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BRIE vs. FIDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRIE vs. FIDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Blended Research International Equity ETF (BRIE) and Fidelity International High Dividend ETF (FIDI). 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 14.18% return, which is significantly lower than FIDI's 15.58% return.


BRIE

1D
-0.31%
1M
1.04%
6M
7.64%
YTD
14.18%
1Y
3Y*
5Y*
10Y*
ALL TIME*

FIDI

1D
-0.92%
1M
5.97%
6M
10.31%
YTD
15.58%
1Y
31.31%
3Y*
19.48%
5Y*
12.70%
10Y*
ALL TIME*
6.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.94M$3.85M$4.03M
$1.62M$1.95M$1.81M

BRIE vs. FIDI - Yearly Performance Comparison


Correlation

The correlation between BRIE and FIDI is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 22, 2025

0.73

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Return for Risk

BRIE vs. FIDI — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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.


FIDI
FIDI Risk / Return Rank: 9393
Overall Rank
FIDI Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FIDI Sortino Ratio Rank: 9494
Sortino Ratio Rank
FIDI Omega Ratio Rank: 9393
Omega Ratio Rank
FIDI Calmar Ratio Rank: 9393
Calmar Ratio Rank
FIDI Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BRIE vs. FIDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research International Equity ETF (BRIE) and Fidelity International High Dividend ETF (FIDI). 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.


BRIEFIDIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.48

Calmar ratioReturn relative to maximum drawdown

4.51

Martin ratioReturn relative to average drawdown

15.65

BRIE vs. FIDI - Sharpe Ratio Comparison


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Drawdowns

BRIE vs. FIDI - Drawdown Comparison

The maximum BRIE drawdown since its inception was -11.39%, smaller than the maximum FIDI drawdown of -46.34%. Use the drawdown chart below to compare losses from any high point for BRIE and FIDI.


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Drawdown Indicators


BRIEFIDIDifference

Max Drawdown

Largest peak-to-trough decline

-11.39%

-46.34%

+34.95%

Max Drawdown (1Y)

Largest decline over 1 year

-6.96%

Max Drawdown (3Y)

Largest decline over 3 years

-12.09%

Max Drawdown (5Y)

Largest decline over 5 years

-26.05%

Current Drawdown

Current decline from peak

-1.51%

-0.92%

-0.59%

Average Drawdown

Average peak-to-trough decline

-2.16%

-9.63%

+7.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

Volatility

BRIE vs. FIDI - Volatility Comparison


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Volatility by Period


BRIEFIDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

Volatility (6M)

Calculated over the trailing 6-month period

9.31%

Volatility (1Y)

Calculated over the trailing 1-year period

18.20%

11.62%

+6.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.20%

14.81%

+3.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.20%

18.62%

-0.42%

BRIE vs. FIDI - Expense Ratio Comparison

BRIE has a 0.34% expense ratio, which is lower than FIDI's 0.39% expense ratio.


Dividends

BRIE vs. FIDI - Dividend Comparison

BRIE's dividend yield for the trailing twelve months is around 0.36%, less than FIDI's 3.90% yield.


PositionTTM20252024202320222021202020192018
BRIE
MFS Blended Research International Equity ETF
0.36%0.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FIDI
Fidelity International High Dividend ETF
3.90%4.33%5.72%4.80%5.09%4.00%3.36%4.26%4.37%

Frequently Asked Questions


BRIE and FIDI have a correlation of 0.73, 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 0.39% for FIDI.

FIDI has the higher dividend yield at 3.90%, compared with 0.36% for BRIE.

They also come from different issuers: MFS and Fidelity. Their fees differ too: 0.34% for BRIE and 0.39% for FIDI.

Portfolio Optimizer

Find the right allocation for BRIE and FIDI

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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