BRSM vs. BMVP
BRSM (MFS Blended Research Small-Mid Cap ETF) and BMVP (Invesco Bloomberg MVP Multi-factor ETF) are both Mid Cap Blend Equities funds. BRSM is actively managed, while BMVP is passively managed. Their 0.03 correlation means their historical movements had little consistent relationship. BRSM charges 0.38%/yr vs 0.29%/yr for BMVP.
Performance
BRSM vs. BMVP - Performance Comparison
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Returns By Period
BRSM
- 1D
- 0.44%
- 1M
- -0.54%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
BMVP
- 1D
- 0.65%
- 1M
- 4.29%
- 6M
- 5.90%
- YTD
- 10.42%
- 1Y
- 12.13%
- 3Y*
- 12.79%
- 5Y*
- 7.47%
- 10Y*
- 9.51%
- ALL TIME*
- 2.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $32.80K | $56.92K | $57.77K | |
| $230.40K | $287.28K | $868.97K |
BRSM vs. BMVP - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
BRSM MFS Blended Research Small-Mid Cap ETF | 2.26% |
BMVP Invesco Bloomberg MVP Multi-factor ETF | 4.32% |
Correlation
The correlation between BRSM and BMVP is 0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 4, 2026 | 0.03 |
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Return for Risk
BRSM vs. BMVP — Risk / Return Rank
BRSM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BMVP
BRSM vs. BMVP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research Small-Mid Cap ETF (BRSM) and Invesco Bloomberg MVP Multi-factor ETF (BMVP). 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.
| BRSM | BMVP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.22 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.89 | — |
| Martin ratioReturn relative to average drawdown | — | 5.65 | — |
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Drawdowns
BRSM vs. BMVP - Drawdown Comparison
The maximum BRSM drawdown since its inception was -3.25%, smaller than the maximum BMVP drawdown of -78.13%. Use the drawdown chart below to compare losses from any high point for BRSM and BMVP.
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Drawdown Indicators
| BRSM | BMVP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.25% | -78.13% | +74.88% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.45% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.12% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.58% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.45% | — |
Current DrawdownCurrent decline from peak | -1.90% | 0.00% | -1.90% |
Average DrawdownAverage peak-to-trough decline | -1.29% | -35.99% | +34.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.16% | — |
Volatility
BRSM vs. BMVP - Volatility Comparison
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Volatility by Period
| BRSM | BMVP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.80% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.06% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.98% | 9.85% | +7.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.98% | 15.89% | +1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 18.73% | -1.75% |
BRSM vs. BMVP - Expense Ratio Comparison
BRSM has a 0.38% expense ratio, which is higher than BMVP's 0.29% expense ratio.
Dividends
BRSM vs. BMVP - Dividend Comparison
BRSM has not paid dividends to shareholders, while BMVP's dividend yield for the trailing twelve months is around 1.72%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMVP Invesco Bloomberg MVP Multi-factor ETF | 1.72% | 1.77% | 1.58% | 1.67% | 1.51% | 0.56% | 1.09% | 0.95% | 1.44% | 1.75% | 1.35% | 1.02% |
BRSM MFS Blended Research Small-Mid Cap ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BRSM and BMVP have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BMVP is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BMVP is cheaper with a 0.29% expense ratio, compared with 0.38% for BRSM.
BMVP has the higher dividend yield at 1.72%, compared with 0.00% for BRSM.
They also come from different issuers: MFS and Invesco. Their fees differ too: 0.38% for BRSM and 0.29% for BMVP.
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