BRXAX vs. SIMYX
Compare and contrast key facts about MFS Blended Research International Equity Fund Class A (BRXAX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX).
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. SIMYX is managed by BlackRock. It was launched on Oct 16, 2016.
Performance
BRXAX vs. SIMYX - Performance Comparison
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BRXAX vs. SIMYX - 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% | 23.92% |
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 3.35% | 30.07% | 6.26% | 13.11% | -11.38% | 7.83% | -1.33% | 15.77% | -12.11% | 21.58% |
Returns By Period
In the year-to-date period, BRXAX achieves a -0.91% return, which is significantly lower than SIMYX's 3.35% 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%
SIMYX
- 1D
- 0.58%
- 1M
- -7.35%
- YTD
- 3.35%
- 6M
- 7.54%
- 1Y
- 22.67%
- 3Y*
- 15.31%
- 5Y*
- 8.60%
- 10Y*
- —
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BRXAX vs. SIMYX - Expense Ratio Comparison
BRXAX has a 0.77% expense ratio, which is lower than SIMYX's 0.86% expense ratio.
Return for Risk
BRXAX vs. SIMYX — Risk / Return Rank
BRXAX
SIMYX
BRXAX vs. SIMYX - 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 SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). 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 | SIMYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 1.75 | +0.21 |
Sortino ratioReturn per unit of downside risk | 2.49 | 2.30 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.35 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.43 | 2.52 | -0.09 |
Martin ratioReturn relative to average drawdown | 9.64 | 9.65 | -0.02 |
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 | SIMYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 1.75 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.76 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.58 | -0.04 |
Correlation
The correlation between BRXAX and SIMYX is 0.80, 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. SIMYX - Dividend Comparison
BRXAX's dividend yield for the trailing twelve months is around 4.05%, more than SIMYX's 3.03% 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% |
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 3.03% | 3.13% | 5.26% | 3.62% | 3.13% | 3.41% | 1.96% | 3.09% | 3.01% | 2.74% | 0.00% | 0.00% |
Drawdowns
BRXAX vs. SIMYX - Drawdown Comparison
The maximum BRXAX drawdown since its inception was -36.59%, which is greater than SIMYX's maximum drawdown of -32.14%. Use the drawdown chart below to compare losses from any high point for BRXAX and SIMYX.
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Drawdown Indicators
| BRXAX | SIMYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.59% | -32.14% | -4.45% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -8.55% | -2.68% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -25.06% | -1.57% |
Max Drawdown (10Y)Largest decline over 10 years | -36.59% | — | — |
Current DrawdownCurrent decline from peak | -11.23% | -7.35% | -3.88% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -6.14% | -0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.23% | +0.60% |
Volatility
BRXAX vs. SIMYX - Volatility Comparison
MFS Blended Research International Equity Fund Class A (BRXAX) has a higher volatility of 6.34% compared to SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) at 4.79%. This indicates that BRXAX's price experiences larger fluctuations and is considered to be riskier than SIMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRXAX | SIMYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 4.79% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 7.26% | +2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.70% | 12.54% | +2.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 11.31% | +3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.72% | 12.24% | +3.48% |