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MFWIX: MFS GLOBAL TOTAL RETURN FUND I (MUTUAL FUND)
Basic Info 16.3 0.05(0.31%) January 22
| Asset Class: | World Allocation |
| MyPlanIQ Rating: | (89%) |
| Start Date: | 06/25/1997 |
| Last Dividend Date: | 12/12/2024 |
| 12-Mo. Yield | 1.32% |
| Expenses | 1.11% |
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Performance Analytics (As of 01/17/2025)
Not up-to-date? Try| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 06/25/1997 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 2.6 | 1.6 | 1.1 | -2.0 | -0.8 | 2.6 | 4.5 | 4.7 | 4.5 | -2.2 | 8.4 | -12.9 | -0.4 | 3.8 | 18.5 | -7.0 | 15.5 | 5.6 | -1.3 | 3.7 | 16.3 | 11.3 | 2.3 | 8.7 | 14.6 | -15.3 | 8.9 | 17.1 | 3.5 | 15.2 | 21.5 | 0.5 | -6.5 | -4.5 | 0.4 | 10.5 | -2.1 |
| Sharpe Ratio | NA | 1.63 | -0.55 | -0.62 | -0.27 | 0.08 | NA | NA | 0.28 | -0.89 | 0.52 | -1.05 | -0.04 | 0.19 | 2.95 | -1.06 | 3.97 | 0.67 | -0.17 | 0.66 | 2.44 | 1.47 | 0.17 | 0.8 | 0.89 | -0.78 | 0.72 | 1.82 | 0.2 | 1.65 | 2.61 | -0.08 | -1.13 | -0.79 | -0.28 | 0.66 | -0.63 |
| Draw Down(%) | NA | 1.7 | 12.4 | 20.0 | 26.2 | 26.2 | NA | NA | 33.0 | 11.8 | 8.6 | 20.2 | 10.3 | 23.4 | 2.6 | 13.1 | 1.1 | 5.3 | 8.0 | 5.7 | 4.5 | 6.1 | 10.4 | 9.9 | 19.0 | 28.5 | 4.9 | 6.9 | 4.4 | 6.1 | 6.4 | 8.9 | 13.6 | 10.5 | 7.8 | 9.8 | 9.0 |
| Standard Deviation(%) | NA | 9.5 | 9.9 | 10.8 | 12.9 | 10.4 | NA | NA | 10.5 | 9.8 | 8.0 | 13.6 | 10.8 | 19.3 | 5.8 | 7.8 | 3.7 | 8.0 | 7.9 | 5.6 | 6.7 | 7.7 | 13.6 | 10.7 | 16.3 | 20.7 | 8.2 | 7.6 | 6.6 | 8.6 | 8.0 | 8.2 | 7.9 | 10.8 | 10.1 | 10.9 | 12.0 |
| Treynor Ratio | NA | 0.19 | -0.1 | -0.09 | -0.06 | 0.01 | NA | NA | 0.04 | -0.16 | 0.05 | -0.2 | -0.01 | 0.08 | 0.25 | -0.11 | 0.19 | 0.06 | -0.01 | 0.05 | 0.21 | 0.13 | 0.03 | 0.09 | 0.13 | -0.16 | 0.06 | 0.15 | 0.02 | 0.15 | 0.34 | -0.01 | -0.15 | -0.11 | -0.04 | 0.11 | -0.08 |
| Alpha | NA | -0.03 | -0.02 | -0.01 | -0.02 | 0.0 | NA | NA | 0.0 | -0.02 | -0.01 | -0.01 | -0.02 | -0.02 | 0.02 | -0.01 | 0.02 | 0.01 | 0.0 | 0.01 | 0.02 | 0.01 | 0.02 | 0.0 | -0.03 | 0.02 | -0.02 | 0.01 | -0.03 | 0.01 | 0.0 | 0.02 | -0.03 | -0.05 | -0.07 | 0.04 | -0.03 |
| Beta | NA | 0.8 | 0.56 | 0.71 | 0.6 | 0.66 | NA | NA | 0.78 | 0.56 | 0.87 | 0.72 | 0.61 | 0.46 | 0.69 | 0.77 | 0.79 | 0.89 | 0.91 | 0.76 | 0.79 | 0.87 | 0.88 | 0.93 | 1.11 | 0.99 | 0.95 | 0.9 | 0.86 | 0.95 | 0.62 | 0.52 | 0.58 | 0.79 | 0.69 | 0.64 | 0.99 |
| RSquared | NA | 0.8 | 0.34 | 0.59 | 0.35 | 0.43 | NA | NA | 0.6 | 0.34 | 0.8 | 0.65 | 0.27 | 0.18 | 0.49 | 0.7 | 0.67 | 0.87 | 0.87 | 0.83 | 0.78 | 0.89 | 0.9 | 0.89 | 0.89 | 0.93 | 0.87 | 0.77 | 0.65 | 0.67 | 0.5 | 0.75 | 0.68 | 0.26 | 0.21 | 0.4 | 0.29 |
| Yield(%) | N/A | 0.0 | 2.5 | 1.5 | 1.6 | 2.7 | 3.4 | 4.2 | N/A | 2.5 | 2.2 | 0.2 | 1.7 | 2.0 | 5.3 | 3.3 | 3.1 | 1.5 | 4.4 | 3.5 | 2.3 | 2.1 | 3.1 | 3.4 | 2.2 | 5.3 | 10.9 | 9.8 | 9.9 | 10.8 | 2.5 | 2.3 | 1.6 | 4.2 | 1.9 | 3.1 | 1.7 |
| Dividend Growth(%) | N/A | -100.0 | 20.8 | -48.1 | -47.8 | -40.0 | N/A | N/A | N/A | 20.8 | 723.8 | -87.0 | -13.2 | -56.7 | 45.9 | 18.5 | 120.9 | -68.2 | 26.0 | 68.3 | 18.9 | -30.4 | -5.8 | 71.6 | -66.5 | -52.0 | 17.1 | -5.3 | -5.4 | 417.1 | 5.5 | 34.0 | -65.2 | 114.7 | -32.7 | 74.1 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/25/1997
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