BRXAX vs. FSKLX
Compare and contrast key facts about MFS Blended Research International Equity Fund Class A (BRXAX) and Fidelity SAI International Low Volatility Index Fund (FSKLX).
BRXAX is a passively managed fund by MFS that tracks the performance of the MSCI All Country World (ex-US) Index (net div). It was launched on Sep 15, 2015. FSKLX is managed by Fidelity. It was launched on May 29, 2015.
Performance
BRXAX vs. FSKLX - Performance Comparison
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BRXAX vs. FSKLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRXAX MFS Blended Research International Equity Fund Class A | -0.91% | 39.54% | 11.62% | 14.03% | -13.57% | 13.21% | 8.90% | 21.79% | -15.77% | 24.93% |
FSKLX Fidelity SAI International Low Volatility Index Fund | 3.34% | 21.95% | 1.20% | 13.84% | -13.48% | 9.91% | -1.57% | 16.12% | -4.88% | 21.40% |
Returns By Period
In the year-to-date period, BRXAX achieves a -0.91% return, which is significantly lower than FSKLX's 3.34% return. Over the past 10 years, BRXAX has outperformed FSKLX with an annualized return of 9.72%, while FSKLX has yielded a comparatively lower 6.05% annualized return.
BRXAX
- 1D
- -0.34%
- 1M
- -11.05%
- YTD
- -0.91%
- 6M
- 6.47%
- 1Y
- 29.84%
- 3Y*
- 18.18%
- 5Y*
- 10.14%
- 10Y*
- 9.72%
FSKLX
- 1D
- 0.68%
- 1M
- -7.31%
- YTD
- 3.34%
- 6M
- 6.64%
- 1Y
- 16.96%
- 3Y*
- 11.27%
- 5Y*
- 6.37%
- 10Y*
- 6.05%
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BRXAX vs. FSKLX - Expense Ratio Comparison
BRXAX has a 0.77% expense ratio, which is higher than FSKLX's 0.17% expense ratio.
Return for Risk
BRXAX vs. FSKLX — Risk / Return Rank
BRXAX
FSKLX
BRXAX vs. FSKLX - 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 SAI International Low Volatility Index Fund (FSKLX). 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.
| BRXAX | FSKLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 1.33 | +0.63 |
Sortino ratioReturn per unit of downside risk | 2.49 | 1.83 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.25 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.43 | 1.99 | +0.44 |
Martin ratioReturn relative to average drawdown | 9.64 | 7.06 | +2.57 |
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
| BRXAX | FSKLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 1.33 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.56 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.51 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.46 | +0.08 |
Correlation
The correlation between BRXAX and FSKLX is 0.82, 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. FSKLX - Dividend Comparison
BRXAX's dividend yield for the trailing twelve months is around 4.05%, more than FSKLX's 2.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRXAX MFS Blended Research International Equity Fund Class A | 4.05% | 4.02% | 4.63% | 2.53% | 2.52% | 5.21% | 2.13% | 2.66% | 6.55% | 1.13% | 0.40% | 1.18% |
FSKLX Fidelity SAI International Low Volatility Index Fund | 2.51% | 2.59% | 2.09% | 2.31% | 2.01% | 2.42% | 1.32% | 6.06% | 2.64% | 1.69% | 2.85% | 1.10% |
Drawdowns
BRXAX vs. FSKLX - Drawdown Comparison
The maximum BRXAX drawdown since its inception was -36.59%, which is greater than FSKLX's maximum drawdown of -27.26%. Use the drawdown chart below to compare losses from any high point for BRXAX and FSKLX.
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Drawdown Indicators
| BRXAX | FSKLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.59% | -27.26% | -9.33% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -8.64% | -2.59% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -24.99% | -1.64% |
Max Drawdown (10Y)Largest decline over 10 years | -36.59% | -27.26% | -9.33% |
Current DrawdownCurrent decline from peak | -11.23% | -7.31% | -3.92% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -5.14% | -1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.43% | +0.40% |
Volatility
BRXAX vs. FSKLX - Volatility Comparison
MFS Blended Research International Equity Fund Class A (BRXAX) has a higher volatility of 6.34% compared to Fidelity SAI International Low Volatility Index Fund (FSKLX) at 4.41%. This indicates that BRXAX's price experiences larger fluctuations and is considered to be riskier than FSKLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRXAX | FSKLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 4.41% | +1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 7.41% | +2.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.70% | 12.28% | +2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 11.44% | +2.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.72% | 11.89% | +3.83% |