BRUHX vs. IDIVX

Last updated Aug 1, 2026

BRUHX (MFS Blended Research Value Equity Fund) and IDIVX (Integrity Dividend Harvest Fund) are both Large Cap Value Equities funds. Over the past 10 years, BRUHX returned 12.09%/yr vs 11.54%/yr for IDIVX. Their correlation of 0.86 means they have usually moved in the same direction. BRUHX charges 0.49%/yr vs 0.95%/yr for IDIVX.

Performance

BRUHX vs. IDIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Blended Research Value Equity Fund (BRUHX) and Integrity Dividend Harvest Fund (IDIVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BRUHX achieves a 21.20% return, which is significantly higher than IDIVX's 18.32% return. Both investments have delivered pretty close results over the past 10 years, with BRUHX having a 12.09% annualized return and IDIVX not far behind at 11.54%.

BRUHX

• 1D: 0.37%
• 1M: 1.66%
• 6M: 15.24%
• YTD: 21.20%
• 1Y: 31.29%
• 3Y*: 18.36%
• 5Y*: 12.80%
• 10Y*: 12.09%
• ALL TIME*: 11.79%

IDIVX

• 1D: 0.17%
• 1M: 0.73%
• 6M: 13.83%
• YTD: 18.32%
• 1Y: 30.70%
• 3Y*: 19.80%
• 5Y*: 14.86%
• 10Y*: 11.54%
• ALL TIME*: 10.53%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BRUHX MFS Blended Research Value Equity Fund	$0.00	$0.00	$0.00
IDIVX Integrity Dividend Harvest Fund	$0.00	$0.00	$0.00

BRUHX vs. IDIVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BRUHX MFS Blended Research Value Equity Fund	21.20%	15.45%	12.81%	14.59%	-4.15%	26.24%	1.68%	23.72%	-8.41%	15.23%
IDIVX Integrity Dividend Harvest Fund	18.32%	17.39%	21.13%	5.06%	2.13%	24.10%	-1.04%	22.97%	-5.19%	11.10%

Correlation

The correlation between BRUHX and IDIVX is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.74
Correlation (3Y) Balances recent behavior with more history.	0.83
Correlation (5Y) Shows whether the relationship held over a longer period.	0.88
Correlation (10Y) Provides a long-term view across more market conditions.	0.86
Correlation (All Time) Calculated using the full available price history since Sep 17, 2015	0.86

The correlation between BRUHX and IDIVX shifts across timeframes, from 0.74 (1 year) to 0.88 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

BRUHX vs. IDIVX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BRUHX

BRUHX Risk / Return Rank: 93
BRUHX Sharpe Ratio Rank: 94
BRUHX Sortino Ratio Rank: 92
BRUHX Omega Ratio Rank: 87
BRUHX Calmar Ratio Rank: 95
BRUHX Martin Ratio Rank: 96

IDIVX

IDIVX Risk / Return Rank: 96
IDIVX Sharpe Ratio Rank: 97
IDIVX Sortino Ratio Rank: 97
IDIVX Omega Ratio Rank: 92
IDIVX Calmar Ratio Rank: 97
IDIVX Martin Ratio Rank: 98

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BRUHX vs. IDIVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research Value Equity Fund (BRUHX) and Integrity Dividend Harvest Fund (IDIVX). 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.

	BRUHX	IDIVX	Difference
Sharpe ratio: Return per unit of total volatility	2.51	2.91	-0.40
Sortino ratio: Return per unit of downside risk	3.56	4.31	-0.75
Omega ratio: Gain probability vs. loss probability	1.45	1.52	-0.08
Calmar ratio: Return relative to maximum drawdown	4.31	5.08	-0.77
Martin ratio: Return relative to average drawdown	17.50	21.87	-4.37

BRUHX vs. IDIVX - Sharpe Ratio Comparison

The current BRUHX Sharpe Ratio is 2.51, which is comparable to the IDIVX Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of BRUHX and IDIVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BRUHX vs. IDIVX - Drawdown Comparison

The maximum BRUHX drawdown since its inception was -38.77%, which is greater than IDIVX's maximum drawdown of -31.64%. Use the drawdown chart below to compare losses from any high point for BRUHX and IDIVX.

Drawdown Indicators

	BRUHX	IDIVX	Difference
Max Drawdown Largest peak-to-trough decline	-38.77%	-31.64%	-7.13%
Max Drawdown (1Y) Largest decline over 1 year	-6.69%	-5.72%	-0.97%
Max Drawdown (3Y) Largest decline over 3 years	-20.49%	-15.37%	-5.12%
Max Drawdown (5Y) Largest decline over 5 years	-20.49%	-16.34%	-4.15%
Max Drawdown (10Y) Largest decline over 10 years	-38.77%	-31.64%	-7.13%
Current Drawdown Current decline from peak	-0.68%	-0.72%	+0.04%
Average Drawdown Average peak-to-trough decline	-4.21%	-3.33%	-0.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.65%	1.33%	+0.32%

Volatility

BRUHX vs. IDIVX - Volatility Comparison

The current volatility for MFS Blended Research Value Equity Fund (BRUHX) is 2.33%, while Integrity Dividend Harvest Fund (IDIVX) has a volatility of 2.55%. This indicates that BRUHX experiences smaller price fluctuations and is considered to be less risky than IDIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRUHX	IDIVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.33%	2.55%	-0.22%
Volatility (6M) Calculated over the trailing 6-month period	8.67%	7.64%	+1.03%
Volatility (1Y) Calculated over the trailing 1-year period	11.50%	10.00%	+1.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.13%	13.94%	+2.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.97%	14.93%	+3.04%

BRUHX vs. IDIVX - Expense Ratio Comparison

BRUHX has a 0.49% expense ratio, which is lower than IDIVX's 0.95% expense ratio.

Dividends

BRUHX vs. IDIVX - Dividend Comparison

BRUHX's dividend yield for the trailing twelve months is around 10.02%, more than IDIVX's 6.37% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRUHX MFS Blended Research Value Equity Fund	10.02%	12.14%	11.32%	3.61%	8.44%	12.82%	1.85%	2.40%	5.04%	2.26%	0.71%	0.96%
IDIVX Integrity Dividend Harvest Fund	6.37%	7.19%	8.89%	3.13%	3.59%	2.83%	3.67%	7.27%	10.21%	8.31%	1.11%	0.00%

Frequently Asked Questions

Can I hold both BRUHX and IDIVX in my portfolio?

BRUHX and IDIVX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BRUHX or IDIVX?

IDIVX has higher volatility (2.55%) compared to BRUHX (2.33%). In terms of maximum drawdown, BRUHX dropped -38.77% vs IDIVX's -31.64%.

Which has better risk-adjusted returns?

IDIVX currently has the higher Sharpe Ratio (2.91 vs 2.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.