WGFIX vs. MFWIX
Compare and contrast key facts about William Blair Global Leaders Fund (WGFIX) and MFS Global Total Return Fund Class I (MFWIX).
WGFIX is managed by William Blair. It was launched on Oct 14, 2007. MFWIX is managed by MFS. It was launched on Sep 4, 1990.
Performance
WGFIX vs. MFWIX - Performance Comparison
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WGFIX vs. MFWIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WGFIX William Blair Global Leaders Fund | -10.88% | 16.06% | 7.52% | 23.02% | -29.32% | 16.71% | 32.06% | 31.97% | -8.04% | 30.67% |
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, WGFIX achieves a -10.88% return, which is significantly lower than MFWIX's -0.47% return. Over the past 10 years, WGFIX has outperformed MFWIX with an annualized return of 9.41%, while MFWIX has yielded a comparatively lower 6.19% annualized return.
WGFIX
- 1D
- -0.34%
- 1M
- -10.33%
- YTD
- -10.88%
- 6M
- -8.47%
- 1Y
- 7.95%
- 3Y*
- 7.22%
- 5Y*
- 2.24%
- 10Y*
- 9.41%
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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WGFIX vs. MFWIX - Expense Ratio Comparison
WGFIX has a 0.90% expense ratio, which is higher than MFWIX's 0.84% expense ratio.
Return for Risk
WGFIX vs. MFWIX — Risk / Return Rank
WGFIX
MFWIX
WGFIX vs. MFWIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for William Blair Global Leaders Fund (WGFIX) 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.
| WGFIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.45 | 1.29 | -0.84 |
Sortino ratioReturn per unit of downside risk | 0.76 | 1.77 | -1.01 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.25 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.43 | 1.59 | -1.15 |
Martin ratioReturn relative to average drawdown | 1.73 | 6.26 | -4.53 |
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
| WGFIX | MFWIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 1.29 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.52 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.65 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.71 | -0.40 |
Correlation
The correlation between WGFIX and MFWIX is 0.83, 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
WGFIX vs. MFWIX - Dividend Comparison
WGFIX's dividend yield for the trailing twelve months is around 95.97%, more than MFWIX's 8.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WGFIX William Blair Global Leaders Fund | 95.97% | 85.53% | 54.25% | 6.65% | 2.17% | 5.65% | 12.57% | 1.35% | 17.62% | 4.24% | 0.72% | 5.05% |
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
WGFIX vs. MFWIX - Drawdown Comparison
The maximum WGFIX drawdown since its inception was -59.51%, which is greater than MFWIX's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for WGFIX and MFWIX.
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Drawdown Indicators
| WGFIX | MFWIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.51% | -33.01% | -26.50% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -6.85% | -6.26% |
Max Drawdown (5Y)Largest decline over 5 years | -38.76% | -20.22% | -18.54% |
Max Drawdown (10Y)Largest decline over 10 years | -38.76% | -23.36% | -15.40% |
Current DrawdownCurrent decline from peak | -13.11% | -6.50% | -6.61% |
Average DrawdownAverage peak-to-trough decline | -11.96% | -3.83% | -8.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 1.74% | +1.55% |
Volatility
WGFIX vs. MFWIX - Volatility Comparison
William Blair Global Leaders Fund (WGFIX) has a higher volatility of 5.49% compared to MFS Global Total Return Fund Class I (MFWIX) at 3.04%. This indicates that WGFIX'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
| WGFIX | MFWIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 3.04% | +2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 10.13% | 5.25% | +4.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.57% | 8.85% | +8.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.66% | 9.09% | +9.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.78% | 9.60% | +9.18% |