% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
WFGGX vs. MFWIX — Risk / Return Rank
WFGGX
MFWIX
WFGGX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WCM Focused Global Growth Fund (WFGGX) 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.
| WFGGX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 1.29 | -0.43 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.77 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.54 | 1.59 | -1.05 |
Martin ratioReturn relative to average drawdown | 1.85 | 6.26 | -4.40 |
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
| WFGGX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.29 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.52 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.65 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.71 | +0.01 |
Correlation
The correlation between WFGGX and MFWIX is 0.73, 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
WFGGX vs. MFWIX - Dividend Comparison
WFGGX's dividend yield for the trailing twelve months is around 4.06%, less than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WFGGX WCM Focused Global Growth Fund | 4.06% | 3.75% | 4.75% | 0.00% | 3.58% | 10.47% | 3.41% | 1.77% | 2.93% | 1.49% | 12.79% | 0.38% |
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
WFGGX vs. MFWIX - Drawdown Comparison
The maximum WFGGX drawdown since its inception was -36.91%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for WFGGX and MFWIX.
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Drawdown Indicators
| WFGGX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.91% | -33.01% | -3.90% |
Max Drawdown (1Y)Largest decline over 1 year | -12.62% | -6.85% | -5.77% |
Max Drawdown (5Y)Largest decline over 5 years | -36.91% | -20.22% | -16.69% |
Max Drawdown (10Y)Largest decline over 10 years | -36.91% | -23.36% | -13.55% |
Current DrawdownCurrent decline from peak | -12.62% | -6.50% | -6.12% |
Average DrawdownAverage peak-to-trough decline | -6.86% | -3.83% | -3.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.82% | 1.74% | +4.08% |
Volatility
WFGGX vs. MFWIX - Volatility Comparison
WCM Focused Global Growth Fund (WFGGX) has a higher volatility of 6.07% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that WFGGX'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
| WFGGX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 3.04% | +3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 14.10% | 5.25% | +8.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.84% | 8.85% | +13.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.12% | 9.09% | +11.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.03% | 9.60% | +9.43% |