BRWJX vs. ADX
Compare and contrast key facts about MFS Blended Research Growth Equity Fund (BRWJX) and Adams Diversified Equity Fund, Inc. (ADX).
BRWJX is managed by MFS. It was launched on Sep 15, 2015. ADX is managed by Adams Funds. It was launched on Jan 2, 1990.
Performance
BRWJX vs. ADX - Performance Comparison
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BRWJX vs. ADX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRWJX MFS Blended Research Growth Equity Fund | -11.70% | 16.90% | 35.62% | 41.06% | -29.75% | 28.77% | 30.81% | 32.37% | -4.78% | 26.36% |
ADX Adams Diversified Equity Fund, Inc. | -4.23% | 26.03% | 28.31% | 31.49% | -19.82% | 29.69% | 17.28% | 36.75% | -3.58% | 29.61% |
Returns By Period
In the year-to-date period, BRWJX achieves a -11.70% return, which is significantly lower than ADX's -4.23% return. Over the past 10 years, BRWJX has underperformed ADX with an annualized return of 14.65%, while ADX has yielded a comparatively higher 16.41% annualized return.
BRWJX
- 1D
- -0.53%
- 1M
- -8.79%
- YTD
- -11.70%
- 6M
- -11.57%
- 1Y
- 15.02%
- 3Y*
- 20.50%
- 5Y*
- 11.53%
- 10Y*
- 14.65%
ADX
- 1D
- 4.04%
- 1M
- -5.48%
- YTD
- -4.23%
- 6M
- 2.17%
- 1Y
- 25.55%
- 3Y*
- 23.81%
- 5Y*
- 14.65%
- 10Y*
- 16.41%
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BRWJX vs. ADX - Expense Ratio Comparison
BRWJX has a 0.49% expense ratio, which is lower than ADX's 0.59% expense ratio.
Return for Risk
BRWJX vs. ADX — Risk / Return Rank
BRWJX
ADX
BRWJX vs. ADX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research Growth Equity Fund (BRWJX) and Adams Diversified Equity Fund, Inc. (ADX). 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.
| BRWJX | ADX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 1.38 | -0.71 |
Sortino ratioReturn per unit of downside risk | 1.11 | 2.06 | -0.94 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.29 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.80 | 2.33 | -1.53 |
Martin ratioReturn relative to average drawdown | 2.77 | 10.84 | -8.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRWJX | ADX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 1.38 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.86 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.92 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.09 | +0.59 |
Correlation
The correlation between BRWJX and ADX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BRWJX vs. ADX - Dividend Comparison
BRWJX's dividend yield for the trailing twelve months is around 7.51%, less than ADX's 8.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRWJX MFS Blended Research Growth Equity Fund | 7.51% | 6.63% | 4.91% | 0.61% | 2.48% | 17.39% | 6.83% | 4.52% | 7.81% | 0.82% | 0.39% | 0.35% |
ADX Adams Diversified Equity Fund, Inc. | 8.45% | 7.93% | 12.38% | 7.34% | 7.36% | 15.35% | 6.54% | 9.00% | 15.85% | 9.18% | 7.79% | 7.17% |
Drawdowns
BRWJX vs. ADX - Drawdown Comparison
The maximum BRWJX drawdown since its inception was -32.12%, smaller than the maximum ADX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for BRWJX and ADX.
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Drawdown Indicators
| BRWJX | ADX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.12% | -71.60% | +39.48% |
Max Drawdown (1Y)Largest decline over 1 year | -15.10% | -11.12% | -3.98% |
Max Drawdown (5Y)Largest decline over 5 years | -32.12% | -25.07% | -7.05% |
Max Drawdown (10Y)Largest decline over 10 years | -32.12% | -37.17% | +5.05% |
Current DrawdownCurrent decline from peak | -15.10% | -6.53% | -8.57% |
Average DrawdownAverage peak-to-trough decline | -6.17% | -23.22% | +17.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.36% | 2.39% | +1.97% |
Volatility
BRWJX vs. ADX - Volatility Comparison
The current volatility for MFS Blended Research Growth Equity Fund (BRWJX) is 5.61%, while Adams Diversified Equity Fund, Inc. (ADX) has a volatility of 6.18%. This indicates that BRWJX experiences smaller price fluctuations and is considered to be less risky than ADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRWJX | ADX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 6.18% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 12.12% | 10.53% | +1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.53% | 18.63% | +3.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.19% | 17.20% | +3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.74% | 17.95% | +2.79% |