BRKIX vs. WAEMX
Compare and contrast key facts about MFS Blended Research Emerging Markets Equity Fund (BRKIX) and Wasatch Emerging Markets Small Cap Fund (WAEMX).
BRKIX is managed by MFS. It was launched on Sep 14, 2015. WAEMX is managed by Wasatch. It was launched on Sep 30, 2007.
Performance
BRKIX vs. WAEMX - Performance Comparison
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BRKIX vs. WAEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRKIX MFS Blended Research Emerging Markets Equity Fund | 3.06% | 33.78% | 14.06% | 9.82% | -19.03% | 3.69% | 9.99% | 18.96% | -16.43% | 37.46% |
WAEMX Wasatch Emerging Markets Small Cap Fund | 4.12% | 5.85% | -2.21% | 21.20% | -38.76% | 30.16% | 32.79% | 27.45% | -18.97% | 38.20% |
Returns By Period
In the year-to-date period, BRKIX achieves a 3.06% return, which is significantly lower than WAEMX's 4.12% return. Over the past 10 years, BRKIX has outperformed WAEMX with an annualized return of 8.96%, while WAEMX has yielded a comparatively lower 6.63% annualized return.
BRKIX
- 1D
- 1.53%
- 1M
- -10.05%
- YTD
- 3.06%
- 6M
- 7.34%
- 1Y
- 33.14%
- 3Y*
- 17.65%
- 5Y*
- 6.19%
- 10Y*
- 8.96%
WAEMX
- 1D
- 1.14%
- 1M
- -5.85%
- YTD
- 4.12%
- 6M
- 9.04%
- 1Y
- 21.06%
- 3Y*
- 6.68%
- 5Y*
- -0.10%
- 10Y*
- 6.63%
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BRKIX vs. WAEMX - Expense Ratio Comparison
BRKIX has a 0.99% expense ratio, which is lower than WAEMX's 1.91% expense ratio.
Return for Risk
BRKIX vs. WAEMX — Risk / Return Rank
BRKIX
WAEMX
BRKIX vs. WAEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research Emerging Markets Equity Fund (BRKIX) and Wasatch Emerging Markets Small Cap Fund (WAEMX). 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.
| BRKIX | WAEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.06 | 1.26 | +0.80 |
Sortino ratioReturn per unit of downside risk | 2.61 | 1.82 | +0.79 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.23 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.50 | 2.20 | +0.30 |
Martin ratioReturn relative to average drawdown | 9.74 | 7.78 | +1.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRKIX | WAEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 1.26 | +0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | -0.01 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.37 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.25 | +0.31 |
Correlation
The correlation between BRKIX and WAEMX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BRKIX vs. WAEMX - Dividend Comparison
BRKIX's dividend yield for the trailing twelve months is around 2.40%, less than WAEMX's 67.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRKIX MFS Blended Research Emerging Markets Equity Fund | 2.40% | 2.48% | 2.51% | 2.75% | 3.07% | 3.80% | 1.60% | 1.83% | 5.35% | 3.19% | 0.71% | 0.00% |
WAEMX Wasatch Emerging Markets Small Cap Fund | 67.61% | 70.40% | 6.49% | 0.00% | 3.32% | 6.03% | 7.15% | 5.82% | 12.81% | 0.00% | 0.00% | 0.02% |
Drawdowns
BRKIX vs. WAEMX - Drawdown Comparison
The maximum BRKIX drawdown since its inception was -39.28%, smaller than the maximum WAEMX drawdown of -66.35%. Use the drawdown chart below to compare losses from any high point for BRKIX and WAEMX.
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Drawdown Indicators
| BRKIX | WAEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.28% | -66.35% | +27.07% |
Max Drawdown (1Y)Largest decline over 1 year | -13.43% | -9.38% | -4.05% |
Max Drawdown (5Y)Largest decline over 5 years | -34.65% | -44.88% | +10.23% |
Max Drawdown (10Y)Largest decline over 10 years | -39.28% | -44.88% | +5.60% |
Current DrawdownCurrent decline from peak | -12.10% | -22.97% | +10.87% |
Average DrawdownAverage peak-to-trough decline | -11.18% | -16.87% | +5.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 2.65% | +0.79% |
Volatility
BRKIX vs. WAEMX - Volatility Comparison
MFS Blended Research Emerging Markets Equity Fund (BRKIX) and Wasatch Emerging Markets Small Cap Fund (WAEMX) have volatilities of 7.33% and 7.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRKIX | WAEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.33% | 7.25% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 11.97% | 12.20% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.80% | 16.78% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.50% | 17.41% | -1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.86% | 17.94% | -1.08% |