BRIE vs. GMOI

Last updated Jun 5, 2026

BRIE (MFS Blended Research International Equity ETF) and GMOI (GMO International Value ETF) are both Foreign Large Cap Equities funds. BRIE is actively managed, while GMOI is passively managed. Their correlation of 0.84 suggests significant overlap in exposure. BRIE charges 0.34%/yr vs 0.60%/yr for GMOI.

Performance

BRIE vs. GMOI - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with BRIE having a 13.85% return and GMOI slightly higher at 13.97%.

BRIE

• 1D: 0.37%
• 1M: 4.11%
• YTD: 13.85%
• 6M: 16.33%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GMOI

• 1D: 0.82%
• 1M: 2.57%
• YTD: 13.97%
• 6M: 17.28%
• 1Y: 37.64%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BRIE vs. GMOI - Yearly Performance Comparison

	2026 (YTD)	2025
BRIE MFS Blended Research International Equity ETF	13.85%	6.63%
GMOI GMO International Value ETF	13.97%	8.65%

Correlation

The correlation between BRIE and GMOI is 0.84, 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	0.84

Return for Risk

BRIE vs. GMOI — Risk / Return Rank

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

GMOI

GMOI Risk / Return Rank: 86
GMOI Sharpe Ratio Rank: 87
GMOI Sortino Ratio Rank: 88
GMOI Omega Ratio Rank: 85
GMOI Calmar Ratio Rank: 84
GMOI Martin Ratio Rank: 86

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. GMOI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research International Equity ETF (BRIE) and GMO International Value ETF (GMOI). 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.

Sharpe Ratios by Period

	BRIE	GMOI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.88	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.14	2.17	-0.02

Drawdowns

BRIE vs. GMOI - Drawdown Comparison

The maximum BRIE drawdown since its inception was -11.39%, smaller than the maximum GMOI drawdown of -14.67%. Use the drawdown chart below to compare losses from any high point for BRIE and GMOI.

Drawdown Indicators

	BRIE	GMOI	Difference
Max Drawdown Largest peak-to-trough decline	-11.39%	-14.67%	+3.28%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.36%	—
Current Drawdown Current decline from peak	-0.82%	-0.18%	-0.64%
Average Drawdown Average peak-to-trough decline	-2.13%	-1.70%	-0.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.11%	—

Volatility

Volatility by Period

	BRIE	GMOI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.88%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.29%	—
Volatility (1Y) Calculated over the trailing 1-year period	17.47%	13.15%	+4.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.47%	15.58%	+1.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.47%	15.58%	+1.89%

BRIE vs. GMOI - Expense Ratio Comparison

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

Dividends

BRIE vs. GMOI - Dividend Comparison

BRIE's dividend yield for the trailing twelve months is around 0.24%, less than GMOI's 2.40% yield.

Position	TTM	2025	2024
BRIE MFS Blended Research International Equity ETF	0.24%	0.27%	0.00%
GMOI GMO International Value ETF	2.40%	2.74%	0.54%

Frequently Asked Questions

Can I hold both BRIE and GMOI in my portfolio?

BRIE and GMOI have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BRIE or GMOI?

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.

Which ETF is cheaper, BRIE or GMOI?

BRIE is cheaper with a 0.34% expense ratio, compared with 0.60% for GMOI.

Which ETF pays a higher dividend yield, BRIE or GMOI?

GMOI has the higher dividend yield at 2.40%, compared with 0.24% for BRIE.

What is the main difference between BRIE and GMOI?

They also come from different issuers: MFS and GMO. Their fees differ too: 0.34% for BRIE and 0.60% for GMOI.