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BRIE vs. MFSI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRIE vs. MFSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Blended Research International Equity ETF (BRIE) and MFS Active International ETF (MFSI). 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 13.85% return, which is significantly higher than MFSI's 7.26% return.


BRIE

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

MFSI

1D
0.49%
1M
4.48%
YTD
7.26%
6M
9.37%
1Y
17.48%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRIE vs. MFSI - Yearly Performance Comparison


Correlation

The correlation between BRIE and MFSI is 0.94, 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

0.94

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Return for Risk

BRIE vs. MFSI — Risk / Return Rank

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

BRIE

MFSI
MFSI Risk / Return Rank: 3434
Overall Rank
MFSI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
MFSI Sortino Ratio Rank: 3333
Sortino Ratio Rank
MFSI Omega Ratio Rank: 3333
Omega Ratio Rank
MFSI Calmar Ratio Rank: 3333
Calmar Ratio Rank
MFSI Martin Ratio Rank: 3838
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. MFSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research International Equity ETF (BRIE) and MFS Active International ETF (MFSI). 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. MFSI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BRIEMFSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

Sharpe Ratio (All Time)

Calculated using the full available price history

2.14

1.19

+0.96

Drawdowns

BRIE vs. MFSI - Drawdown Comparison

The maximum BRIE drawdown since its inception was -11.39%, smaller than the maximum MFSI drawdown of -13.67%. Use the drawdown chart below to compare losses from any high point for BRIE and MFSI.


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Drawdown Indicators


BRIEMFSIDifference

Max Drawdown

Largest peak-to-trough decline

-11.39%

-13.67%

+2.28%

Max Drawdown (1Y)

Largest decline over 1 year

-11.17%

Current Drawdown

Current decline from peak

-0.82%

-0.67%

-0.15%

Average Drawdown

Average peak-to-trough decline

-2.13%

-1.97%

-0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

Volatility

BRIE vs. MFSI - Volatility Comparison


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Volatility by Period


BRIEMFSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

Volatility (6M)

Calculated over the trailing 6-month period

12.17%

Volatility (1Y)

Calculated over the trailing 1-year period

17.47%

14.62%

+2.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

16.30%

+1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.47%

16.30%

+1.17%

BRIE vs. MFSI - Expense Ratio Comparison

BRIE has a 0.34% expense ratio, which is lower than MFSI's 0.59% expense ratio.


Dividends

BRIE vs. MFSI - Dividend Comparison

BRIE's dividend yield for the trailing twelve months is around 0.24%, less than MFSI's 0.76% yield.


Frequently Asked Questions


With a correlation of 0.94, BRIE and MFSI 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 0.59% for MFSI.

MFSI has the higher dividend yield at 0.76%, compared with 0.24% for BRIE.

Their fees differ too: 0.34% for BRIE and 0.59% for MFSI.

Portfolio Optimizer

Find the right allocation for BRIE and MFSI

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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