BRXAX vs. TRIGX
BRXAX (MFS Blended Research International Equity Fund Class A) and TRIGX (T.Rowe Price International Value Equity Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, BRXAX returned 11.22%/yr vs 10.21%/yr for TRIGX. Their correlation of 0.92 means they have usually moved in the same direction. BRXAX charges 0.77%/yr vs 0.89%/yr for TRIGX.
Performance
BRXAX vs. TRIGX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with BRXAX having a 16.35% return and TRIGX slightly lower at 15.77%. Over the past 10 years, BRXAX has outperformed TRIGX with an annualized return of 11.22%, while TRIGX has yielded a comparatively lower 10.21% annualized return.
BRXAX
- 1D
- 0.05%
- 1M
- 1.24%
- 6M
- 8.73%
- YTD
- 16.35%
- 1Y
- 34.51%
- 3Y*
- 22.90%
- 5Y*
- 12.81%
- 10Y*
- 11.22%
- ALL TIME*
- 9.87%
TRIGX
- 1D
- -0.61%
- 1M
- 3.03%
- 6M
- 7.54%
- YTD
- 15.77%
- 1Y
- 33.01%
- 3Y*
- 23.00%
- 5Y*
- 14.86%
- 10Y*
- 10.21%
- ALL TIME*
- 6.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BRXAX vs. TRIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRXAX MFS Blended Research International Equity Fund Class A | 16.35% | 39.54% | 11.62% | 14.03% | -13.57% | 13.21% | 8.90% | 21.79% | -15.77% | 24.93% |
TRIGX T.Rowe Price International Value Equity Fund | 15.77% | 43.90% | 7.85% | 19.18% | -8.45% | 12.77% | 1.63% | 20.89% | -18.22% | 18.34% |
Correlation
The correlation between BRXAX and TRIGX is 0.89, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2015 | 0.92 |
The correlation between BRXAX and TRIGX has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
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Return for Risk
BRXAX vs. TRIGX — Risk / Return Rank
BRXAX
TRIGX
BRXAX vs. TRIGX - 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 T.Rowe Price International Value Equity Fund (TRIGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BRXAX | TRIGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.39 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 2.69 | +0.31 |
| Martin ratioReturn relative to average drawdown | 11.16 | 9.60 | +1.56 |
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Drawdowns
BRXAX vs. TRIGX - Drawdown Comparison
The maximum BRXAX drawdown since its inception was -36.59%, smaller than the maximum TRIGX drawdown of -62.28%. Use the drawdown chart below to compare losses from any high point for BRXAX and TRIGX.
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Drawdown Indicators
| BRXAX | TRIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.59% | -62.28% | +25.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -12.16% | +0.93% |
Max Drawdown (3Y)Largest decline over 3 years | -12.71% | -14.25% | +1.54% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -27.37% | +0.74% |
Max Drawdown (10Y)Largest decline over 10 years | -36.59% | -41.94% | +5.35% |
Current DrawdownCurrent decline from peak | -1.73% | -0.61% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -6.92% | -12.59% | +5.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 3.40% | -0.38% |
Volatility
BRXAX vs. TRIGX - Volatility Comparison
MFS Blended Research International Equity Fund Class A (BRXAX) has a higher volatility of 5.41% compared to T.Rowe Price International Value Equity Fund (TRIGX) at 4.59%. This indicates that BRXAX's price experiences larger fluctuations and is considered to be riskier than TRIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRXAX | TRIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 4.59% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 13.79% | 13.47% | +0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.61% | 15.53% | +0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.02% | 15.96% | -0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.63% | 16.75% | -1.12% |
BRXAX vs. TRIGX - Expense Ratio Comparison
BRXAX has a 0.77% expense ratio, which is lower than TRIGX's 0.89% expense ratio.
Dividends
BRXAX vs. TRIGX - Dividend Comparison
BRXAX's dividend yield for the trailing twelve months is around 3.45%, more than TRIGX's 2.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRXAX MFS Blended Research International Equity Fund Class A | 3.45% | 4.02% | 4.63% | 2.53% | 2.52% | 5.21% | 2.13% | 2.66% | 6.55% | 1.13% | 0.40% | 1.18% |
TRIGX T.Rowe Price International Value Equity Fund | 2.40% | 2.78% | 2.58% | 2.66% | 2.98% | 2.49% | 1.34% | 2.82% | 2.49% | 0.26% | 2.65% | 2.07% |
Frequently Asked Questions
BRXAX and TRIGX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRXAX has higher volatility (5.41%) compared to TRIGX (4.59%). In terms of maximum drawdown, BRXAX dropped -36.59% vs TRIGX's -62.28%.
BRXAX currently has the higher Sharpe Ratio (2.17 vs 2.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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