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BRXAX vs. MFEKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRXAX vs. MFEKX - 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 MFS Growth R6 (MFEKX). The values are adjusted to include any dividend payments, if applicable.

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BRXAX vs. MFEKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MFEKX
MFS Growth R6
-13.60%12.44%49.62%36.27%-31.07%23.71%31.77%37.82%2.40%30.97%

Returns By Period

In the year-to-date period, BRXAX achieves a -0.91% return, which is significantly higher than MFEKX's -13.60% return. Over the past 10 years, BRXAX has underperformed MFEKX with an annualized return of 9.72%, while MFEKX has yielded a comparatively higher 15.54% 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%

MFEKX

1D
-0.58%
1M
-9.05%
YTD
-13.60%
6M
-14.18%
1Y
6.63%
3Y*
21.39%
5Y*
10.96%
10Y*
15.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRXAX vs. MFEKX - Expense Ratio Comparison

BRXAX has a 0.77% expense ratio, which is higher than MFEKX's 0.51% expense ratio.


Return for Risk

BRXAX vs. MFEKX — Risk / Return Rank

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

BRXAX
BRXAX Risk / Return Rank: 8989
Overall Rank
BRXAX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
BRXAX Sortino Ratio Rank: 8989
Sortino Ratio Rank
BRXAX Omega Ratio Rank: 8989
Omega Ratio Rank
BRXAX Calmar Ratio Rank: 8989
Calmar Ratio Rank
BRXAX Martin Ratio Rank: 8888
Martin Ratio Rank

MFEKX
MFEKX Risk / Return Rank: 1212
Overall Rank
MFEKX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MFEKX Sortino Ratio Rank: 1414
Sortino Ratio Rank
MFEKX Omega Ratio Rank: 1313
Omega Ratio Rank
MFEKX Calmar Ratio Rank: 1010
Calmar Ratio Rank
MFEKX Martin Ratio Rank: 1111
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. MFEKX - 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 Growth R6 (MFEKX). 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.


BRXAXMFEKXDifference

Sharpe ratio

Return per unit of total volatility

1.96

0.31

+1.65

Sortino ratio

Return per unit of downside risk

2.49

0.59

+1.90

Omega ratio

Gain probability vs. loss probability

1.38

1.08

+0.30

Calmar ratio

Return relative to maximum drawdown

2.43

0.22

+2.21

Martin ratio

Return relative to average drawdown

9.64

0.76

+8.88

BRXAX vs. MFEKX - Sharpe Ratio Comparison

The current BRXAX Sharpe Ratio is 1.96, which is higher than the MFEKX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of BRXAX and MFEKX, 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


BRXAXMFEKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

0.31

+1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.50

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.74

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.80

-0.26

Correlation

The correlation between BRXAX and MFEKX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BRXAX vs. MFEKX - Dividend Comparison

BRXAX's dividend yield for the trailing twelve months is around 4.05%, less than MFEKX's 17.15% yield.


TTM20252024202320222021202020192018201720162015
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%
MFEKX
MFS Growth R6
17.15%14.82%25.31%4.82%1.04%2.74%3.55%1.57%3.88%2.49%1.70%3.64%

Drawdowns

BRXAX vs. MFEKX - Drawdown Comparison

The maximum BRXAX drawdown since its inception was -36.59%, roughly equal to the maximum MFEKX drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for BRXAX and MFEKX.


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Drawdown Indicators


BRXAXMFEKXDifference

Max Drawdown

Largest peak-to-trough decline

-36.59%

-36.06%

-0.53%

Max Drawdown (1Y)

Largest decline over 1 year

-11.23%

-17.27%

+6.04%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

-36.06%

+9.43%

Max Drawdown (10Y)

Largest decline over 10 years

-36.59%

-36.06%

-0.53%

Current Drawdown

Current decline from peak

-11.23%

-17.27%

+6.04%

Average Drawdown

Average peak-to-trough decline

-7.07%

-5.66%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

5.05%

-2.22%

Volatility

BRXAX vs. MFEKX - Volatility Comparison

MFS Blended Research International Equity Fund Class A (BRXAX) has a higher volatility of 6.34% compared to MFS Growth R6 (MFEKX) at 5.57%. This indicates that BRXAX's price experiences larger fluctuations and is considered to be riskier than MFEKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRXAXMFEKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.34%

5.57%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

12.05%

-2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

14.70%

21.56%

-6.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.40%

21.86%

-7.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.72%

21.12%

-5.40%