BRXAX vs. GTMIX
Compare and contrast key facts about MFS Blended Research International Equity Fund Class A (BRXAX) and GMO Tax-Managed International Equities Fund (GTMIX).
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. GTMIX is managed by GMO. It was launched on Jul 28, 1998.
Performance
BRXAX vs. GTMIX - Performance Comparison
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BRXAX vs. GTMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -15.77% | 24.93% |
GTMIX GMO Tax-Managed International Equities Fund | 8.42% | 46.17% | 1.54% | 14.96% | -10.13% | 10.71% | 7.50% | 23.35% | -21.23% | 28.45% |
Returns By Period
In the year-to-date period, BRXAX achieves a 1.88% return, which is significantly lower than GTMIX's 8.42% return. Both investments have delivered pretty close results over the past 10 years, with BRXAX having a 10.02% annualized return and GTMIX not far behind at 9.87%.
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%
GTMIX
- 1D
- 2.48%
- 1M
- -3.58%
- YTD
- 8.42%
- 6M
- 17.91%
- 1Y
- 41.17%
- 3Y*
- 20.26%
- 5Y*
- 11.29%
- 10Y*
- 9.87%
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BRXAX vs. GTMIX - Expense Ratio Comparison
BRXAX has a 0.77% expense ratio, which is higher than GTMIX's 0.68% expense ratio.
Return for Risk
BRXAX vs. GTMIX — Risk / Return Rank
BRXAX
GTMIX
BRXAX vs. GTMIX - 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 GMO Tax-Managed International Equities Fund (GTMIX). 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 | GTMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.26 | 2.67 | -0.40 |
Sortino ratioReturn per unit of downside risk | 2.86 | 3.40 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.52 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.87 | 3.54 | -0.67 |
Martin ratioReturn relative to average drawdown | 11.21 | 16.76 | -5.55 |
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 | GTMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.26 | 2.67 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.76 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.62 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.40 | +0.16 |
Correlation
The correlation between BRXAX and GTMIX is 0.91, 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. GTMIX - Dividend Comparison
BRXAX's dividend yield for the trailing twelve months is around 3.94%, less than GTMIX's 20.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GTMIX GMO Tax-Managed International Equities Fund | 20.69% | 22.43% | 5.94% | 0.36% | 5.44% | 16.55% | 2.25% | 4.13% | 7.25% | 2.96% | 4.05% | 3.26% |
Drawdowns
BRXAX vs. GTMIX - Drawdown Comparison
The maximum BRXAX drawdown since its inception was -36.59%, smaller than the maximum GTMIX drawdown of -58.31%. Use the drawdown chart below to compare losses from any high point for BRXAX and GTMIX.
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Drawdown Indicators
| BRXAX | GTMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.59% | -58.31% | +21.72% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -11.24% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -28.81% | +2.18% |
Max Drawdown (10Y)Largest decline over 10 years | -36.59% | -40.32% | +3.73% |
Current DrawdownCurrent decline from peak | -8.73% | -4.51% | -4.22% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -12.75% | +5.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.38% | +0.50% |
Volatility
BRXAX vs. GTMIX - Volatility Comparison
MFS Blended Research International Equity Fund Class A (BRXAX) has a higher volatility of 7.07% compared to GMO Tax-Managed International Equities Fund (GTMIX) at 5.97%. This indicates that BRXAX's price experiences larger fluctuations and is considered to be riskier than GTMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRXAX | GTMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.07% | 5.97% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.39% | 9.56% | +0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.92% | 15.56% | -0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 14.91% | -0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.74% | 16.06% | -0.32% |