BRUHX vs. SWLVX

Last updated Jun 5, 2026

BRUHX (MFS Blended Research Value Equity Fund) and SWLVX (Schwab U.S. Large-Cap Value Index Fund) are both Large Cap Value Equities funds. Over the past 5 years, BRUHX returned 11.37%/yr vs 10.33%/yr for SWLVX. With a 0.98 correlation, they move nearly in lockstep. BRUHX charges 0.49%/yr vs 0.04%/yr for SWLVX.

Performance

BRUHX vs. SWLVX - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with BRUHX having a 14.56% return and SWLVX slightly lower at 14.21%.

BRUHX

• 1D: -0.06%
• 1M: 3.10%
• YTD: 14.56%
• 6M: 15.48%
• 1Y: 27.48%
• 3Y*: 19.02%
• 5Y*: 11.37%
• 10Y*: 11.68%

SWLVX

• 1D: -0.05%
• 1M: 3.11%
• YTD: 14.21%
• 6M: 14.80%
• 1Y: 28.75%
• 3Y*: 18.55%
• 5Y*: 10.33%
• 10Y*: —

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

BRUHX vs. SWLVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BRUHX MFS Blended Research Value Equity Fund	14.56%	15.45%	12.81%	14.59%	-4.15%	26.24%	1.68%	23.72%	-8.41%	0.39%
SWLVX Schwab U.S. Large-Cap Value Index Fund	14.21%	15.87%	14.36%	11.45%	-7.61%	25.15%	2.64%	26.49%	-8.39%	0.30%

Correlation

The correlation between BRUHX and SWLVX is 0.97 - 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	0.97
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (All Time) Calculated using the full available price history since Dec 20, 2017	0.98

The correlation between BRUHX and SWLVX has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

Return for Risk

BRUHX vs. SWLVX — Risk / Return Rank

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

BRUHX

BRUHX Risk / Return Rank: 76
BRUHX Sharpe Ratio Rank: 73
BRUHX Sortino Ratio Rank: 72
BRUHX Omega Ratio Rank: 66
BRUHX Calmar Ratio Rank: 86
BRUHX Martin Ratio Rank: 86

SWLVX

SWLVX Risk / Return Rank: 81
SWLVX Sharpe Ratio Rank: 80
SWLVX Sortino Ratio Rank: 77
SWLVX Omega Ratio Rank: 72
SWLVX Calmar Ratio Rank: 86
SWLVX Martin Ratio Rank: 89

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. SWLVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research Value Equity Fund (BRUHX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX). 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.

	BRUHX	SWLVX	Difference
Sharpe ratio: Return per unit of total volatility	2.44	2.63	-0.19
Sortino ratio: Return per unit of downside risk	3.48	3.71	-0.24
Omega ratio: Gain probability vs. loss probability	1.44	1.48	-0.04
Calmar ratio: Return relative to maximum drawdown	4.05	4.16	-0.10
Martin ratio: Return relative to average drawdown	16.05	17.49	-1.45
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BRUHX vs. SWLVX - Sharpe Ratio Comparison

The current BRUHX Sharpe Ratio is 2.44, which is comparable to the SWLVX Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of BRUHX and SWLVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BRUHX	SWLVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.44	2.63	-0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	0.70	+0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.57	+0.07

Drawdowns

BRUHX vs. SWLVX - Drawdown Comparison

The maximum BRUHX drawdown since its inception was -38.77%, roughly equal to the maximum SWLVX drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for BRUHX and SWLVX.

Drawdown Indicators

	BRUHX	SWLVX	Difference
Max Drawdown Largest peak-to-trough decline	-38.77%	-38.34%	-0.43%
Max Drawdown (1Y) Largest decline over 1 year	-6.69%	-6.82%	+0.13%
Max Drawdown (3Y) Largest decline over 3 years	-20.49%	-15.61%	-4.88%
Max Drawdown (5Y) Largest decline over 5 years	-20.49%	-19.05%	-1.44%
Max Drawdown (10Y) Largest decline over 10 years	-38.77%	—	—
Current Drawdown Current decline from peak	-0.06%	-0.05%	-0.01%
Average Drawdown Average peak-to-trough decline	-4.27%	-4.84%	+0.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.69%	1.62%	+0.07%

Volatility

BRUHX vs. SWLVX - Volatility Comparison

MFS Blended Research Value Equity Fund (BRUHX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX) have volatilities of 2.97% and 3.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRUHX	SWLVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.97%	3.01%	-0.04%
Volatility (6M) Calculated over the trailing 6-month period	8.48%	8.15%	+0.33%
Volatility (1Y) Calculated over the trailing 1-year period	11.12%	10.80%	+0.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.17%	14.86%	+1.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.04%	18.55%	-0.51%

BRUHX vs. SWLVX - Expense Ratio Comparison

BRUHX has a 0.49% expense ratio, which is higher than SWLVX's 0.04% expense ratio.

Dividends

BRUHX vs. SWLVX - Dividend Comparison

BRUHX's dividend yield for the trailing twelve months is around 10.60%, more than SWLVX's 1.77% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRUHX MFS Blended Research Value Equity Fund	10.60%	12.14%	11.32%	3.61%	8.44%	12.82%	1.85%	2.40%	5.04%	2.26%	0.71%	0.96%
SWLVX Schwab U.S. Large-Cap Value Index Fund	1.77%	2.02%	2.75%	2.56%	2.29%	4.86%	2.00%	4.35%	1.87%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BRUHX and SWLVX in my portfolio?

With a correlation of 0.97, BRUHX and SWLVX 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 SWLVX?

SWLVX has higher volatility (3.01%) compared to BRUHX (2.97%). In terms of maximum drawdown, BRUHX dropped -38.77% vs SWLVX's -38.34%.

Which has better risk-adjusted returns?

SWLVX currently has the higher Sharpe Ratio (2.63 vs 2.44), 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.