BRSM vs. USMF

Last updated Jul 17, 2026

BRSM (MFS Blended Research Small-Mid Cap ETF) and USMF (WisdomTree US Multifactor Fund) are both Mid Cap Blend Equities funds. BRSM is actively managed, while USMF is passively managed. Their correlation of 0.85 suggests significant overlap in exposure. BRSM charges 0.38%/yr vs 0.28%/yr for USMF.

Performance

BRSM vs. USMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Blended Research Small-Mid Cap ETF (BRSM) and WisdomTree US Multifactor Fund (USMF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BRSM

• 1D: 0.09%
• 1M: 1.46%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

USMF

• 1D: -0.47%
• 1M: -1.35%
• 6M: 2.79%
• YTD: 3.99%
• 1Y: 6.49%
• 3Y*: 11.89%
• 5Y*: 7.81%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BRSM vs. USMF - Yearly Performance Comparison

	2026 (YTD)
BRSM MFS Blended Research Small-Mid Cap ETF	2.77%
USMF WisdomTree US Multifactor Fund	-0.35%

Correlation

The correlation between BRSM and USMF is 0.85, 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 Jun 4, 2026	0.85

Return for Risk

BRSM vs. USMF — Risk / Return Rank

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

BRSM

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

USMF

USMF Risk / Return Rank: 22
USMF Sharpe Ratio Rank: 20
USMF Sortino Ratio Rank: 19
USMF Omega Ratio Rank: 18
USMF Calmar Ratio Rank: 26
USMF Martin Ratio Rank: 28

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.

BRSM vs. USMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research Small-Mid Cap ETF (BRSM) and WisdomTree US Multifactor Fund (USMF). 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	USMF	Difference
Sharpe ratio: Return per unit of total volatility	—	0.57	—
Sortino ratio: Return per unit of downside risk	—	0.89	—
Omega ratio: Gain probability vs. loss probability	—	1.10	—
Calmar ratio: Return relative to maximum drawdown	—	1.01	—
Martin ratio: Return relative to average drawdown	—	3.16	—

Drawdowns

BRSM vs. USMF - Drawdown Comparison

The maximum BRSM drawdown since its inception was -3.25%, smaller than the maximum USMF drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for BRSM and USMF.

Drawdown Indicators

	BRSM	USMF	Difference
Max Drawdown Largest peak-to-trough decline	-3.25%	-36.24%	+32.99%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.47%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-15.39%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-18.10%	—
Current Drawdown Current decline from peak	-1.41%	-2.49%	+1.08%
Average Drawdown Average peak-to-trough decline	-1.10%	-4.12%	+3.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.06%	—

Volatility

Volatility by Period

	BRSM	USMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.60%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.09%	—
Volatility (1Y) Calculated over the trailing 1-year period	18.28%	11.41%	+6.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.28%	14.39%	+3.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.28%	16.96%	+1.32%

BRSM vs. USMF - Expense Ratio Comparison

BRSM has a 0.38% expense ratio, which is higher than USMF's 0.28% expense ratio.

Dividends

BRSM vs. USMF - Dividend Comparison

BRSM has not paid dividends to shareholders, while USMF's dividend yield for the trailing twelve months is around 1.32%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
USMF WisdomTree US Multifactor Fund	1.32%	1.37%	1.22%	1.33%	1.74%	1.42%	1.34%	1.38%	1.45%	0.67%

Frequently Asked Questions

Can I hold both BRSM and USMF in my portfolio?

BRSM and USMF have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BRSM or USMF?

On fees, USMF is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BRSM or USMF?

USMF is cheaper with a 0.28% expense ratio, compared with 0.38% for BRSM.

Which ETF pays a higher dividend yield, BRSM or USMF?

USMF has the higher dividend yield at 1.32%, compared with 0.00% for BRSM.

What is the main difference between BRSM and USMF?

They also come from different issuers: MFS and WisdomTree. Their fees differ too: 0.38% for BRSM and 0.28% for USMF.