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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 12.72% return, which is significantly lower than VIDI's 17.25% return.


BRIE

1D
-2.77%
1M
1.81%
YTD
12.72%
6M
12.67%
1Y
3Y*
5Y*
10Y*

VIDI

1D
-2.98%
1M
-2.26%
YTD
17.25%
6M
17.31%
1Y
41.24%
3Y*
25.13%
5Y*
11.69%
10Y*
11.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRIE vs. VIDI - Yearly Performance Comparison


Correlation

The correlation between BRIE and VIDI is 0.87, 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 22, 2025

0.87

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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

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


VIDI
VIDI Risk / Return Rank: 8383
Overall Rank
VIDI Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VIDI Sortino Ratio Rank: 8383
Sortino Ratio Rank
VIDI Omega Ratio Rank: 8585
Omega Ratio Rank
VIDI Calmar Ratio Rank: 8282
Calmar Ratio Rank
VIDI Martin Ratio Rank: 8080
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.

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.


BRIEVIDIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.49

Calmar ratioReturn relative to maximum drawdown

4.11

Martin ratioReturn relative to average drawdown

15.07

BRIE vs. VIDI - Sharpe Ratio Comparison


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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

-28.35%

Max Drawdown (10Y)

Largest decline over 10 years

-48.39%

Current Drawdown

Current decline from peak

-2.77%

-5.31%

+2.54%

Average Drawdown

Average peak-to-trough decline

-2.09%

-10.37%

+8.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

Volatility

BRIE vs. VIDI - Volatility Comparison


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Volatility by Period


BRIEVIDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

Volatility (6M)

Calculated over the trailing 6-month period

13.48%

Volatility (1Y)

Calculated over the trailing 1-year period

18.43%

15.67%

+2.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.43%

16.16%

+2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.43%

17.96%

+0.47%

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 3.98% 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
3.98%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 0.87, 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 3.98%, 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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