BRXAX vs. MDIJX
Compare and contrast key facts about MFS Blended Research International Equity Fund Class A (BRXAX) and MFS International Diversification Fund (MDIJX).
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. MDIJX is managed by MFS. It was launched on Sep 30, 2004.
Performance
BRXAX vs. MDIJX - Performance Comparison
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BRXAX vs. MDIJX - 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% |
MDIJX MFS International Diversification Fund | -0.22% | 27.84% | 6.41% | 14.37% | -17.12% | 7.69% | 15.26% | 26.00% | -11.05% | 30.29% |
Returns By Period
In the year-to-date period, BRXAX achieves a 1.88% return, which is significantly higher than MDIJX's -0.22% return. Over the past 10 years, BRXAX has outperformed MDIJX with an annualized return of 10.02%, while MDIJX has yielded a comparatively lower 9.18% annualized 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%
MDIJX
- 1D
- 2.55%
- 1M
- -7.39%
- YTD
- -0.22%
- 6M
- 2.92%
- 1Y
- 19.95%
- 3Y*
- 13.01%
- 5Y*
- 6.11%
- 10Y*
- 9.18%
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BRXAX vs. MDIJX - Expense Ratio Comparison
BRXAX has a 0.77% expense ratio, which is lower than MDIJX's 0.82% expense ratio.
Return for Risk
BRXAX vs. MDIJX — Risk / Return Rank
BRXAX
MDIJX
BRXAX vs. MDIJX - 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 MFS International Diversification Fund (MDIJX). 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 | MDIJX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.26 | 1.48 | +0.78 |
Sortino ratioReturn per unit of downside risk | 2.86 | 1.96 | +0.90 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.29 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.87 | 1.70 | +1.17 |
Martin ratioReturn relative to average drawdown | 11.21 | 6.69 | +4.52 |
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 | MDIJX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.26 | 1.48 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.44 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.63 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.45 | +0.11 |
Correlation
The correlation between BRXAX and MDIJX is 0.96, 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. MDIJX - Dividend Comparison
BRXAX's dividend yield for the trailing twelve months is around 3.94%, less than MDIJX's 5.18% 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% |
MDIJX MFS International Diversification Fund | 5.18% | 5.17% | 3.50% | 4.14% | 2.64% | 2.70% | 1.64% | 2.50% | 3.14% | 1.63% | 2.18% | 1.69% |
Drawdowns
BRXAX vs. MDIJX - Drawdown Comparison
The maximum BRXAX drawdown since its inception was -36.59%, smaller than the maximum MDIJX drawdown of -56.60%. Use the drawdown chart below to compare losses from any high point for BRXAX and MDIJX.
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Drawdown Indicators
| BRXAX | MDIJX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.59% | -56.60% | +20.01% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -11.40% | +0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -30.19% | +3.56% |
Max Drawdown (10Y)Largest decline over 10 years | -36.59% | -30.19% | -6.40% |
Current DrawdownCurrent decline from peak | -8.73% | -9.03% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -9.14% | +2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.90% | -0.02% |
Volatility
BRXAX vs. MDIJX - Volatility Comparison
MFS Blended Research International Equity Fund Class A (BRXAX) has a higher volatility of 7.07% compared to MFS International Diversification Fund (MDIJX) at 6.30%. This indicates that BRXAX's price experiences larger fluctuations and is considered to be riskier than MDIJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRXAX | MDIJX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.07% | 6.30% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 10.39% | 9.37% | +1.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.92% | 13.99% | +0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 14.09% | +0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.74% | 14.64% | +1.10% |