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BRXIX vs. FMIJX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BRXIX and FMIJX is 0.77, 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.


Performance

BRXIX vs. FMIJX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

BRXIX:

1.17

FMIJX:

0.10

Sortino Ratio

BRXIX:

1.49

FMIJX:

0.18

Omega Ratio

BRXIX:

1.21

FMIJX:

1.02

Calmar Ratio

BRXIX:

1.26

FMIJX:

0.05

Martin Ratio

BRXIX:

4.24

FMIJX:

0.20

Ulcer Index

BRXIX:

3.78%

FMIJX:

3.87%

Daily Std Dev

BRXIX:

15.07%

FMIJX:

15.89%

Max Drawdown

BRXIX:

-38.55%

FMIJX:

-37.45%

Current Drawdown

BRXIX:

0.00%

FMIJX:

-1.98%

Returns By Period

In the year-to-date period, BRXIX achieves a 16.33% return, which is significantly higher than FMIJX's 2.43% return.


BRXIX

YTD

16.33%

1M

7.13%

6M

13.81%

1Y

16.55%

3Y*

12.32%

5Y*

13.17%

10Y*

N/A

FMIJX

YTD

2.43%

1M

5.36%

6M

0.51%

1Y

1.53%

3Y*

6.81%

5Y*

10.17%

10Y*

4.55%

*Annualized

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FMI International Fund

BRXIX vs. FMIJX - Expense Ratio Comparison

BRXIX has a 0.64% expense ratio, which is lower than FMIJX's 0.94% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BRXIX vs. FMIJX — Risk-Adjusted Performance Rank

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

BRXIX
The Risk-Adjusted Performance Rank of BRXIX is 8484
Overall Rank
The Sharpe Ratio Rank of BRXIX is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of BRXIX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of BRXIX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BRXIX is 8787
Calmar Ratio Rank
The Martin Ratio Rank of BRXIX is 8383
Martin Ratio Rank

FMIJX
The Risk-Adjusted Performance Rank of FMIJX is 2222
Overall Rank
The Sharpe Ratio Rank of FMIJX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of FMIJX is 2222
Sortino Ratio Rank
The Omega Ratio Rank of FMIJX is 2121
Omega Ratio Rank
The Calmar Ratio Rank of FMIJX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of FMIJX is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BRXIX vs. FMIJX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research International Equity Fund (BRXIX) and FMI International Fund (FMIJX). 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.


The current BRXIX Sharpe Ratio is 1.17, which is higher than the FMIJX Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of BRXIX and FMIJX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BRXIX vs. FMIJX - Dividend Comparison

BRXIX's dividend yield for the trailing twelve months is around 4.14%, while FMIJX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
BRXIX
MFS Blended Research International Equity Fund
4.14%4.81%2.81%2.68%7.23%2.32%2.91%6.83%2.64%0.53%1.25%0.00%
FMIJX
FMI International Fund
0.00%0.00%0.00%15.23%3.46%0.00%3.55%7.43%1.62%3.76%1.84%3.47%

Drawdowns

BRXIX vs. FMIJX - Drawdown Comparison

The maximum BRXIX drawdown since its inception was -38.55%, roughly equal to the maximum FMIJX drawdown of -37.45%. Use the drawdown chart below to compare losses from any high point for BRXIX and FMIJX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BRXIX vs. FMIJX - Volatility Comparison

The current volatility for MFS Blended Research International Equity Fund (BRXIX) is 1.68%, while FMI International Fund (FMIJX) has a volatility of 3.35%. This indicates that BRXIX experiences smaller price fluctuations and is considered to be less risky than FMIJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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