BRXIX vs. ESGD

Last updated Apr 1, 2026

Compare and contrast key facts about MFS Blended Research International Equity Fund (BRXIX) and iShares ESG Aware MSCI EAFE ETF (ESGD).

BRXIX is managed by MFS. It was launched on Sep 15, 2015. ESGD is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Extended ESG Focus Index. It was launched on Jun 28, 2016.

Performance

BRXIX vs. ESGD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Blended Research International Equity Fund (BRXIX) and iShares ESG Aware MSCI EAFE ETF (ESGD). The values are adjusted to include any dividend payments, if applicable.

BRXIX vs. ESGD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BRXIX MFS Blended Research International Equity Fund	-0.81%	39.87%	11.82%	14.42%	-13.36%	13.38%	9.09%	22.13%	-15.56%	25.21%
ESGD iShares ESG Aware MSCI EAFE ETF	0.56%	29.63%	3.95%	18.53%	-15.17%	11.79%	8.20%	23.12%	-13.33%	25.10%

Returns By Period

In the year-to-date period, BRXIX achieves a -0.81% return, which is significantly lower than ESGD's 0.56% return.

BRXIX

• 1D: -0.29%
• 1M: -10.98%
• YTD: -0.81%
• 6M: 6.64%
• 1Y: 30.18%
• 3Y*: 18.49%
• 5Y*: 10.39%
• 10Y*: 9.97%

ESGD

• 1D: 3.29%
• 1M: -8.25%
• YTD: 0.56%
• 6M: 4.79%
• 1Y: 21.50%
• 3Y*: 13.70%
• 5Y*: 7.69%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BRXIX vs. ESGD - Expense Ratio Comparison

BRXIX has a 0.64% expense ratio, which is higher than ESGD's 0.20% expense ratio.

BRXIX

MFS Blended Research International Equity Fund

ESGD

iShares ESG Aware MSCI EAFE ETF

Return for Risk

BRXIX vs. ESGD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRXIX

BRXIX Risk / Return Rank: 90
BRXIX Sharpe Ratio Rank: 92
BRXIX Sortino Ratio Rank: 90
BRXIX Omega Ratio Rank: 89
BRXIX Calmar Ratio Rank: 90
BRXIX Martin Ratio Rank: 89

ESGD

ESGD Risk / Return Rank: 71
ESGD Sharpe Ratio Rank: 71
ESGD Sortino Ratio Rank: 72
ESGD Omega Ratio Rank: 70
ESGD Calmar Ratio Rank: 71
ESGD Martin Ratio Rank: 70

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BRXIX vs. ESGD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research International Equity Fund (BRXIX) and iShares ESG Aware MSCI EAFE ETF (ESGD). 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.

	BRXIX	ESGD	Difference
Sharpe ratio Return per unit of total volatility	2.00	1.22	+0.78
Sortino ratio Return per unit of downside risk	2.53	1.75	+0.78
Omega ratio Gain probability vs. loss probability	1.39	1.25	+0.14
Calmar ratio Return relative to maximum drawdown	2.46	1.75	+0.71
Martin ratio Return relative to average drawdown	9.76	6.75	+3.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BRXIX vs. ESGD - Sharpe Ratio Comparison

The current BRXIX Sharpe Ratio is 2.00, which is higher than the ESGD Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of BRXIX and ESGD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BRXIX	ESGD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.00	1.22	+0.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	0.47	+0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.53	+0.02

Correlation

The correlation between BRXIX and ESGD is 0.90, 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

BRXIX vs. ESGD - Dividend Comparison

BRXIX's dividend yield for the trailing twelve months is around 4.25%, more than ESGD's 3.58% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRXIX MFS Blended Research International Equity Fund	4.25%	4.21%	4.81%	2.81%	2.68%	7.23%	2.32%	2.91%	6.83%	1.13%	0.53%	0.54%
ESGD iShares ESG Aware MSCI EAFE ETF	3.58%	3.60%	3.23%	3.02%	2.59%	2.75%	1.63%	2.57%	2.69%	2.65%	0.09%	0.00%

Drawdowns

BRXIX vs. ESGD - Drawdown Comparison

The maximum BRXIX drawdown since its inception was -36.21%, which is greater than ESGD's maximum drawdown of -33.70%. Use the drawdown chart below to compare losses from any high point for BRXIX and ESGD.

Drawdown Indicators

	BRXIX	ESGD	Difference
Max Drawdown Largest peak-to-trough decline	-36.21%	-33.70%	-2.51%
Max Drawdown (1Y) Largest decline over 1 year	-11.21%	-11.68%	+0.47%
Max Drawdown (5Y) Largest decline over 5 years	-26.48%	-30.03%	+3.55%
Max Drawdown (10Y) Largest decline over 10 years	-36.21%	—	—
Current Drawdown Current decline from peak	-11.21%	-8.42%	-2.79%
Average Drawdown Average peak-to-trough decline	-6.98%	-6.25%	-0.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.83%	3.03%	-0.20%

Volatility

BRXIX vs. ESGD - Volatility Comparison

The current volatility for MFS Blended Research International Equity Fund (BRXIX) is 6.37%, while iShares ESG Aware MSCI EAFE ETF (ESGD) has a volatility of 7.99%. This indicates that BRXIX experiences smaller price fluctuations and is considered to be less risky than ESGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRXIX	ESGD	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.37%	7.99%	-1.62%
Volatility (6M) Calculated over the trailing 6-month period	10.04%	11.29%	-1.25%
Volatility (1Y) Calculated over the trailing 1-year period	14.64%	17.75%	-3.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.39%	16.45%	-2.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.72%	16.94%	-1.22%