Sortino ratio is not yet available for BRIE. 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 International Equity ETF's Sortino Ratio with other ETFs in the Foreign Large Cap Equities category across multiple time periods, showing how BRIE'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 Jul 11, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| GMOI | GMO International Value ETF | 3.48 | |||
| EFAS | Global X MSCI SuperDividend® EAFE ETF | 3.39 | |||
| JIVE | JPMorgan International Value ETF | 3.30 | |||
| VIDI | Vident International Equity Fund | 3.17 | |||
| JHID | John Hancock International High Dividend ETF | 3.16 | |||
| IFLO | VictoryShares International Free Cash Flow ETF | 3.15 | |||
| DBAW | Xtrackers MSCI All World ex US Hedged Equity ETF | 3.09 | |||
| DFIV | Dimensional International Value ETF | 3.07 | |||
| VYMI | Vanguard International High Dividend Yield ETF | 3.04 | |||
| FIVA | Fidelity International Value Factor ETF | 3.04 | |||
| BRIE | MFS Blended Research International Equity ETF | — |
Historical Sortino Ratio
The chart shows BRIE'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 BRIE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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