BRXAX vs. VIHAX
BRXAX (MFS Blended Research International Equity Fund Class A) and VIHAX (Vanguard International High Dividend Yield Index Fund Admiral Shares) are both mutual funds - BRXAX is a Foreign Large Cap Equities fund tracking the MSCI All Country World (ex-US) Index (net div), while VIHAX is a Large Cap Value Equities fund tracking the FTSE All-World ex US High Dividend Yield Index. Both are passively managed. Over the past 10 years, BRXAX returned 11.22%/yr vs 11.24%/yr for VIHAX. Their correlation of 0.93 means they have usually moved in the same direction. BRXAX charges 0.77%/yr vs 0.16%/yr for VIHAX.
Performance
BRXAX vs. VIHAX - Performance Comparison
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Returns By Period
In the year-to-date period, BRXAX achieves a 16.35% return, which is significantly lower than VIHAX's 17.32% return. Both investments have delivered pretty close results over the past 10 years, with BRXAX having a 11.22% annualized return and VIHAX not far ahead at 11.24%.
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%
VIHAX
- 1D
- -0.62%
- 1M
- 4.34%
- 6M
- 10.32%
- YTD
- 17.32%
- 1Y
- 34.48%
- 3Y*
- 21.86%
- 5Y*
- 14.01%
- 10Y*
- 11.24%
- ALL TIME*
- 11.22%
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. VIHAX - 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% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 17.32% | 38.01% | 6.96% | 16.81% | -6.88% | 15.01% | -0.73% | 20.03% | -12.38% | 22.40% |
Correlation
The correlation between BRXAX and VIHAX is 0.86, 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. | 0.86 |
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. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2016 | 0.93 |
The correlation between BRXAX and VIHAX has been stable across timeframes, ranging from 0.86 to 0.93 - a consistent structural relationship.
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Return for Risk
BRXAX vs. VIHAX — Risk / Return Rank
BRXAX
VIHAX
BRXAX vs. VIHAX - 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 Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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 | VIHAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.53 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 3.63 | -0.63 |
| Martin ratioReturn relative to average drawdown | 11.16 | 13.90 | -2.75 |
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Drawdowns
BRXAX vs. VIHAX - Drawdown Comparison
The maximum BRXAX drawdown since its inception was -36.59%, smaller than the maximum VIHAX drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for BRXAX and VIHAX.
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Drawdown Indicators
| BRXAX | VIHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.59% | -38.80% | +2.21% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -9.53% | -1.70% |
Max Drawdown (3Y)Largest decline over 3 years | -12.71% | -12.29% | -0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -23.92% | -2.71% |
Max Drawdown (10Y)Largest decline over 10 years | -36.59% | -38.80% | +2.21% |
Current DrawdownCurrent decline from peak | -1.73% | -0.62% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -6.92% | -5.94% | -0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.49% | +0.53% |
Volatility
BRXAX vs. VIHAX - Volatility Comparison
MFS Blended Research International Equity Fund Class A (BRXAX) has a higher volatility of 5.41% compared to Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) at 3.46%. This indicates that BRXAX's price experiences larger fluctuations and is considered to be riskier than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRXAX | VIHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 3.46% | +1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 13.79% | 10.28% | +3.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.61% | 12.13% | +3.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.02% | 13.76% | +1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.63% | 15.55% | +0.08% |
BRXAX vs. VIHAX - Expense Ratio Comparison
BRXAX has a 0.77% expense ratio, which is higher than VIHAX's 0.16% expense ratio.
Dividends
BRXAX vs. VIHAX - Dividend Comparison
BRXAX's dividend yield for the trailing twelve months is around 3.45%, which matches VIHAX's 3.45% 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% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 3.45% | 3.69% | 4.85% | 4.58% | 4.70% | 4.30% | 3.22% | 5.63% | 4.28% | 3.16% | 2.37% | 0.00% |
Frequently Asked Questions
BRXAX and VIHAX have a correlation of 0.86, 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 VIHAX (3.46%). In terms of maximum drawdown, BRXAX dropped -36.59% vs VIHAX's -38.80%.
VIHAX currently has the higher Sharpe Ratio (2.86 vs 2.17), 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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