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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 12.49% return, which is significantly higher than BUFI's 4.95% return.


BRIE

1D
-0.20%
1M
1.60%
YTD
12.49%
6M
12.28%
1Y
3Y*
5Y*
10Y*

BUFI

1D
-0.13%
1M
0.21%
YTD
4.95%
6M
4.82%
1Y
12.33%
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 22, 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

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


BUFI
BUFI Risk / Return Rank: 5050
Overall Rank
BUFI Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
BUFI Sortino Ratio Rank: 4848
Sortino Ratio Rank
BUFI Omega Ratio Rank: 5050
Omega Ratio Rank
BUFI Calmar Ratio Rank: 5050
Calmar Ratio Rank
BUFI Martin Ratio Rank: 5656
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.

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.


BRIEBUFIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.18

Martin ratioReturn relative to average drawdown

8.65

BRIE vs. BUFI - Sharpe Ratio Comparison


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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

-2.96%

-1.08%

-1.88%

Average Drawdown

Average peak-to-trough decline

-2.10%

-0.84%

-1.26%

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

2.38%

Volatility (6M)

Calculated over the trailing 6-month period

7.33%

Volatility (1Y)

Calculated over the trailing 1-year period

18.38%

8.62%

+9.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.38%

9.15%

+9.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.38%

9.15%

+9.23%

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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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