BRWJX vs. MEIAX
Compare and contrast key facts about MFS Blended Research Growth Equity Fund (BRWJX) and MFS Value Fund (MEIAX).
BRWJX is managed by MFS. It was launched on Sep 15, 2015. MEIAX is managed by MFS. It was launched on Jan 2, 1996.
Performance
BRWJX vs. MEIAX - Performance Comparison
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BRWJX vs. MEIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRWJX MFS Blended Research Growth Equity Fund | -8.26% | 16.90% | 35.62% | 41.06% | -29.75% | 28.77% | 30.81% | 32.37% | -4.78% | 26.36% |
MEIAX MFS Value Fund | 1.01% | 12.97% | 11.60% | 7.92% | -6.25% | 25.11% | 3.71% | 29.73% | -10.11% | 16.97% |
Returns By Period
In the year-to-date period, BRWJX achieves a -8.26% return, which is significantly lower than MEIAX's 1.01% return. Over the past 10 years, BRWJX has outperformed MEIAX with an annualized return of 15.09%, while MEIAX has yielded a comparatively lower 9.65% annualized return.
BRWJX
- 1D
- 3.90%
- 1M
- -5.45%
- YTD
- -8.26%
- 6M
- -8.31%
- 1Y
- 18.35%
- 3Y*
- 22.05%
- 5Y*
- 12.06%
- 10Y*
- 15.09%
MEIAX
- 1D
- 1.64%
- 1M
- -5.04%
- YTD
- 1.01%
- 6M
- 3.48%
- 1Y
- 10.10%
- 3Y*
- 11.75%
- 5Y*
- 8.09%
- 10Y*
- 9.65%
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BRWJX vs. MEIAX - Expense Ratio Comparison
BRWJX has a 0.49% expense ratio, which is lower than MEIAX's 0.80% expense ratio.
Return for Risk
BRWJX vs. MEIAX — Risk / Return Rank
BRWJX
MEIAX
BRWJX vs. MEIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research Growth Equity Fund (BRWJX) and MFS Value Fund (MEIAX). 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 | MEIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.67 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.38 | 1.01 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.15 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 0.99 | +0.29 |
Martin ratioReturn relative to average drawdown | 4.40 | 4.36 | +0.04 |
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 | MEIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.67 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.58 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.58 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.58 | +0.13 |
Correlation
The correlation between BRWJX and MEIAX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
BRWJX vs. MEIAX - Dividend Comparison
BRWJX's dividend yield for the trailing twelve months is around 7.22%, less than MEIAX's 9.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRWJX MFS Blended Research Growth Equity Fund | 7.22% | 6.63% | 4.91% | 0.61% | 2.48% | 17.39% | 6.83% | 4.52% | 7.81% | 0.82% | 0.39% | 0.35% |
MEIAX MFS Value Fund | 9.44% | 9.34% | 9.10% | 8.21% | 7.36% | 3.10% | 2.42% | 2.97% | 3.36% | 3.87% | 2.84% | 5.73% |
Drawdowns
BRWJX vs. MEIAX - Drawdown Comparison
The maximum BRWJX drawdown since its inception was -32.12%, smaller than the maximum MEIAX drawdown of -52.85%. Use the drawdown chart below to compare losses from any high point for BRWJX and MEIAX.
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Drawdown Indicators
| BRWJX | MEIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.12% | -52.85% | +20.73% |
Max Drawdown (1Y)Largest decline over 1 year | -15.10% | -11.10% | -4.00% |
Max Drawdown (5Y)Largest decline over 5 years | -32.12% | -17.72% | -14.40% |
Max Drawdown (10Y)Largest decline over 10 years | -32.12% | -36.71% | +4.59% |
Current DrawdownCurrent decline from peak | -11.79% | -5.04% | -6.75% |
Average DrawdownAverage peak-to-trough decline | -6.17% | -6.57% | +0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.42% | 2.53% | +1.89% |
Volatility
BRWJX vs. MEIAX - Volatility Comparison
MFS Blended Research Growth Equity Fund (BRWJX) has a higher volatility of 7.03% compared to MFS Value Fund (MEIAX) at 3.64%. This indicates that BRWJX's price experiences larger fluctuations and is considered to be riskier than MEIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRWJX | MEIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.03% | 3.64% | +3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 12.73% | 7.85% | +4.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.81% | 14.83% | +7.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.25% | 13.91% | +7.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.77% | 16.55% | +4.22% |