BRUHX vs. IRVSX
BRUHX (MFS Blended Research Value Equity Fund) and IRVSX (Voya Russell Large Cap Value Index Portfolio Class S) are both Large Cap Value Equities funds. Over the past 10 years, BRUHX returned 12.09%/yr vs 11.52%/yr for IRVSX. Their correlation of 0.94 means they have usually moved in the same direction. BRUHX charges 0.49%/yr vs 0.59%/yr for IRVSX.
Performance
BRUHX vs. IRVSX - Performance Comparison
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Returns By Period
In the year-to-date period, BRUHX achieves a 21.20% return, which is significantly higher than IRVSX's 19.71% return. Both investments have delivered pretty close results over the past 10 years, with BRUHX having a 12.09% annualized return and IRVSX not far behind at 11.52%.
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%
IRVSX
- 1D
- 0.79%
- 1M
- 1.65%
- 6M
- 14.44%
- YTD
- 19.71%
- 1Y
- 31.48%
- 3Y*
- 18.16%
- 5Y*
- 12.07%
- 10Y*
- 11.52%
- ALL TIME*
- 12.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BRUHX vs. IRVSX - 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% |
IRVSX Voya Russell Large Cap Value Index Portfolio Class S | 19.71% | 17.81% | 14.66% | 9.98% | -5.71% | 22.68% | 1.11% | 25.45% | -6.83% | 13.20% |
Correlation
The correlation between BRUHX and IRVSX is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2015 | 0.94 |
The correlation between BRUHX and IRVSX has been stable across timeframes, ranging from 0.84 to 0.94 - a consistent structural relationship.
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Return for Risk
BRUHX vs. IRVSX — Risk / Return Rank
BRUHX
IRVSX
BRUHX vs. IRVSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research Value Equity Fund (BRUHX) and Voya Russell Large Cap Value Index Portfolio Class S (IRVSX). 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 | IRVSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.53 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.31 | 4.94 | -0.63 |
| Martin ratioReturn relative to average drawdown | 17.50 | 21.20 | -3.71 |
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Drawdowns
BRUHX vs. IRVSX - Drawdown Comparison
The maximum BRUHX drawdown since its inception was -38.77%, which is greater than IRVSX's maximum drawdown of -35.70%. Use the drawdown chart below to compare losses from any high point for BRUHX and IRVSX.
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Drawdown Indicators
| BRUHX | IRVSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.77% | -35.70% | -3.07% |
Max Drawdown (1Y)Largest decline over 1 year | -6.69% | -6.70% | +0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -20.49% | -13.41% | -7.08% |
Max Drawdown (5Y)Largest decline over 5 years | -20.49% | -18.49% | -2.00% |
Max Drawdown (10Y)Largest decline over 10 years | -38.77% | -35.70% | -3.07% |
Current DrawdownCurrent decline from peak | -0.68% | -0.31% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -4.21% | -3.86% | -0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 1.54% | +0.11% |
Volatility
BRUHX vs. IRVSX - Volatility Comparison
The current volatility for MFS Blended Research Value Equity Fund (BRUHX) is 2.33%, while Voya Russell Large Cap Value Index Portfolio Class S (IRVSX) has a volatility of 3.07%. This indicates that BRUHX experiences smaller price fluctuations and is considered to be less risky than IRVSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRUHX | IRVSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.33% | 3.07% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 8.67% | 8.55% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.50% | 11.08% | +0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 14.25% | +1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 16.80% | +1.17% |
BRUHX vs. IRVSX - Expense Ratio Comparison
BRUHX has a 0.49% expense ratio, which is lower than IRVSX's 0.59% expense ratio.
Dividends
BRUHX vs. IRVSX - Dividend Comparison
BRUHX's dividend yield for the trailing twelve months is around 10.02%, more than IRVSX's 3.45% 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% |
IRVSX Voya Russell Large Cap Value Index Portfolio Class S | 3.45% | 27.68% | 3.39% | 1.77% | 1.19% | 1.75% | 3.72% | 5.71% | 6.06% | 1.74% | 2.76% | 2.91% |
Frequently Asked Questions
BRUHX and IRVSX 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.
IRVSX has higher volatility (3.07%) compared to BRUHX (2.33%). In terms of maximum drawdown, BRUHX dropped -38.77% vs IRVSX's -35.70%.
IRVSX currently has the higher Sharpe Ratio (2.99 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.
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