BRWJX vs. FSSKX
BRWJX (MFS Blended Research Growth Equity Fund) and FSSKX (Fidelity Advisor Stock Selector All Cap Fund Class K) are both Large Cap Growth Equities funds. Over the past 10 years, BRWJX returned 16.99%/yr vs 15.58%/yr for FSSKX. Their correlation of 0.93 suggests significant overlap in exposure. BRWJX charges 0.49%/yr vs 0.58%/yr for FSSKX.
Performance
BRWJX vs. FSSKX - Performance Comparison
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Returns By Period
In the year-to-date period, BRWJX achieves a 4.06% return, which is significantly lower than FSSKX's 13.18% return. Over the past 10 years, BRWJX has outperformed FSSKX with an annualized return of 16.99%, while FSSKX has yielded a comparatively lower 15.58% annualized return.
BRWJX
- 1D
- -1.48%
- 1M
- -2.68%
- YTD
- 4.06%
- 6M
- 2.57%
- 1Y
- 17.76%
- 3Y*
- 23.24%
- 5Y*
- 12.89%
- 10Y*
- 16.99%
FSSKX
- 1D
- -1.68%
- 1M
- -0.27%
- YTD
- 13.18%
- 6M
- 11.97%
- 1Y
- 30.66%
- 3Y*
- 21.65%
- 5Y*
- 12.21%
- 10Y*
- 15.58%
BRWJX vs. FSSKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRWJX MFS Blended Research Growth Equity Fund | 4.06% | 16.90% | 35.62% | 41.06% | -29.75% | 28.77% | 30.81% | 32.37% | -4.78% | 26.36% |
FSSKX Fidelity Advisor Stock Selector All Cap Fund Class K | 13.18% | 18.98% | 19.89% | 27.04% | -19.47% | 23.28% | 25.01% | 32.33% | -8.52% | 24.38% |
Correlation
The correlation between BRWJX and FSSKX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2015 | 0.93 |
The correlation between BRWJX and FSSKX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.
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Return for Risk
BRWJX vs. FSSKX — Risk / Return Rank
BRWJX
FSSKX
BRWJX vs. FSSKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research Growth Equity Fund (BRWJX) and Fidelity Advisor Stock Selector All Cap Fund Class K (FSSKX). 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.
| BRWJX | FSSKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.42 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 3.49 | -2.21 |
| Martin ratioReturn relative to average drawdown | 4.33 | 16.35 | -12.02 |
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Drawdowns
BRWJX vs. FSSKX - Drawdown Comparison
The maximum BRWJX drawdown since its inception was -32.12%, smaller than the maximum FSSKX drawdown of -53.43%. Use the drawdown chart below to compare losses from any high point for BRWJX and FSSKX.
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Drawdown Indicators
| BRWJX | FSSKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.12% | -53.43% | +21.31% |
Max Drawdown (1Y)Largest decline over 1 year | -15.10% | -9.20% | -5.90% |
Max Drawdown (3Y)Largest decline over 3 years | -23.84% | -20.84% | -3.00% |
Max Drawdown (5Y)Largest decline over 5 years | -32.12% | -25.20% | -6.92% |
Max Drawdown (10Y)Largest decline over 10 years | -32.12% | -34.37% | +2.25% |
Current DrawdownCurrent decline from peak | -5.84% | -2.32% | -3.52% |
Average DrawdownAverage peak-to-trough decline | -6.10% | -7.69% | +1.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.47% | 1.96% | +2.51% |
Volatility
BRWJX vs. FSSKX - Volatility Comparison
MFS Blended Research Growth Equity Fund (BRWJX) has a higher volatility of 5.95% compared to Fidelity Advisor Stock Selector All Cap Fund Class K (FSSKX) at 5.62%. This indicates that BRWJX's price experiences larger fluctuations and is considered to be riskier than FSSKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRWJX | FSSKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.95% | 5.62% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 12.95% | 11.14% | +1.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.40% | 13.90% | +2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.37% | 17.93% | +3.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.85% | 18.61% | +2.24% |
BRWJX vs. FSSKX - Expense Ratio Comparison
BRWJX has a 0.49% expense ratio, which is lower than FSSKX's 0.58% expense ratio.
Dividends
BRWJX vs. FSSKX - Dividend Comparison
BRWJX's dividend yield for the trailing twelve months is around 6.37%, more than FSSKX's 4.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRWJX MFS Blended Research Growth Equity Fund | 6.37% | 6.63% | 4.91% | 0.61% | 2.48% | 17.39% | 6.83% | 4.52% | 7.81% | 0.82% | 0.39% | 0.35% |
FSSKX Fidelity Advisor Stock Selector All Cap Fund Class K | 4.22% | 4.78% | 4.87% | 2.11% | 0.38% | 1.44% | 5.29% | 6.17% | 4.37% | 3.07% | 1.12% | 5.23% |
Frequently Asked Questions
With a correlation of 0.93, BRWJX and FSSKX 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.
BRWJX has higher volatility (5.95%) compared to FSSKX (5.62%). In terms of maximum drawdown, BRWJX dropped -32.12% vs FSSKX's -53.43%.
FSSKX currently has the higher Sharpe Ratio (2.32 vs 1.19), 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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