BRXAX vs. SWRLX
Compare and contrast key facts about MFS Blended Research International Equity Fund Class A (BRXAX) and Touchstone International Equity Fund (SWRLX).
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. SWRLX is managed by Touchstone. It was launched on Mar 1, 1993.
Performance
BRXAX vs. SWRLX - Performance Comparison
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BRXAX vs. SWRLX - 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% |
SWRLX Touchstone International Equity Fund | 2.74% | 53.78% | -1.53% | 17.63% | -11.02% | 3.86% | 7.47% | 25.87% | -16.81% | 27.24% |
Returns By Period
In the year-to-date period, BRXAX achieves a -0.91% return, which is significantly lower than SWRLX's 2.74% return. Over the past 10 years, BRXAX has outperformed SWRLX with an annualized return of 9.72%, while SWRLX has yielded a comparatively lower 9.09% 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%
SWRLX
- 1D
- 0.00%
- 1M
- -11.11%
- YTD
- 2.74%
- 6M
- 12.29%
- 1Y
- 38.68%
- 3Y*
- 18.67%
- 5Y*
- 10.18%
- 10Y*
- 9.09%
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BRXAX vs. SWRLX - Expense Ratio Comparison
BRXAX has a 0.77% expense ratio, which is lower than SWRLX's 1.37% expense ratio.
Return for Risk
BRXAX vs. SWRLX — Risk / Return Rank
BRXAX
SWRLX
BRXAX vs. SWRLX - 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 Touchstone International Equity Fund (SWRLX). 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 | SWRLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.96 | 2.38 | -0.42 |
Sortino ratioReturn per unit of downside risk | 2.49 | 2.90 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.47 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.43 | 3.02 | -0.59 |
Martin ratioReturn relative to average drawdown | 9.64 | 11.84 | -2.20 |
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 | SWRLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 2.38 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.59 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.54 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.38 | +0.16 |
Correlation
The correlation between BRXAX and SWRLX is 0.89, 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. SWRLX - Dividend Comparison
BRXAX's dividend yield for the trailing twelve months is around 4.05%, less than SWRLX's 7.43% 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% |
SWRLX Touchstone International Equity Fund | 7.43% | 7.63% | 10.53% | 1.36% | 1.56% | 14.95% | 0.46% | 9.10% | 15.19% | 3.61% | 0.66% | 3.76% |
Drawdowns
BRXAX vs. SWRLX - Drawdown Comparison
The maximum BRXAX drawdown since its inception was -36.59%, smaller than the maximum SWRLX drawdown of -59.44%. Use the drawdown chart below to compare losses from any high point for BRXAX and SWRLX.
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Drawdown Indicators
| BRXAX | SWRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.59% | -59.44% | +22.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -11.73% | +0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -34.19% | +7.56% |
Max Drawdown (10Y)Largest decline over 10 years | -36.59% | -35.95% | -0.64% |
Current DrawdownCurrent decline from peak | -11.23% | -11.49% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -11.68% | +4.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 3.07% | -0.24% |
Volatility
BRXAX vs. SWRLX - Volatility Comparison
The current volatility for MFS Blended Research International Equity Fund Class A (BRXAX) is 6.34%, while Touchstone International Equity Fund (SWRLX) has a volatility of 6.90%. This indicates that BRXAX experiences smaller price fluctuations and is considered to be less risky than SWRLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRXAX | SWRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 6.90% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 10.71% | -0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.70% | 15.93% | -1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 17.21% | -2.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.72% | 16.75% | -1.03% |