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BRXIX vs. MFEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRXIX vs. MFEIX - Performance Comparison

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

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BRXIX vs. MFEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MFEIX
MFS Growth I
-13.62%12.34%49.67%36.15%-31.14%23.59%31.65%37.69%2.30%30.86%

Returns By Period

In the year-to-date period, BRXIX achieves a -0.81% return, which is significantly higher than MFEIX's -13.62% return. Over the past 10 years, BRXIX has underperformed MFEIX with an annualized return of 9.97%, while MFEIX has yielded a comparatively higher 15.44% 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%

MFEIX

1D
-0.59%
1M
-9.06%
YTD
-13.62%
6M
-14.22%
1Y
6.53%
3Y*
21.33%
5Y*
10.89%
10Y*
15.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRXIX vs. MFEIX - Expense Ratio Comparison

BRXIX has a 0.64% expense ratio, which is higher than MFEIX's 0.60% expense ratio.


Return for Risk

BRXIX vs. MFEIX — Risk / Return Rank

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

BRXIX
BRXIX Risk / Return Rank: 9090
Overall Rank
BRXIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
BRXIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
BRXIX Omega Ratio Rank: 8989
Omega Ratio Rank
BRXIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
BRXIX Martin Ratio Rank: 8989
Martin Ratio Rank

MFEIX
MFEIX Risk / Return Rank: 1212
Overall Rank
MFEIX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MFEIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
MFEIX Omega Ratio Rank: 1313
Omega Ratio Rank
MFEIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
MFEIX Martin Ratio Rank: 1111
Martin Ratio Rank
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. MFEIX - Risk-Adjusted Trends Comparison

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


BRXIXMFEIXDifference

Sharpe ratio

Return per unit of total volatility

2.00

0.30

+1.69

Sortino ratio

Return per unit of downside risk

2.53

0.59

+1.94

Omega ratio

Gain probability vs. loss probability

1.39

1.08

+0.31

Calmar ratio

Return relative to maximum drawdown

2.46

0.22

+2.25

Martin ratio

Return relative to average drawdown

9.76

0.74

+9.02

BRXIX vs. MFEIX - Sharpe Ratio Comparison

The current BRXIX Sharpe Ratio is 2.00, which is higher than the MFEIX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of BRXIX and MFEIX, 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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Sharpe Ratios by Period


BRXIXMFEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

0.30

+1.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.50

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.73

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.41

+0.14

Correlation

The correlation between BRXIX and MFEIX is 0.66, 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. MFEIX - Dividend Comparison

BRXIX's dividend yield for the trailing twelve months is around 4.25%, less than MFEIX's 17.36% yield.


TTM20252024202320222021202020192018201720162015
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%
MFEIX
MFS Growth I
17.36%14.99%25.47%4.86%1.05%2.76%3.57%1.57%3.78%2.50%1.61%3.65%

Drawdowns

BRXIX vs. MFEIX - Drawdown Comparison

The maximum BRXIX drawdown since its inception was -36.21%, smaller than the maximum MFEIX drawdown of -72.24%. Use the drawdown chart below to compare losses from any high point for BRXIX and MFEIX.


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Drawdown Indicators


BRXIXMFEIXDifference

Max Drawdown

Largest peak-to-trough decline

-36.21%

-72.24%

+36.03%

Max Drawdown (1Y)

Largest decline over 1 year

-11.21%

-17.30%

+6.09%

Max Drawdown (5Y)

Largest decline over 5 years

-26.48%

-36.11%

+9.63%

Max Drawdown (10Y)

Largest decline over 10 years

-36.21%

-36.11%

-0.10%

Current Drawdown

Current decline from peak

-11.21%

-17.30%

+6.09%

Average Drawdown

Average peak-to-trough decline

-6.98%

-23.85%

+16.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

5.06%

-2.23%

Volatility

BRXIX vs. MFEIX - Volatility Comparison

MFS Blended Research International Equity Fund (BRXIX) has a higher volatility of 6.37% compared to MFS Growth I (MFEIX) at 5.58%. This indicates that BRXIX's price experiences larger fluctuations and is considered to be riskier than MFEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRXIXMFEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.37%

5.58%

+0.79%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

12.05%

-2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

14.64%

21.56%

-6.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.39%

21.87%

-7.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.72%

21.16%

-5.44%