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BRIE vs. FID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRIE vs. FID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Blended Research International Equity ETF (BRIE) and First Trust S&P International Dividend Aristocrats ETF (FID). 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 FID's 9.78% return.


BRIE

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

FID

1D
0.11%
1M
2.62%
YTD
9.78%
6M
12.02%
1Y
24.38%
3Y*
17.87%
5Y*
8.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRIE vs. FID - Yearly Performance Comparison


Correlation

The correlation between BRIE and FID is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 23, 2025

0.80

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Return for Risk

BRIE vs. FID — Risk / Return Rank

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

BRIE

FID
FID Risk / Return Rank: 6666
Overall Rank
FID Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FID Sortino Ratio Rank: 7575
Sortino Ratio Rank
FID Omega Ratio Rank: 7171
Omega Ratio Rank
FID Calmar Ratio Rank: 5656
Calmar Ratio Rank
FID 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. FID - 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 S&P International Dividend Aristocrats ETF (FID). 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. FID - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BRIEFIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

2.28

0.40

+1.88

Drawdowns

BRIE vs. FID - Drawdown Comparison

The maximum BRIE drawdown since its inception was -11.39%, smaller than the maximum FID drawdown of -39.79%. Use the drawdown chart below to compare losses from any high point for BRIE and FID.


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Drawdown Indicators


BRIEFIDDifference

Max Drawdown

Largest peak-to-trough decline

-11.39%

-39.79%

+28.40%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

Max Drawdown (3Y)

Largest decline over 3 years

-10.97%

Max Drawdown (5Y)

Largest decline over 5 years

-29.13%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.15%

-8.48%

+6.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

Volatility

BRIE vs. FID - Volatility Comparison


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Volatility by Period


BRIEFIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

Volatility (6M)

Calculated over the trailing 6-month period

8.04%

Volatility (1Y)

Calculated over the trailing 1-year period

17.50%

10.11%

+7.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.50%

17.04%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.50%

18.96%

-1.46%

BRIE vs. FID - Expense Ratio Comparison

BRIE has a 0.34% expense ratio, which is lower than FID's 0.60% expense ratio.


Dividends

BRIE vs. FID - Dividend Comparison

BRIE's dividend yield for the trailing twelve months is around 0.24%, less than FID's 3.98% yield.


PositionTTM20252024202320222021202020192018
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%
FID
First Trust S&P International Dividend Aristocrats ETF
3.98%4.30%4.31%4.19%4.22%3.76%3.91%3.70%1.74%

Frequently Asked Questions


BRIE and FID have a correlation of 0.80, 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 0.60% for FID.

FID has the higher dividend yield at 3.98%, 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 0.60% for FID.

Portfolio Optimizer

Find the right allocation for BRIE and FID

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