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BMSLX vs. MINIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BMSLX vs. MINIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Blended Research Mid Cap Equity Fund (BMSLX) and MFS International Intrinsic Value Fund Class I (MINIX). The values are adjusted to include any dividend payments, if applicable.

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BMSLX vs. MINIX - 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%
MINIX
MFS International Intrinsic Value Fund Class I
-0.23%33.06%7.35%18.04%-23.05%10.55%20.45%25.90%-9.02%27.14%

Returns By Period

In the year-to-date period, BMSLX achieves a 0.41% return, which is significantly higher than MINIX's -0.23% return.


BMSLX

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

MINIX

1D
3.14%
1M
-7.31%
YTD
-0.23%
6M
3.41%
1Y
22.15%
3Y*
15.54%
5Y*
7.48%
10Y*
9.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BMSLX vs. MINIX - Expense Ratio Comparison

BMSLX has a 0.59% expense ratio, which is lower than MINIX's 0.72% expense ratio.


Return for Risk

BMSLX vs. MINIX — 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

MINIX
MINIX Risk / Return Rank: 7272
Overall Rank
MINIX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MINIX Sortino Ratio Rank: 7373
Sortino Ratio Rank
MINIX Omega Ratio Rank: 7171
Omega Ratio Rank
MINIX Calmar Ratio Rank: 7070
Calmar Ratio Rank
MINIX Martin Ratio Rank: 6969
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. MINIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research Mid Cap Equity Fund (BMSLX) and MFS International Intrinsic Value Fund Class I (MINIX). 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.


BMSLXMINIXDifference

Sharpe ratio

Return per unit of total volatility

0.61

1.41

-0.80

Sortino ratio

Return per unit of downside risk

0.99

1.89

-0.89

Omega ratio

Gain probability vs. loss probability

1.14

1.28

-0.14

Calmar ratio

Return relative to maximum drawdown

0.88

1.71

-0.83

Martin ratio

Return relative to average drawdown

3.53

6.74

-3.22

BMSLX vs. MINIX - Sharpe Ratio Comparison

The current BMSLX Sharpe Ratio is 0.61, which is lower than the MINIX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of BMSLX and MINIX, 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


BMSLXMINIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

1.41

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.46

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.55

-0.01

Correlation

The correlation between BMSLX and MINIX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BMSLX vs. MINIX - Dividend Comparison

BMSLX's dividend yield for the trailing twelve months is around 3.07%, less than MINIX's 7.79% 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%
MINIX
MFS International Intrinsic Value Fund Class I
7.79%7.77%12.02%11.21%13.90%7.25%5.25%3.94%4.49%2.62%1.82%3.20%

Drawdowns

BMSLX vs. MINIX - Drawdown Comparison

The maximum BMSLX drawdown since its inception was -41.06%, smaller than the maximum MINIX drawdown of -51.72%. Use the drawdown chart below to compare losses from any high point for BMSLX and MINIX.


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Drawdown Indicators


BMSLXMINIXDifference

Max Drawdown

Largest peak-to-trough decline

-41.06%

-51.72%

+10.66%

Max Drawdown (1Y)

Largest decline over 1 year

-14.24%

-12.42%

-1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-22.28%

-36.78%

+14.50%

Max Drawdown (10Y)

Largest decline over 10 years

-36.78%

Current Drawdown

Current decline from peak

-6.65%

-9.13%

+2.48%

Average Drawdown

Average peak-to-trough decline

-5.12%

-8.64%

+3.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

3.15%

+0.42%

Volatility

BMSLX vs. MINIX - Volatility Comparison

The current volatility for MFS Blended Research Mid Cap Equity Fund (BMSLX) is 5.90%, while MFS International Intrinsic Value Fund Class I (MINIX) has a volatility of 6.84%. This indicates that BMSLX experiences smaller price fluctuations and is considered to be less risky than MINIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BMSLXMINIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

6.84%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

10.98%

10.57%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

20.06%

16.01%

+4.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.41%

16.51%

+1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.82%

15.55%

+4.27%