Sortino ratio is not yet available for BREE. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares MFS Blended Research Emerging Markets Equity ETF's Sortino Ratio with other ETFs in the Emerging Markets Diversified category across multiple time periods, showing how BREE's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| EMEQ | Nomura Focused Emerging Markets Equity ETF | 5.25 | |||
| HEEM | iShares Currency Hedged MSCI Emerging Markets ETF | 4.70 | |||
| FRDM | Freedom 100 Emerging Markets ETF | 4.65 | |||
| EMDM | First Trust Bloomberg Emerging Market Democracies ETF | 4.56 | |||
| STXE | Strive Emerging Markets Ex-China ETF | 4.47 | |||
| PEMX | Putnam Emerging Markets Ex-China ETF | 4.30 | |||
| DFEV | Dimensional Emerging Markets Value ETF | 4.29 | |||
| DIEM | Franklin Emerging Market Core Dividend Tilt Index ETF | 4.26 | |||
| BCHI | GMO Beyond China ETF | 4.24 | |||
| DEHP | Dimensional Emerging Markets High Profitability ETF | 4.11 | |||
| BREE | MFS Blended Research Emerging Markets Equity ETF | — |
Historical Sortino Ratio
The chart shows BREE's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when BREE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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