WFRPX vs. MFWIX

Last updated Apr 1, 2026

Compare and contrast key facts about Wealthfront Risk Parity Fund Class W (WFRPX) and MFS Global Total Return Fund Class I (MFWIX).

WFRPX is managed by Wealthfront. It was launched on Jan 22, 2018. MFWIX is managed by MFS. It was launched on Sep 4, 1990.

Performance

WFRPX vs. MFWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wealthfront Risk Parity Fund Class W (WFRPX) and MFS Global Total Return Fund Class I (MFWIX). The values are adjusted to include any dividend payments, if applicable.

WFRPX vs. MFWIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
WFRPX Wealthfront Risk Parity Fund Class W	0.00%	0.06%	1.38%	6.07%	-23.39%	7.64%	-6.57%	32.52%	-7.13%
MFWIX MFS Global Total Return Fund Class I	-0.47%	15.70%	4.25%	10.52%	-10.62%	8.59%	9.63%	18.49%	-5.86%

Returns By Period

WFRPX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WFRPX vs. MFWIX - Expense Ratio Comparison

WFRPX has a 0.25% expense ratio, which is lower than MFWIX's 0.84% expense ratio.

MFWIX

MFS Global Total Return Fund Class I

WFRPX

Wealthfront Risk Parity Fund Class W

Return for Risk

WFRPX vs. MFWIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MFWIX

MFWIX Risk / Return Rank: 69
MFWIX Sharpe Ratio Rank: 73
MFWIX Sortino Ratio Rank: 71
MFWIX Omega Ratio Rank: 67
MFWIX Calmar Ratio Rank: 69
MFWIX Martin Ratio Rank: 66

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WFRPX vs. MFWIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wealthfront Risk Parity Fund Class W (WFRPX) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	WFRPX	MFWIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.29	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.52	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.65	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.71	—

Correlation

The correlation between WFRPX 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

WFRPX vs. MFWIX - Dividend Comparison

WFRPX has not paid dividends to shareholders, while MFWIX's dividend yield for the trailing twelve months is around 8.81%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WFRPX Wealthfront Risk Parity Fund Class W	0.00%	0.06%	5.18%	4.86%	1.31%	3.02%	0.29%	3.63%	1.33%	0.00%	0.00%	0.00%
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

Drawdown Indicators

	WFRPX	MFWIX	Difference
Max Drawdown Largest peak-to-trough decline	—	-33.01%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-6.85%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.22%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-23.36%	—
Current Drawdown Current decline from peak	—	-6.50%	—
Average Drawdown Average peak-to-trough decline	—	-3.83%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.74%	—

Volatility

Volatility by Period

	WFRPX	MFWIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.04%	—
Volatility (6M) Calculated over the trailing 6-month period	—	5.25%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	8.85%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	9.09%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	9.60%	—