BRCE vs. USPX
BRCE (MFS Blended Research Core Equity ETF) and USPX (Franklin U.S. Equity Index ETF) are both Large Cap Blend Equities funds. BRCE is actively managed, while USPX is passively managed. Their 0.97 correlation means they have historically moved very closely together. BRCE charges 0.24%/yr vs 0.03%/yr for USPX.
Performance
BRCE vs. USPX - Performance Comparison
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Returns By Period
In the year-to-date period, BRCE achieves a 14.35% return, which is significantly higher than USPX's 9.67% return.
BRCE
- 1D
- 0.69%
- 1M
- 1.38%
- 6M
- 11.17%
- YTD
- 14.35%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
USPX
- 1D
- 0.59%
- 1M
- 0.02%
- 6M
- 8.24%
- YTD
- 9.67%
- 1Y
- 20.68%
- 3Y*
- 19.24%
- 5Y*
- 11.75%
- 10Y*
- 12.14%
- ALL TIME*
- 12.43%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $4.38K | $9.51K | $34.09K | |
| $3.15M | $2.94M | $3.73M |
BRCE vs. USPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BRCE MFS Blended Research Core Equity ETF | 14.35% | 2.04% |
USPX Franklin U.S. Equity Index ETF | 9.67% | 1.63% |
Correlation
The correlation between BRCE and USPX is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 22, 2025 | 0.97 |
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Return for Risk
BRCE vs. USPX — Risk / Return Rank
BRCE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
USPX
BRCE vs. USPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research Core Equity ETF (BRCE) and Franklin U.S. Equity Index ETF (USPX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BRCE | USPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.26 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.04 | — |
| Martin ratioReturn relative to average drawdown | — | 8.56 | — |
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Drawdowns
BRCE vs. USPX - Drawdown Comparison
The maximum BRCE drawdown since its inception was -8.77%, smaller than the maximum USPX drawdown of -31.21%. Use the drawdown chart below to compare losses from any high point for BRCE and USPX.
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Drawdown Indicators
| BRCE | USPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.77% | -31.21% | +22.44% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.15% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.21% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.60% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.21% | — |
Current DrawdownCurrent decline from peak | -0.65% | -1.63% | +0.98% |
Average DrawdownAverage peak-to-trough decline | -1.47% | -4.40% | +2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.18% | — |
Volatility
BRCE vs. USPX - Volatility Comparison
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Volatility by Period
| BRCE | USPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.39% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.23% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.19% | 13.02% | +1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.19% | 16.30% | -2.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.19% | 15.97% | -1.78% |
BRCE vs. USPX - Expense Ratio Comparison
BRCE has a 0.24% expense ratio, which is higher than USPX's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
BRCE vs. USPX - Dividend Comparison
BRCE's dividend yield for the trailing twelve months is around 0.51%, less than USPX's 1.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BRCE MFS Blended Research Core Equity ETF | 0.51% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USPX Franklin U.S. Equity Index ETF | 1.09% | 1.07% | 1.23% | 1.35% | 2.21% | 2.40% | 2.51% | 3.07% | 2.91% | 2.60% | 4.89% |
Frequently Asked Questions
With a correlation of 0.97, BRCE and USPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, USPX is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
USPX is cheaper with a 0.03% expense ratio, compared with 0.24% for BRCE.
USPX has the higher dividend yield at 1.09%, compared with 0.51% for BRCE.
They also come from different issuers: MFS and Franklin Templeton. Their fees differ too: 0.24% for BRCE and 0.03% for USPX.
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