BRUHX vs. MALVX

Last updated Jul 14, 2026

BRUHX (MFS Blended Research Value Equity Fund) and MALVX (BlackRock Advantage Large Cap Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, BRUHX returned 11.93%/yr vs 12.80%/yr for MALVX. With a 0.97 correlation, they move nearly in lockstep. BRUHX charges 0.49%/yr vs 0.54%/yr for MALVX.

Performance

BRUHX vs. MALVX - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with BRUHX having a 19.80% return and MALVX slightly higher at 20.54%. Over the past 10 years, BRUHX has underperformed MALVX with an annualized return of 11.93%, while MALVX has yielded a comparatively higher 12.80% annualized return.

BRUHX

• 1D: 0.11%
• 1M: 3.13%
• 6M: 15.30%
• YTD: 19.80%
• 1Y: 27.72%
• 3Y*: 19.15%
• 5Y*: 12.59%
• 10Y*: 11.93%

MALVX

• 1D: 0.23%
• 1M: 2.32%
• 6M: 16.81%
• YTD: 20.54%
• 1Y: 34.56%
• 3Y*: 20.87%
• 5Y*: 12.75%
• 10Y*: 12.80%

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

BRUHX vs. MALVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BRUHX MFS Blended Research Value Equity Fund	19.80%	15.45%	12.81%	14.59%	-4.15%	26.24%	1.68%	23.72%	-8.41%	15.23%
MALVX BlackRock Advantage Large Cap Value Fund	20.54%	18.38%	15.39%	13.74%	-8.68%	26.51%	3.91%	24.74%	-7.74%	15.82%

Correlation

The correlation between BRUHX and MALVX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (10Y) Calculated over the trailing 10-year period	0.97
Correlation (All Time) Calculated using the full available price history since Sep 17, 2015	0.97

The correlation between BRUHX and MALVX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

Return for Risk

BRUHX vs. MALVX — Risk / Return Rank

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

BRUHX

BRUHX Risk / Return Rank: 89
BRUHX Sharpe Ratio Rank: 88
BRUHX Sortino Ratio Rank: 86
BRUHX Omega Ratio Rank: 83
BRUHX Calmar Ratio Rank: 93
BRUHX Martin Ratio Rank: 94

MALVX

MALVX Risk / Return Rank: 95
MALVX Sharpe Ratio Rank: 97
MALVX Sortino Ratio Rank: 95
MALVX Omega Ratio Rank: 90
MALVX Calmar Ratio Rank: 97
MALVX Martin Ratio Rank: 98

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.

BRUHX vs. MALVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research Value Equity Fund (BRUHX) and BlackRock Advantage Large Cap Value Fund (MALVX). 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	MALVX	Difference
Sharpe ratio: Return per unit of total volatility	2.35	3.02	-0.67
Sortino ratio: Return per unit of downside risk	3.35	4.23	-0.88
Omega ratio: Gain probability vs. loss probability	1.42	1.55	-0.13
Calmar ratio: Return relative to maximum drawdown	4.05	5.23	-1.18
Martin ratio: Return relative to average drawdown	16.02	23.76	-7.75

BRUHX vs. MALVX - Sharpe Ratio Comparison

The current BRUHX Sharpe Ratio is 2.35, which is comparable to the MALVX Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of BRUHX and MALVX, 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. MALVX - Drawdown Comparison

The maximum BRUHX drawdown since its inception was -38.77%, smaller than the maximum MALVX drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for BRUHX and MALVX.

Drawdown Indicators

	BRUHX	MALVX	Difference
Max Drawdown Largest peak-to-trough decline	-38.77%	-55.21%	+16.44%
Max Drawdown (1Y) Largest decline over 1 year	-6.69%	-6.53%	-0.16%
Max Drawdown (3Y) Largest decline over 3 years	-20.49%	-16.13%	-4.36%
Max Drawdown (5Y) Largest decline over 5 years	-20.49%	-19.73%	-0.76%
Max Drawdown (10Y) Largest decline over 10 years	-38.77%	-37.12%	-1.65%
Current Drawdown Current decline from peak	0.00%	-0.10%	+0.10%
Average Drawdown Average peak-to-trough decline	-4.23%	-8.72%	+4.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.69%	1.44%	+0.25%

Volatility

BRUHX vs. MALVX - Volatility Comparison

The current volatility for MFS Blended Research Value Equity Fund (BRUHX) is 3.77%, while BlackRock Advantage Large Cap Value Fund (MALVX) has a volatility of 4.15%. This indicates that BRUHX experiences smaller price fluctuations and is considered to be less risky than MALVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRUHX	MALVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.77%	4.15%	-0.38%
Volatility (6M) Calculated over the trailing 6-month period	8.82%	8.91%	-0.09%
Volatility (1Y) Calculated over the trailing 1-year period	11.53%	11.29%	+0.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.17%	14.81%	+1.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.97%	17.24%	+0.73%

BRUHX vs. MALVX - Expense Ratio Comparison

BRUHX has a 0.49% expense ratio, which is lower than MALVX's 0.54% expense ratio.

Dividends

BRUHX vs. MALVX - Dividend Comparison

BRUHX's dividend yield for the trailing twelve months is around 10.13%, more than MALVX's 7.66% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRUHX MFS Blended Research Value Equity Fund	10.13%	12.14%	11.32%	3.61%	8.44%	12.82%	1.85%	2.40%	5.04%	2.26%	0.71%	0.96%
MALVX BlackRock Advantage Large Cap Value Fund	7.66%	9.23%	14.33%	2.84%	5.96%	17.48%	1.68%	3.92%	12.95%	0.43%	1.38%	1.01%

Frequently Asked Questions

Can I hold both BRUHX and MALVX in my portfolio?

With a correlation of 0.96, BRUHX and MALVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, BRUHX or MALVX?

MALVX has higher volatility (4.15%) compared to BRUHX (3.77%). In terms of maximum drawdown, BRUHX dropped -38.77% vs MALVX's -55.21%.

Which has better risk-adjusted returns?

MALVX currently has the higher Sharpe Ratio (3.02 vs 2.35), 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.