BRXIX vs. VTIAX

Last updated Jun 4, 2026

BRXIX (MFS Blended Research International Equity Fund) and VTIAX (Vanguard Total International Stock Index Fund Admiral Shares) are both mutual funds - BRXIX is a Foreign Large Cap Equities fund managed by MFS, while VTIAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, BRXIX returned 11.60%/yr vs 9.85%/yr for VTIAX. With a 0.97 correlation, they move nearly in lockstep. BRXIX charges 0.64%/yr vs 0.11%/yr for VTIAX.

Performance

BRXIX vs. VTIAX - Performance Comparison

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

Returns By Period

In the year-to-date period, BRXIX achieves a 17.54% return, which is significantly higher than VTIAX's 15.40% return. Over the past 10 years, BRXIX has outperformed VTIAX with an annualized return of 11.60%, while VTIAX has yielded a comparatively lower 9.85% annualized return.

BRXIX

• 1D: 1.04%
• 1M: 8.06%
• YTD: 17.54%
• 6M: 20.49%
• 1Y: 40.30%
• 3Y*: 25.10%
• 5Y*: 12.79%
• 10Y*: 11.60%

VTIAX

• 1D: 0.60%
• 1M: 5.53%
• YTD: 15.40%
• 6M: 18.19%
• 1Y: 33.34%
• 3Y*: 19.78%
• 5Y*: 8.81%
• 10Y*: 9.85%

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

BRXIX vs. VTIAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BRXIX MFS Blended Research International Equity Fund	17.54%	39.87%	11.82%	14.42%	-13.36%	13.38%	9.09%	22.13%	-15.56%	25.21%
VTIAX Vanguard Total International Stock Index Fund Admiral Shares	15.40%	32.18%	5.34%	15.28%	-16.02%	8.59%	11.27%	21.52%	-14.46%	27.54%

Correlation

The correlation between BRXIX and VTIAX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (10Y) Calculated over the trailing 10-year period	0.96
Correlation (All Time) Calculated using the full available price history since Sep 18, 2015	0.97

The correlation between BRXIX and VTIAX has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

Return for Risk

BRXIX vs. VTIAX — Risk / Return Rank

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

BRXIX

BRXIX Risk / Return Rank: 82
BRXIX Sharpe Ratio Rank: 89
BRXIX Sortino Ratio Rank: 84
BRXIX Omega Ratio Rank: 83
BRXIX Calmar Ratio Rank: 79
BRXIX Martin Ratio Rank: 74

VTIAX

VTIAX Risk / Return Rank: 58
VTIAX Sharpe Ratio Rank: 62
VTIAX Sortino Ratio Rank: 56
VTIAX Omega Ratio Rank: 59
VTIAX Calmar Ratio Rank: 57
VTIAX Martin Ratio Rank: 57

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. VTIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research International Equity Fund (BRXIX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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	VTIAX	Difference
Sharpe ratio Return per unit of total volatility	2.94	2.31	+0.63
Sortino ratio Return per unit of downside risk	3.98	3.14	+0.83
Omega ratio Gain probability vs. loss probability	1.55	1.43	+0.12
Calmar ratio Return relative to maximum drawdown	3.58	2.91	+0.67
Martin ratio Return relative to average drawdown	14.08	11.49	+2.58
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. VTIAX - Sharpe Ratio Comparison

The current BRXIX Sharpe Ratio is 2.94, which is comparable to the VTIAX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of BRXIX and VTIAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BRXIX	VTIAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.94	2.31	+0.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.88	0.59	+0.29
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	0.62	+0.12
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.44	+0.21

Drawdowns

BRXIX vs. VTIAX - Drawdown Comparison

The maximum BRXIX drawdown since its inception was -36.21%, roughly equal to the maximum VTIAX drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for BRXIX and VTIAX.

Drawdown Indicators

	BRXIX	VTIAX	Difference
Max Drawdown Largest peak-to-trough decline	-36.21%	-35.83%	-0.38%
Max Drawdown (1Y) Largest decline over 1 year	-11.21%	-11.28%	+0.07%
Max Drawdown (3Y) Largest decline over 3 years	-12.72%	-13.13%	+0.41%
Max Drawdown (5Y) Largest decline over 5 years	-26.48%	-29.56%	+3.08%
Max Drawdown (10Y) Largest decline over 10 years	-36.21%	-35.83%	-0.38%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-6.90%	-8.08%	+1.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.84%	2.85%	-0.01%

Volatility

BRXIX vs. VTIAX - Volatility Comparison

MFS Blended Research International Equity Fund (BRXIX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) have volatilities of 5.01% and 4.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRXIX	VTIAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.01%	4.80%	+0.21%
Volatility (6M) Calculated over the trailing 6-month period	11.54%	11.90%	-0.36%
Volatility (1Y) Calculated over the trailing 1-year period	13.68%	14.22%	-0.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.67%	15.04%	-0.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.81%	15.93%	-0.12%

BRXIX vs. VTIAX - Expense Ratio Comparison

BRXIX has a 0.64% expense ratio, which is higher than VTIAX's 0.11% expense ratio.

Dividends

BRXIX vs. VTIAX - Dividend Comparison

BRXIX's dividend yield for the trailing twelve months is around 3.58%, more than VTIAX's 2.60% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRXIX MFS Blended Research International Equity Fund	3.58%	4.21%	4.81%	2.81%	2.68%	7.23%	2.32%	2.91%	6.83%	1.13%	0.53%	0.54%
VTIAX Vanguard Total International Stock Index Fund Admiral Shares	2.60%	3.15%	3.33%	3.22%	3.04%	3.05%	2.10%	3.04%	3.16%	2.73%	2.93%	2.84%

Frequently Asked Questions

Can I hold both BRXIX and VTIAX in my portfolio?

With a correlation of 0.95, BRXIX and VTIAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, BRXIX or VTIAX?

BRXIX has higher volatility (5.01%) compared to VTIAX (4.80%). In terms of maximum drawdown, BRXIX dropped -36.21% vs VTIAX's -35.83%.

Which has better risk-adjusted returns?

BRXIX currently has the higher Sharpe Ratio (2.94 vs 2.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.