BRXAX vs. SFNNX
Compare and contrast key facts about MFS Blended Research International Equity Fund Class A (BRXAX) and Schwab Fundamental International Large Company Index Fund (SFNNX).
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. SFNNX is managed by Charles Schwab. It was launched on Apr 1, 2007.
Performance
BRXAX vs. SFNNX - Performance Comparison
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BRXAX vs. SFNNX - 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% |
SFNNX Schwab Fundamental International Large Company Index Fund | 7.49% | 41.06% | 2.27% | 19.88% | -7.95% | 14.38% | 4.35% | 18.09% | -13.96% | 23.95% |
Returns By Period
In the year-to-date period, BRXAX achieves a 1.88% return, which is significantly lower than SFNNX's 7.49% return. Over the past 10 years, BRXAX has underperformed SFNNX with an annualized return of 10.02%, while SFNNX has yielded a comparatively higher 10.98% 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%
SFNNX
- 1D
- 2.54%
- 1M
- -6.45%
- YTD
- 7.49%
- 6M
- 15.84%
- 1Y
- 39.13%
- 3Y*
- 20.02%
- 5Y*
- 12.23%
- 10Y*
- 10.98%
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BRXAX vs. SFNNX - Expense Ratio Comparison
BRXAX has a 0.77% expense ratio, which is higher than SFNNX's 0.25% expense ratio.
Return for Risk
BRXAX vs. SFNNX — Risk / Return Rank
BRXAX
SFNNX
BRXAX vs. SFNNX - 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 Schwab Fundamental International Large Company Index Fund (SFNNX). 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 | SFNNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.26 | 2.40 | -0.14 |
Sortino ratioReturn per unit of downside risk | 2.86 | 3.03 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.47 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.87 | 3.47 | -0.60 |
Martin ratioReturn relative to average drawdown | 11.21 | 13.20 | -1.99 |
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 | SFNNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.26 | 2.40 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.80 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.64 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.25 | +0.31 |
Correlation
The correlation between BRXAX and SFNNX is 0.92, 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. SFNNX - Dividend Comparison
BRXAX's dividend yield for the trailing twelve months is around 3.94%, less than SFNNX's 4.76% 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% |
SFNNX Schwab Fundamental International Large Company Index Fund | 4.76% | 5.11% | 3.61% | 3.26% | 2.92% | 3.81% | 2.42% | 3.69% | 3.51% | 2.70% | 3.21% | 2.92% |
Drawdowns
BRXAX vs. SFNNX - Drawdown Comparison
The maximum BRXAX drawdown since its inception was -36.59%, smaller than the maximum SFNNX drawdown of -59.60%. Use the drawdown chart below to compare losses from any high point for BRXAX and SFNNX.
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Drawdown Indicators
| BRXAX | SFNNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.59% | -59.60% | +23.01% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -10.96% | -0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -25.66% | -0.97% |
Max Drawdown (10Y)Largest decline over 10 years | -36.59% | -40.23% | +3.64% |
Current DrawdownCurrent decline from peak | -8.73% | -7.73% | -1.00% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -12.06% | +4.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.88% | 0.00% |
Volatility
BRXAX vs. SFNNX - Volatility Comparison
The current volatility for MFS Blended Research International Equity Fund Class A (BRXAX) is 7.07%, while Schwab Fundamental International Large Company Index Fund (SFNNX) has a volatility of 7.48%. This indicates that BRXAX experiences smaller price fluctuations and is considered to be less risky than SFNNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRXAX | SFNNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.07% | 7.48% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 10.39% | 10.99% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.92% | 16.49% | -1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 15.46% | -1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.74% | 17.28% | -1.54% |