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BRIE vs. VIDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRIE vs. VIDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Blended Research International Equity ETF (BRIE) and Vident International Equity Fund (VIDI). 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 lower than VIDI's 23.24% return.


BRIE

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

VIDI

1D
-0.48%
1M
7.19%
YTD
23.24%
6M
27.00%
1Y
49.71%
3Y*
27.65%
5Y*
12.45%
10Y*
11.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRIE vs. VIDI - Yearly Performance Comparison


Correlation

The correlation between BRIE and VIDI is 0.88, 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

0.88

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Return for Risk

BRIE vs. VIDI — Risk / Return Rank

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

BRIE

VIDI
VIDI Risk / Return Rank: 9191
Overall Rank
VIDI Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VIDI Sortino Ratio Rank: 9292
Sortino Ratio Rank
VIDI Omega Ratio Rank: 9292
Omega Ratio Rank
VIDI Calmar Ratio Rank: 8888
Calmar Ratio Rank
VIDI Martin Ratio Rank: 8989
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. VIDI - Risk-Adjusted Trends Comparison

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


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Sharpe Ratios by Period


BRIEVIDIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

2.28

0.43

+1.85

Drawdowns

BRIE vs. VIDI - Drawdown Comparison

The maximum BRIE drawdown since its inception was -11.39%, smaller than the maximum VIDI drawdown of -48.39%. Use the drawdown chart below to compare losses from any high point for BRIE and VIDI.


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Drawdown Indicators


BRIEVIDIDifference

Max Drawdown

Largest peak-to-trough decline

-11.39%

-48.39%

+37.00%

Max Drawdown (1Y)

Largest decline over 1 year

-10.07%

Max Drawdown (3Y)

Largest decline over 3 years

-14.54%

Max Drawdown (5Y)

Largest decline over 5 years

-30.00%

Max Drawdown (10Y)

Largest decline over 10 years

-48.39%

Current Drawdown

Current decline from peak

0.00%

-0.48%

+0.48%

Average Drawdown

Average peak-to-trough decline

-2.15%

-10.39%

+8.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

Volatility

BRIE vs. VIDI - Volatility Comparison


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Volatility by Period


BRIEVIDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

Volatility (6M)

Calculated over the trailing 6-month period

11.93%

Volatility (1Y)

Calculated over the trailing 1-year period

17.50%

14.48%

+3.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.50%

15.94%

+1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.50%

18.02%

-0.52%

BRIE vs. VIDI - Expense Ratio Comparison

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


Dividends

BRIE vs. VIDI - Dividend Comparison

BRIE's dividend yield for the trailing twelve months is around 0.24%, less than VIDI's 3.60% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VIDI
Vident International Equity Fund
3.60%4.26%4.93%4.14%5.85%4.62%2.51%3.35%2.80%2.21%1.92%2.25%

Frequently Asked Questions


BRIE and VIDI have a correlation of 0.88, 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 0.59% for VIDI.

VIDI has the higher dividend yield at 3.60%, compared with 0.24% for BRIE.

They also come from different issuers: MFS and Vident. Their fees differ too: 0.34% for BRIE and 0.59% for VIDI.

Portfolio Optimizer

Find the right allocation for BRIE and VIDI

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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