BRXIX vs. FGSIX
Compare and contrast key facts about MFS Blended Research International Equity Fund (BRXIX) and Federated MDT Mid Cap Growth Fund Institutional Shares (FGSIX).
BRXIX is managed by MFS. It was launched on Sep 15, 2015. FGSIX is an actively managed fund by Federated. It was launched on Aug 23, 1984.
Performance
BRXIX vs. FGSIX - Performance Comparison
Loading graphics...
BRXIX vs. FGSIX - 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% |
FGSIX Federated MDT Mid Cap Growth Fund Institutional Shares | -9.48% | 10.87% | 33.37% | 27.44% | -24.39% | 22.77% | 35.86% | 28.34% | -3.00% | 24.70% |
Returns By Period
In the year-to-date period, BRXIX achieves a -0.81% return, which is significantly higher than FGSIX's -9.48% return. Over the past 10 years, BRXIX has underperformed FGSIX with an annualized return of 9.97%, while FGSIX has yielded a comparatively higher 13.82% annualized 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%
FGSIX
- 1D
- -0.80%
- 1M
- -9.33%
- YTD
- -9.48%
- 6M
- -11.71%
- 1Y
- 8.47%
- 3Y*
- 15.84%
- 5Y*
- 9.58%
- 10Y*
- 13.82%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BRXIX vs. FGSIX - Expense Ratio Comparison
BRXIX has a 0.64% expense ratio, which is lower than FGSIX's 0.85% expense ratio.
Return for Risk
BRXIX vs. FGSIX — Risk / Return Rank
BRXIX
FGSIX
BRXIX vs. FGSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research International Equity Fund (BRXIX) and Federated MDT Mid Cap Growth Fund Institutional Shares (FGSIX). 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 | FGSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.00 | 0.29 | +1.71 |
Sortino ratioReturn per unit of downside risk | 2.53 | 0.56 | +1.97 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.08 | +0.31 |
Calmar ratioReturn relative to maximum drawdown | 2.46 | 0.32 | +2.14 |
Martin ratioReturn relative to average drawdown | 9.76 | 0.99 | +8.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BRXIX | FGSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 0.29 | +1.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.43 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.62 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.62 | -0.07 |
Correlation
The correlation between BRXIX and FGSIX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
BRXIX vs. FGSIX - Dividend Comparison
BRXIX's dividend yield for the trailing twelve months is around 4.25%, less than FGSIX's 5.04% 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% |
FGSIX Federated MDT Mid Cap Growth Fund Institutional Shares | 5.04% | 4.56% | 4.02% | 0.00% | 2.17% | 24.31% | 6.77% | 7.83% | 14.02% | 13.59% | 1.11% | 24.86% |
Drawdowns
BRXIX vs. FGSIX - Drawdown Comparison
The maximum BRXIX drawdown since its inception was -36.21%, roughly equal to the maximum FGSIX drawdown of -37.16%. Use the drawdown chart below to compare losses from any high point for BRXIX and FGSIX.
Loading graphics...
Drawdown Indicators
| BRXIX | FGSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.21% | -37.16% | +0.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.21% | -13.36% | +2.15% |
Max Drawdown (5Y)Largest decline over 5 years | -26.48% | -35.67% | +9.19% |
Max Drawdown (10Y)Largest decline over 10 years | -36.21% | -37.16% | +0.95% |
Current DrawdownCurrent decline from peak | -11.21% | -13.36% | +2.15% |
Average DrawdownAverage peak-to-trough decline | -6.98% | -7.08% | +0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 4.34% | -1.51% |
Volatility
BRXIX vs. FGSIX - Volatility Comparison
MFS Blended Research International Equity Fund (BRXIX) has a higher volatility of 6.37% compared to Federated MDT Mid Cap Growth Fund Institutional Shares (FGSIX) at 5.43%. This indicates that BRXIX's price experiences larger fluctuations and is considered to be riskier than FGSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BRXIX | FGSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 5.43% | +0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 13.69% | -3.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.64% | 20.29% | -5.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.39% | 22.39% | -8.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.72% | 22.27% | -6.55% |