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BMSLX vs. IJR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BMSLX vs. IJR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Blended Research Mid Cap Equity Fund (BMSLX) and iShares Core S&P Small-Cap ETF (IJR). The values are adjusted to include any dividend payments, if applicable.

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BMSLX vs. IJR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BMSLX
MFS Blended Research Mid Cap Equity Fund
0.41%8.08%19.25%19.81%-13.70%26.54%10.44%30.21%-11.11%18.04%
IJR
iShares Core S&P Small-Cap ETF
4.11%5.89%8.63%16.06%-16.20%26.58%11.28%22.82%-8.51%13.15%

Returns By Period

In the year-to-date period, BMSLX achieves a 0.41% return, which is significantly lower than IJR's 4.11% return.


BMSLX

1D
2.76%
1M
-5.47%
YTD
0.41%
6M
-0.63%
1Y
11.68%
3Y*
14.03%
5Y*
8.92%
10Y*

IJR

1D
0.49%
1M
-4.18%
YTD
4.11%
6M
5.47%
1Y
20.83%
3Y*
10.67%
5Y*
4.19%
10Y*
9.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BMSLX vs. IJR - Expense Ratio Comparison

BMSLX has a 0.59% expense ratio, which is higher than IJR's 0.06% expense ratio.


Return for Risk

BMSLX vs. IJR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BMSLX
BMSLX Risk / Return Rank: 2525
Overall Rank
BMSLX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BMSLX Sortino Ratio Rank: 2323
Sortino Ratio Rank
BMSLX Omega Ratio Rank: 2222
Omega Ratio Rank
BMSLX Calmar Ratio Rank: 2828
Calmar Ratio Rank
BMSLX Martin Ratio Rank: 3030
Martin Ratio Rank

IJR
IJR Risk / Return Rank: 5151
Overall Rank
IJR Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IJR Sortino Ratio Rank: 5252
Sortino Ratio Rank
IJR Omega Ratio Rank: 4747
Omega Ratio Rank
IJR Calmar Ratio Rank: 5353
Calmar Ratio Rank
IJR Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BMSLX vs. IJR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research Mid Cap Equity Fund (BMSLX) and iShares Core S&P Small-Cap ETF (IJR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BMSLXIJRDifference

Sharpe ratio

Return per unit of total volatility

0.61

0.92

-0.31

Sortino ratio

Return per unit of downside risk

0.99

1.43

-0.44

Omega ratio

Gain probability vs. loss probability

1.14

1.19

-0.05

Calmar ratio

Return relative to maximum drawdown

0.88

1.42

-0.54

Martin ratio

Return relative to average drawdown

3.53

5.73

-2.21

BMSLX vs. IJR - Sharpe Ratio Comparison

The current BMSLX Sharpe Ratio is 0.61, which is lower than the IJR Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of BMSLX and IJR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BMSLXIJRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.92

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.20

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.42

+0.12

Correlation

The correlation between BMSLX and IJR is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BMSLX vs. IJR - Dividend Comparison

BMSLX's dividend yield for the trailing twelve months is around 3.07%, more than IJR's 1.28% yield.


TTM20252024202320222021202020192018201720162015
BMSLX
MFS Blended Research Mid Cap Equity Fund
3.07%3.08%10.98%2.32%5.15%23.06%0.94%4.90%8.27%2.63%0.47%0.00%
IJR
iShares Core S&P Small-Cap ETF
1.28%1.44%2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.22%1.48%

Drawdowns

BMSLX vs. IJR - Drawdown Comparison

The maximum BMSLX drawdown since its inception was -41.06%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for BMSLX and IJR.


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Drawdown Indicators


BMSLXIJRDifference

Max Drawdown

Largest peak-to-trough decline

-41.06%

-58.15%

+17.09%

Max Drawdown (1Y)

Largest decline over 1 year

-14.24%

-14.85%

+0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-22.28%

-28.02%

+5.74%

Max Drawdown (10Y)

Largest decline over 10 years

-44.36%

Current Drawdown

Current decline from peak

-6.65%

-5.26%

-1.39%

Average Drawdown

Average peak-to-trough decline

-5.12%

-9.34%

+4.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

3.68%

-0.11%

Volatility

BMSLX vs. IJR - Volatility Comparison

The current volatility for MFS Blended Research Mid Cap Equity Fund (BMSLX) is 5.90%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 6.25%. This indicates that BMSLX experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BMSLXIJRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

6.25%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

10.98%

12.99%

-2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

20.06%

22.66%

-2.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.41%

21.51%

-3.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.82%

22.91%

-3.09%