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MFS Blended Research Small Cap Equity Fund (BRSJX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US5527437421

CUSIP

552743742

Issuer

MFS

Inception Date

Sep 15, 2015

Min. Investment

$0

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Blend

Expense Ratio

BRSJX has an expense ratio of 0.74%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period

MFS Blended Research Small Cap Equity Fund (BRSJX) returned -10.36% year-to-date (YTD) and -12.22% over the past 12 months.


BRSJX

YTD

-10.36%

1M

6.13%

6M

-20.45%

1Y

-12.22%

5Y*

4.57%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

The table below presents the monthly returns of BRSJX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.95%-4.29%-7.72%-4.26%3.98%-10.36%
2024-1.84%3.22%2.34%-6.15%3.45%-1.37%8.94%-2.43%-0.06%-1.37%8.85%-12.60%-1.05%
20239.38%-1.56%-5.54%-1.37%-2.01%9.23%5.70%-3.48%-4.81%-6.47%8.59%12.23%18.84%
2022-7.05%1.90%0.96%-8.90%0.49%-8.82%9.60%-4.31%-8.93%10.77%2.88%-9.73%-21.58%
20214.69%7.65%2.88%4.11%1.03%0.85%-1.40%3.93%-2.57%4.10%-3.40%-7.91%13.70%
2020-4.97%-9.43%-22.76%13.79%5.37%1.58%2.94%3.69%-4.45%1.69%14.00%6.64%2.09%
201912.58%6.01%-2.18%3.12%-7.49%6.31%0.15%-6.14%1.79%2.76%5.14%1.92%24.73%
20183.02%-4.20%1.33%1.24%6.26%0.58%2.50%6.35%-1.57%-9.66%2.07%-16.19%-10.29%
20170.77%1.94%-0.66%1.67%-2.13%3.02%1.63%-1.04%4.93%0.92%2.06%-2.84%10.47%
2016-7.42%0.22%9.20%1.50%2.57%-0.29%4.64%1.94%-0.27%-3.72%8.21%2.82%19.85%
2015-5.17%4.61%3.21%-4.16%-1.87%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BRSJX is 4, meaning it’s performing worse than 96% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of BRSJX is 44
Overall Rank
The Sharpe Ratio Rank of BRSJX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of BRSJX is 44
Sortino Ratio Rank
The Omega Ratio Rank of BRSJX is 55
Omega Ratio Rank
The Calmar Ratio Rank of BRSJX is 44
Calmar Ratio Rank
The Martin Ratio Rank of BRSJX is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for MFS Blended Research Small Cap Equity Fund (BRSJX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

MFS Blended Research Small Cap Equity Fund Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: -0.48
  • 5-Year: 0.19
  • All Time: 0.15

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of MFS Blended Research Small Cap Equity Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

MFS Blended Research Small Cap Equity Fund provided a 1.54% dividend yield over the last twelve months, with an annual payout of $0.21 per share.


0.00%0.20%0.40%0.60%0.80%1.00%1.20%1.40%$0.00$0.05$0.10$0.15$0.202015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018201720162015
Dividend$0.21$0.21$0.12$0.00$0.03$0.10$0.09$0.07$0.06$0.03$0.03

Dividend yield

1.54%1.38%0.78%0.00%0.16%0.66%0.64%0.64%0.49%0.29%0.33%

Monthly Dividends

The table displays the monthly dividend distributions for MFS Blended Research Small Cap Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21$0.21
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.03
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.09
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.07
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.06
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.03
2015$0.03$0.03

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the MFS Blended Research Small Cap Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the MFS Blended Research Small Cap Equity Fund was 47.39%, occurring on Mar 18, 2020. Recovery took 203 trading sessions.

The current MFS Blended Research Small Cap Equity Fund drawdown is 30.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.39%Aug 30, 2018389Mar 18, 2020203Jan 6, 2021592
-39.78%Nov 9, 2021856Apr 8, 2025
-18.83%Dec 2, 201549Feb 11, 201652Apr 27, 2016101
-9.34%Jan 29, 20189Feb 8, 201863May 10, 201872
-8.66%Sep 8, 201641Nov 3, 20167Nov 14, 201648

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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