BRIE vs. BKIE
BRIE (MFS Blended Research International Equity ETF) and BKIE (BNY Mellon International Equity ETF) are both Foreign Large Cap Equities funds. BRIE is actively managed, while BKIE is passively managed. Their correlation of 0.92 suggests significant overlap in exposure. BRIE charges 0.34%/yr vs 0.04%/yr for BKIE.
Performance
BRIE vs. BKIE - Performance Comparison
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Returns By Period
In the year-to-date period, BRIE achieves a 13.81% return, which is significantly higher than BKIE's 10.33% return.
BRIE
- 1D
- 0.27%
- 1M
- 0.47%
- 6M
- 10.48%
- YTD
- 13.81%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BKIE
- 1D
- 0.40%
- 1M
- 1.18%
- 6M
- 7.38%
- YTD
- 10.33%
- 1Y
- 22.62%
- 3Y*
- 17.69%
- 5Y*
- 9.68%
- 10Y*
- —
BRIE vs. BKIE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BRIE MFS Blended Research International Equity ETF | 13.81% | 6.54% |
BKIE BNY Mellon International Equity ETF | 10.33% | 4.19% |
Correlation
The correlation between BRIE and BKIE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 22, 2025 | 0.92 |
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Return for Risk
BRIE vs. BKIE — Risk / Return Rank
BRIE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BKIE
BRIE vs. BKIE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research International Equity ETF (BRIE) and BNY Mellon International Equity ETF (BKIE). 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.
| BRIE | BKIE | 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 | — | 1.90 | — |
| Martin ratioReturn relative to average drawdown | — | 7.29 | — |
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Drawdowns
BRIE vs. BKIE - Drawdown Comparison
The maximum BRIE drawdown since its inception was -11.39%, smaller than the maximum BKIE drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for BRIE and BKIE.
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Drawdown Indicators
| BRIE | BKIE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.39% | -28.19% | +16.80% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.41% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.19% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.19% | — |
Current DrawdownCurrent decline from peak | -1.82% | -0.95% | -0.87% |
Average DrawdownAverage peak-to-trough decline | -2.10% | -4.91% | +2.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.97% | — |
Volatility
BRIE vs. BKIE - Volatility Comparison
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Volatility by Period
| BRIE | BKIE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.62% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 12.98% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.20% | 15.17% | +3.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.20% | 16.20% | +2.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 16.34% | +1.86% |
BRIE vs. BKIE - Expense Ratio Comparison
BRIE has a 0.34% expense ratio, which is higher than BKIE's 0.04% expense ratio.
Dividends
BRIE vs. BKIE - Dividend Comparison
BRIE's dividend yield for the trailing twelve months is around 0.24%, less than BKIE's 3.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BKIE BNY Mellon International Equity ETF | 3.19% | 3.12% | 3.31% | 2.88% | 2.97% | 2.58% | 1.49% |
BRIE MFS Blended Research International Equity ETF | 0.24% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, BRIE and BKIE 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, BKIE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BKIE is cheaper with a 0.04% expense ratio, compared with 0.34% for BRIE.
BKIE has the higher dividend yield at 3.19%, compared with 0.24% for BRIE.
They also come from different issuers: MFS and BNY Mellon. Their fees differ too: 0.34% for BRIE and 0.04% for BKIE.
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