BRXAX vs. VTMGX
Compare and contrast key facts about MFS Blended Research International Equity Fund Class A (BRXAX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX).
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. VTMGX is managed by Vanguard. It was launched on Aug 17, 1999.
Performance
BRXAX vs. VTMGX - Performance Comparison
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BRXAX vs. VTMGX - 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% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.46% | 35.17% | 3.03% | 17.65% | -15.33% | 11.39% | 10.25% | 22.04% | -14.48% | 26.39% |
Returns By Period
In the year-to-date period, BRXAX achieves a 1.88% return, which is significantly lower than VTMGX's 2.46% return. Over the past 10 years, BRXAX has outperformed VTMGX with an annualized return of 10.02%, while VTMGX has yielded a comparatively lower 9.31% 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%
VTMGX
- 1D
- 2.96%
- 1M
- -7.62%
- YTD
- 2.46%
- 6M
- 7.79%
- 1Y
- 29.28%
- 3Y*
- 15.95%
- 5Y*
- 8.51%
- 10Y*
- 9.31%
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BRXAX vs. VTMGX - Expense Ratio Comparison
BRXAX has a 0.77% expense ratio, which is higher than VTMGX's 0.07% expense ratio.
Return for Risk
BRXAX vs. VTMGX — Risk / Return Rank
BRXAX
VTMGX
BRXAX vs. VTMGX - 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 Developed Markets Index Fund Admiral Shares (VTMGX). 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 | VTMGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.26 | 1.79 | +0.48 |
Sortino ratioReturn per unit of downside risk | 2.86 | 2.35 | +0.51 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.35 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.87 | 2.44 | +0.44 |
Martin ratioReturn relative to average drawdown | 11.21 | 9.56 | +1.65 |
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 | VTMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.26 | 1.79 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.55 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.57 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.29 | +0.27 |
Correlation
The correlation between BRXAX and VTMGX is 0.95, 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. VTMGX - Dividend Comparison
BRXAX's dividend yield for the trailing twelve months is around 3.94%, more than VTMGX's 2.92% 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% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.92% | 3.20% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% |
Drawdowns
BRXAX vs. VTMGX - Drawdown Comparison
The maximum BRXAX drawdown since its inception was -36.59%, smaller than the maximum VTMGX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for BRXAX and VTMGX.
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Drawdown Indicators
| BRXAX | VTMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.59% | -60.58% | +23.99% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -11.67% | +0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -29.71% | +3.08% |
Max Drawdown (10Y)Largest decline over 10 years | -36.59% | -35.68% | -0.91% |
Current DrawdownCurrent decline from peak | -8.73% | -9.01% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -14.74% | +7.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.97% | -0.09% |
Volatility
BRXAX vs. VTMGX - Volatility Comparison
The current volatility for MFS Blended Research International Equity Fund Class A (BRXAX) is 7.07%, while Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a volatility of 7.83%. This indicates that BRXAX experiences smaller price fluctuations and is considered to be less risky than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRXAX | VTMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.07% | 7.83% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 10.39% | 11.28% | -0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.92% | 16.68% | -1.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 15.65% | -1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.74% | 16.45% | -0.71% |