Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MWEIX (MFS GLOBAL EQUITY FUND I) | 10.34% | 0.72% | 2.29% | 2.34% | 4.78% | 7.99% | 6.89% | 5.92% |
Data as of 07/03/2025, AR inception is 12/22/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MWEIX (MFS GLOBAL EQUITY FUND I) | 12/22/1997 | 07/03/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | 3.30 | 0.72 | 2.29 | 2.34 | 4.78 | 7.99 | 6.89 | 5.92 | 10.34 | -5.60 | 6.38 | -23.99 | 11.95 | 12.02 | 30.54 | -9.61 | 23.88 | 7.35 | -1.42 | 4.02 | 27.80 | 23.72 | -4.29 | 12.52 | 31.52 | -33.59 | 9.21 | 24.59 | 7.72 | 18.75 | 27.76 | -11.24 | -10.02 | -13.62 | 11.58 | 12.28 | -2.62 |
| Sharpe Ratio | NA | -0.13 | -0.08 | 0.03 | 0.19 | NA | NA | 0.25 | 1.01 | -0.79 | 0.15 | -1.08 | 0.93 | 0.37 | 2.62 | -0.78 | 3.71 | 0.50 | -0.10 | 0.37 | 2.43 | 1.60 | -0.17 | 0.66 | 1.22 | -0.92 | 0.43 | 2.01 | 0.67 | 1.55 | 1.99 | -0.71 | -0.87 | -1.13 | 0.59 | 0.57 | -1.81 |
| Standard Deviation(%) | NA | 19.00 | 17.39 | 17.02 | 17.33 | NA | NA | 17.62 | 18.48 | 15.49 | 14.01 | 23.60 | 12.83 | 31.42 | 11.11 | 14.06 | 6.30 | 14.18 | 14.10 | 10.77 | 11.44 | 14.89 | 25.21 | 18.98 | 25.81 | 37.39 | 14.46 | 10.67 | 8.31 | 11.49 | 13.60 | 17.30 | 14.48 | 15.63 | 14.05 | 15.60 | 39.25 |
| Draw Down(%) | NA | 23.34 | 23.34 | 33.76 | 33.79 | NA | NA | 51.65 | 14.96 | 16.06 | 14.00 | 28.15 | 8.58 | 33.79 | 5.35 | 18.80 | 2.22 | 8.95 | 13.10 | 10.55 | 6.75 | 12.39 | 22.12 | 15.50 | 26.45 | 45.55 | 9.11 | 9.91 | 6.28 | 6.90 | 15.38 | 21.12 | 25.22 | 19.26 | 8.66 | 23.07 | 5.23 |
| Yield(%) | 0.00 | 1.01 | 0.97 | 0.88 | 2.14 | 3.35 | 4.12 | 3.81 | 0.00 | 1.05 | 1.12 | 0.60 | 0.56 | 0.70 | 2.86 | 5.07 | 3.41 | 1.72 | 2.00 | 1.93 | 1.80 | 1.72 | 1.64 | 0.95 | 1.31 | 5.30 | 11.98 | 14.91 | 4.61 | 0.23 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.78 |
Data as of 07/03/2025, AR inception is 12/22/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MWEIX (MFS GLOBAL EQUITY FUND I) |
-14.29%
Mar 2000 - Mar 2003 |
-6.63%
Mar 1998 - Mar 2003 |
-0.62%
Feb 1999 - Feb 2009 |
5.16%
Apr 1998 - Apr 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MWEIX (MFS GLOBAL EQUITY FUND I) |
24.82%
Feb 2009 - Feb 2012 |
22.76%
Feb 2009 - Feb 2014 |
14.35%
Feb 2009 - Feb 2019 |
11.22%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart