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BRXAX vs. FHLFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRXAX vs. FHLFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Blended Research International Equity Fund Class A (BRXAX) and Fidelity Series International Index Fund (FHLFX). The values are adjusted to include any dividend payments, if applicable.

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BRXAX vs. FHLFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BRXAX
MFS Blended Research International Equity Fund Class A
1.88%39.54%11.62%14.03%-13.57%13.21%8.90%21.79%-11.63%
FHLFX
Fidelity Series International Index Fund
0.99%31.96%3.67%18.16%-14.17%11.23%8.09%21.66%-10.70%

Returns By Period

In the year-to-date period, BRXAX achieves a 1.88% return, which is significantly higher than FHLFX's 0.99% return.


BRXAX

1D
2.82%
1M
-7.12%
YTD
1.88%
6M
8.76%
1Y
32.74%
3Y*
19.28%
5Y*
10.50%
10Y*
10.02%

FHLFX

1D
2.97%
1M
-6.32%
YTD
0.99%
6M
5.00%
1Y
22.99%
3Y*
14.59%
5Y*
8.30%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRXAX vs. FHLFX - Expense Ratio Comparison

BRXAX has a 0.77% expense ratio, which is higher than FHLFX's 0.01% expense ratio.


Return for Risk

BRXAX vs. FHLFX — Risk / Return Rank

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

BRXAX
BRXAX Risk / Return Rank: 9292
Overall Rank
BRXAX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
BRXAX Sortino Ratio Rank: 9393
Sortino Ratio Rank
BRXAX Omega Ratio Rank: 9292
Omega Ratio Rank
BRXAX Calmar Ratio Rank: 9292
Calmar Ratio Rank
BRXAX Martin Ratio Rank: 9191
Martin Ratio Rank

FHLFX
FHLFX Risk / Return Rank: 7171
Overall Rank
FHLFX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FHLFX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FHLFX Omega Ratio Rank: 6868
Omega Ratio Rank
FHLFX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FHLFX Martin Ratio Rank: 7070
Martin Ratio Rank
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.

BRXAX vs. FHLFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research International Equity Fund Class A (BRXAX) and Fidelity Series International Index Fund (FHLFX). 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.


BRXAXFHLFXDifference

Sharpe ratio

Return per unit of total volatility

2.26

1.39

+0.88

Sortino ratio

Return per unit of downside risk

2.86

1.90

+0.95

Omega ratio

Gain probability vs. loss probability

1.44

1.28

+0.17

Calmar ratio

Return relative to maximum drawdown

2.87

1.95

+0.93

Martin ratio

Return relative to average drawdown

11.21

7.44

+3.77

BRXAX vs. FHLFX - Sharpe Ratio Comparison

The current BRXAX Sharpe Ratio is 2.26, which is higher than the FHLFX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of BRXAX and FHLFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BRXAXFHLFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

1.39

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.53

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.47

+0.09

Correlation

The correlation between BRXAX and FHLFX is 0.94, 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

BRXAX vs. FHLFX - Dividend Comparison

BRXAX's dividend yield for the trailing twelve months is around 3.94%, more than FHLFX's 3.43% yield.


TTM20252024202320222021202020192018201720162015
BRXAX
MFS Blended Research International Equity Fund Class A
3.94%4.02%4.63%2.53%2.52%5.21%2.13%2.66%6.55%1.13%0.40%1.18%
FHLFX
Fidelity Series International Index Fund
3.43%3.46%2.98%2.86%2.60%2.47%1.92%1.95%0.62%0.00%0.00%0.00%

Drawdowns

BRXAX vs. FHLFX - Drawdown Comparison

The maximum BRXAX drawdown since its inception was -36.59%, which is greater than FHLFX's maximum drawdown of -33.58%. Use the drawdown chart below to compare losses from any high point for BRXAX and FHLFX.


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Drawdown Indicators


BRXAXFHLFXDifference

Max Drawdown

Largest peak-to-trough decline

-36.59%

-33.58%

-3.01%

Max Drawdown (1Y)

Largest decline over 1 year

-11.23%

-11.37%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

-29.36%

+2.73%

Max Drawdown (10Y)

Largest decline over 10 years

-36.59%

Current Drawdown

Current decline from peak

-8.73%

-8.18%

-0.55%

Average Drawdown

Average peak-to-trough decline

-7.07%

-6.18%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.97%

-0.09%

Volatility

BRXAX vs. FHLFX - Volatility Comparison

The current volatility for MFS Blended Research International Equity Fund Class A (BRXAX) is 7.07%, while Fidelity Series International Index Fund (FHLFX) has a volatility of 7.63%. This indicates that BRXAX experiences smaller price fluctuations and is considered to be less risky than FHLFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRXAXFHLFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.07%

7.63%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

10.39%

11.01%

-0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

14.92%

17.06%

-2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.46%

15.82%

-1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.74%

17.63%

-1.89%