BRXAX vs. MEIIX
Compare and contrast key facts about MFS Blended Research International Equity Fund Class A (BRXAX) and MFS Value Fund Class I (MEIIX).
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. MEIIX is managed by MFS. It was launched on Feb 1, 1996.
Performance
BRXAX vs. MEIIX - Performance Comparison
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BRXAX vs. MEIIX - 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% |
MEIIX MFS Value Fund Class I | -0.56% | 13.26% | 11.86% | 8.21% | -6.02% | 25.43% | 3.99% | 30.04% | -9.90% | 17.20% |
Returns By Period
In the year-to-date period, BRXAX achieves a -0.91% return, which is significantly lower than MEIIX's -0.56% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: BRXAX at 9.72% and MEIIX at 9.72%.
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%
MEIIX
- 1D
- 0.22%
- 1M
- -6.34%
- YTD
- -0.56%
- 6M
- 1.67%
- 1Y
- 8.35%
- 3Y*
- 11.42%
- 5Y*
- 8.14%
- 10Y*
- 9.72%
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BRXAX vs. MEIIX - Expense Ratio Comparison
BRXAX has a 0.77% expense ratio, which is higher than MEIIX's 0.55% expense ratio.
Return for Risk
BRXAX vs. MEIIX — Risk / Return Rank
BRXAX
MEIIX
BRXAX vs. MEIIX - 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 Value Fund Class I (MEIIX). 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 | MEIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 0.65 | +1.31 |
Sortino ratioReturn per unit of downside risk | 2.49 | 0.97 | +1.52 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.14 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 2.43 | 0.77 | +1.66 |
Martin ratioReturn relative to average drawdown | 9.64 | 3.43 | +6.21 |
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 | MEIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 0.65 | +1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.59 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.59 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.56 | -0.01 |
Correlation
The correlation between BRXAX and MEIIX is 0.70, 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. MEIIX - Dividend Comparison
BRXAX's dividend yield for the trailing twelve months is around 4.05%, less than MEIIX's 9.77% 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% |
MEIIX MFS Value Fund Class I | 9.77% | 9.52% | 9.30% | 8.41% | 7.58% | 3.32% | 2.63% | 3.17% | 3.62% | 4.04% | 2.91% | 5.97% |
Drawdowns
BRXAX vs. MEIIX - Drawdown Comparison
The maximum BRXAX drawdown since its inception was -36.59%, smaller than the maximum MEIIX drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for BRXAX and MEIIX.
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Drawdown Indicators
| BRXAX | MEIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.59% | -52.64% | +16.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -11.10% | -0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -17.58% | -9.05% |
Max Drawdown (10Y)Largest decline over 10 years | -36.59% | -36.70% | +0.11% |
Current DrawdownCurrent decline from peak | -11.23% | -6.55% | -4.68% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -6.58% | -0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.51% | +0.32% |
Volatility
BRXAX vs. MEIIX - Volatility Comparison
MFS Blended Research International Equity Fund Class A (BRXAX) has a higher volatility of 6.34% compared to MFS Value Fund Class I (MEIIX) at 3.11%. This indicates that BRXAX's price experiences larger fluctuations and is considered to be riskier than MEIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRXAX | MEIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 3.11% | +3.23% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 7.68% | +2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.70% | 14.78% | -0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 13.90% | +0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.72% | 16.55% | -0.83% |