BRIE vs. FDT
BRIE (MFS Blended Research International Equity ETF) and FDT (First Trust Developed Markets ex-US AlphaDEX Fund) are both Foreign Large Cap Equities funds. BRIE is actively managed, while FDT is passively managed. Their correlation of 0.87 suggests significant overlap in exposure. BRIE charges 0.34%/yr vs 0.80%/yr for FDT.
Performance
BRIE vs. FDT - Performance Comparison
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Returns By Period
In the year-to-date period, BRIE achieves a 12.49% return, which is significantly lower than FDT's 20.11% return.
BRIE
- 1D
- -0.20%
- 1M
- 1.60%
- YTD
- 12.49%
- 6M
- 12.28%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FDT
- 1D
- -0.31%
- 1M
- -2.05%
- YTD
- 20.11%
- 6M
- 19.29%
- 1Y
- 44.07%
- 3Y*
- 27.88%
- 5Y*
- 12.08%
- 10Y*
- 11.10%
BRIE vs. FDT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BRIE MFS Blended Research International Equity ETF | 12.49% | 6.54% |
FDT First Trust Developed Markets ex-US AlphaDEX Fund | 20.11% | 7.68% |
Correlation
The correlation between BRIE and FDT is 0.87, 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 | 0.87 |
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Return for Risk
BRIE vs. FDT — Risk / Return Rank
BRIE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FDT
BRIE vs. FDT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research International Equity ETF (BRIE) and First Trust Developed Markets ex-US AlphaDEX Fund (FDT). 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 | FDT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.40 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.30 | — |
| Martin ratioReturn relative to average drawdown | — | 12.36 | — |
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Drawdowns
BRIE vs. FDT - Drawdown Comparison
The maximum BRIE drawdown since its inception was -11.39%, smaller than the maximum FDT drawdown of -46.10%. Use the drawdown chart below to compare losses from any high point for BRIE and FDT.
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Drawdown Indicators
| BRIE | FDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.39% | -46.10% | +34.71% |
Max Drawdown (1Y)Largest decline over 1 year | — | -13.41% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.29% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.80% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.10% | — |
Current DrawdownCurrent decline from peak | -2.96% | -5.81% | +2.85% |
Average DrawdownAverage peak-to-trough decline | -2.10% | -10.75% | +8.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.57% | — |
Volatility
BRIE vs. FDT - Volatility Comparison
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Volatility by Period
| BRIE | FDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 9.80% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 18.02% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.38% | 20.20% | -1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.38% | 18.58% | -0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.38% | 18.54% | -0.16% |
BRIE vs. FDT - Expense Ratio Comparison
BRIE has a 0.34% expense ratio, which is lower than FDT's 0.80% expense ratio.
Dividends
BRIE vs. FDT - Dividend Comparison
BRIE's dividend yield for the trailing twelve months is around 0.24%, less than FDT's 2.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRIE MFS Blended Research International Equity ETF | 0.24% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FDT First Trust Developed Markets ex-US AlphaDEX Fund | 2.97% | 3.27% | 3.89% | 4.36% | 2.29% | 3.80% | 2.42% | 2.78% | 2.13% | 1.57% | 1.76% | 1.83% |
Frequently Asked Questions
BRIE and FDT have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.80% for FDT.
FDT has the higher dividend yield at 2.97%, compared with 0.24% for BRIE.
They also come from different issuers: MFS and First Trust. Their fees differ too: 0.34% for BRIE and 0.80% for FDT.
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