Correlation
The correlation between BRKIX and SPY is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
BRKIX vs. SPY
Compare and contrast key facts about MFS Blended Research Emerging Markets Equity Fund (BRKIX) and SPDR S&P 500 ETF (SPY).
BRKIX is managed by MFS. It was launched on Sep 14, 2015. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRKIX or SPY.
Performance
BRKIX vs. SPY - Performance Comparison
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Key characteristics
BRKIX:
0.77
SPY:
0.70
BRKIX:
0.87
SPY:
1.02
BRKIX:
1.12
SPY:
1.15
BRKIX:
0.56
SPY:
0.68
BRKIX:
1.85
SPY:
2.57
BRKIX:
5.15%
SPY:
4.93%
BRKIX:
16.46%
SPY:
20.42%
BRKIX:
-41.15%
SPY:
-55.19%
BRKIX:
-1.69%
SPY:
-3.55%
Returns By Period
In the year-to-date period, BRKIX achieves a 7.84% return, which is significantly higher than SPY's 0.87% return.
BRKIX
7.84%
4.43%
8.61%
13.13%
6.97%
8.52%
N/A
SPY
0.87%
5.54%
-1.56%
13.18%
14.25%
15.81%
12.73%
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BRKIX vs. SPY - Expense Ratio Comparison
BRKIX has a 0.99% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
BRKIX vs. SPY — Risk-Adjusted Performance Rank
BRKIX
SPY
BRKIX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research Emerging Markets Equity Fund (BRKIX) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
BRKIX vs. SPY - Dividend Comparison
BRKIX's dividend yield for the trailing twelve months is around 2.33%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRKIX MFS Blended Research Emerging Markets Equity Fund | 2.33% | 2.51% | 2.75% | 3.07% | 3.80% | 1.60% | 1.83% | 5.35% | 4.42% | 1.42% | 0.63% | 0.00% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
BRKIX vs. SPY - Drawdown Comparison
The maximum BRKIX drawdown since its inception was -41.15%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BRKIX and SPY.
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Volatility
BRKIX vs. SPY - Volatility Comparison
The current volatility for MFS Blended Research Emerging Markets Equity Fund (BRKIX) is 3.53%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.86%. This indicates that BRKIX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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