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BRIE vs. BUFI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRIE vs. BUFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Blended Research International Equity ETF (BRIE) and AB International Buffer ETF (BUFI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BRIE achieves a 14.80% return, which is significantly higher than BUFI's 5.25% return.


BRIE

1D
0.86%
1M
5.48%
YTD
14.80%
6M
17.61%
1Y
3Y*
5Y*
10Y*

BUFI

1D
0.21%
1M
1.45%
YTD
5.25%
6M
6.93%
1Y
12.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRIE vs. BUFI - Yearly Performance Comparison


Correlation

The correlation between BRIE and BUFI 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 23, 2025

0.92

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Return for Risk

BRIE vs. BUFI — Risk / Return Rank

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

BRIE

BUFI
BUFI Risk / Return Rank: 4646
Overall Rank
BUFI Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BUFI Sortino Ratio Rank: 4444
Sortino Ratio Rank
BUFI Omega Ratio Rank: 4646
Omega Ratio Rank
BUFI Calmar Ratio Rank: 4646
Calmar Ratio Rank
BUFI Martin Ratio Rank: 5353
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.

BRIE vs. BUFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research International Equity ETF (BRIE) and AB International Buffer ETF (BUFI). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BRIE vs. BUFI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BRIEBUFIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

Sharpe Ratio (All Time)

Calculated using the full available price history

2.28

1.53

+0.76

Drawdowns

BRIE vs. BUFI - Drawdown Comparison

The maximum BRIE drawdown since its inception was -11.39%, which is greater than BUFI's maximum drawdown of -7.43%. Use the drawdown chart below to compare losses from any high point for BRIE and BUFI.


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Drawdown Indicators


BRIEBUFIDifference

Max Drawdown

Largest peak-to-trough decline

-11.39%

-7.43%

-3.96%

Max Drawdown (1Y)

Largest decline over 1 year

-5.69%

Current Drawdown

Current decline from peak

0.00%

-0.01%

+0.01%

Average Drawdown

Average peak-to-trough decline

-2.15%

-0.86%

-1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

Volatility

BRIE vs. BUFI - Volatility Comparison


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Volatility by Period


BRIEBUFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.29%

Volatility (6M)

Calculated over the trailing 6-month period

7.04%

Volatility (1Y)

Calculated over the trailing 1-year period

17.50%

8.43%

+9.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.50%

9.16%

+8.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.50%

9.16%

+8.34%

BRIE vs. BUFI - Expense Ratio Comparison

BRIE has a 0.34% expense ratio, which is lower than BUFI's 0.69% expense ratio.


Dividends

BRIE vs. BUFI - Dividend Comparison

BRIE's dividend yield for the trailing twelve months is around 0.24%, while BUFI has not paid dividends to shareholders.


Frequently Asked Questions


With a correlation of 0.92, BRIE and BUFI 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, BRIE is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BRIE is cheaper with a 0.34% expense ratio, compared with 0.69% for BUFI.

BRIE has the higher dividend yield at 0.24%, compared with 0.00% for BUFI.

BRIE is categorized as Foreign Large Cap Equities, while BUFI is Defined Outcome. They also come from different issuers: MFS and AllianceBernstein. Their fees differ too: 0.34% for BRIE and 0.69% for BUFI.

Portfolio Optimizer

Find the right allocation for BRIE and BUFI

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