BMSLX vs. IWM
Compare and contrast key facts about MFS Blended Research Mid Cap Equity Fund (BMSLX) and iShares Russell 2000 ETF (IWM).
BMSLX is managed by MFS. It was launched on Aug 19, 2016. IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000.
Performance
BMSLX vs. IWM - Performance Comparison
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BMSLX vs. IWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BMSLX MFS Blended Research Mid Cap Equity Fund | -2.30% | 8.08% | 19.25% | 19.81% | -13.70% | 26.54% | 10.44% | 30.21% | -11.11% | 18.04% |
IWM iShares Russell 2000 ETF | 0.93% | 12.66% | 11.38% | 16.83% | -20.48% | 14.54% | 20.03% | 25.39% | -11.12% | 14.58% |
Returns By Period
In the year-to-date period, BMSLX achieves a -2.30% return, which is significantly lower than IWM's 0.93% return.
BMSLX
- 1D
- -0.55%
- 1M
- -8.13%
- YTD
- -2.30%
- 6M
- -3.55%
- 1Y
- 9.16%
- 3Y*
- 13.00%
- 5Y*
- 8.62%
- 10Y*
- —
IWM
- 1D
- 3.50%
- 1M
- -4.96%
- YTD
- 0.93%
- 6M
- 3.02%
- 1Y
- 25.66%
- 3Y*
- 12.94%
- 5Y*
- 3.34%
- 10Y*
- 9.76%
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BMSLX vs. IWM - Expense Ratio Comparison
BMSLX has a 0.59% expense ratio, which is higher than IWM's 0.19% expense ratio.
Return for Risk
BMSLX vs. IWM — Risk / Return Rank
BMSLX
IWM
BMSLX vs. IWM - 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 Russell 2000 ETF (IWM). 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.
| BMSLX | IWM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 1.11 | -0.63 |
Sortino ratioReturn per unit of downside risk | 0.82 | 1.66 | -0.84 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.21 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.54 | 1.82 | -1.28 |
Martin ratioReturn relative to average drawdown | 2.18 | 6.76 | -4.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BMSLX | IWM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 1.11 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.15 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.43 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.34 | +0.18 |
Correlation
The correlation between BMSLX and IWM is 0.91, 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. IWM - Dividend Comparison
BMSLX's dividend yield for the trailing twelve months is around 3.15%, more than IWM's 1.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMSLX MFS Blended Research Mid Cap Equity Fund | 3.15% | 3.08% | 10.98% | 2.32% | 5.15% | 23.06% | 0.94% | 4.90% | 8.27% | 2.63% | 0.47% | 0.00% |
IWM iShares Russell 2000 ETF | 1.02% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
Drawdowns
BMSLX vs. IWM - Drawdown Comparison
The maximum BMSLX drawdown since its inception was -41.06%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for BMSLX and IWM.
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Drawdown Indicators
| BMSLX | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.06% | -59.05% | +17.99% |
Max Drawdown (1Y)Largest decline over 1 year | -14.24% | -13.74% | -0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -22.28% | -31.91% | +9.63% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.13% | — |
Current DrawdownCurrent decline from peak | -9.17% | -7.91% | -1.26% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -10.83% | +5.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 3.70% | -0.15% |
Volatility
BMSLX vs. IWM - Volatility Comparison
The current volatility for MFS Blended Research Mid Cap Equity Fund (BMSLX) is 5.00%, while iShares Russell 2000 ETF (IWM) has a volatility of 7.47%. This indicates that BMSLX experiences smaller price fluctuations and is considered to be less risky than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BMSLX | IWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 7.47% | -2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 14.47% | -3.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.91% | 23.18% | -3.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.37% | 22.55% | -4.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.80% | 22.99% | -3.19% |