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

Correlation

The correlation between BRXIX and VXUS is 0.75, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

BRXIX vs. VXUS - 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 ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%NovemberDecember2025FebruaryMarchApril
74.61%
84.32%
BRXIX
VXUS

Key characteristics

Sharpe Ratio

BRXIX:

1.00

VXUS:

0.64

Sortino Ratio

BRXIX:

1.41

VXUS:

1.01

Omega Ratio

BRXIX:

1.20

VXUS:

1.13

Calmar Ratio

BRXIX:

1.19

VXUS:

0.80

Martin Ratio

BRXIX:

3.99

VXUS:

2.52

Ulcer Index

BRXIX:

3.80%

VXUS:

4.29%

Daily Std Dev

BRXIX:

15.16%

VXUS:

16.97%

Max Drawdown

BRXIX:

-38.55%

VXUS:

-35.97%

Current Drawdown

BRXIX:

-1.12%

VXUS:

-1.41%

Returns By Period

In the year-to-date period, BRXIX achieves a 8.90% return, which is significantly higher than VXUS's 7.84% return.


BRXIX

YTD

8.90%

1M

1.30%

6M

4.03%

1Y

14.43%

5Y*

11.64%

10Y*

N/A

VXUS

YTD

7.84%

1M

1.36%

6M

3.62%

1Y

10.27%

5Y*

10.50%

10Y*

4.95%

*Annualized

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BRXIX vs. VXUS - Expense Ratio Comparison

BRXIX has a 0.64% expense ratio, which is higher than VXUS's 0.07% expense ratio.


Expense ratio chart for BRXIX: current value is 0.64%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BRXIX: 0.64%
Expense ratio chart for VXUS: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VXUS: 0.07%

Risk-Adjusted Performance

BRXIX vs. VXUS — 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 7979
Overall Rank
The Sharpe Ratio Rank of BRXIX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of BRXIX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of BRXIX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of BRXIX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of BRXIX is 8080
Martin Ratio Rank

VXUS
The Risk-Adjusted Performance Rank of VXUS is 6969
Overall Rank
The Sharpe Ratio Rank of VXUS is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 6868
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. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research International Equity Fund (BRXIX) and Vanguard Total International Stock ETF (VXUS). 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 chart of Sharpe ratio for BRXIX, currently valued at 1.00, compared to the broader market-1.000.001.002.003.00
BRXIX: 1.00
VXUS: 0.64
The chart of Sortino ratio for BRXIX, currently valued at 1.41, compared to the broader market-2.000.002.004.006.008.00
BRXIX: 1.41
VXUS: 1.01
The chart of Omega ratio for BRXIX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.00
BRXIX: 1.20
VXUS: 1.13
The chart of Calmar ratio for BRXIX, currently valued at 1.19, compared to the broader market0.002.004.006.008.0010.00
BRXIX: 1.19
VXUS: 0.80
The chart of Martin ratio for BRXIX, currently valued at 3.99, compared to the broader market0.0010.0020.0030.0040.0050.00
BRXIX: 3.99
VXUS: 2.52

The current BRXIX Sharpe Ratio is 1.00, which is higher than the VXUS Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of BRXIX and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.00
0.64
BRXIX
VXUS

Dividends

BRXIX vs. VXUS - Dividend Comparison

BRXIX's dividend yield for the trailing twelve months is around 3.12%, more than VXUS's 3.08% yield.


TTM20242023202220212020201920182017201620152014
BRXIX
MFS Blended Research International Equity Fund
3.12%3.40%2.81%1.87%2.83%2.33%2.91%3.00%1.51%0.53%0.70%0.00%
VXUS
Vanguard Total International Stock ETF
3.08%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%

Drawdowns

BRXIX vs. VXUS - Drawdown Comparison

The maximum BRXIX drawdown since its inception was -38.55%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for BRXIX and VXUS. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.12%
-1.41%
BRXIX
VXUS

Volatility

BRXIX vs. VXUS - Volatility Comparison

The current volatility for MFS Blended Research International Equity Fund (BRXIX) is 9.24%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 11.22%. This indicates that BRXIX experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
9.24%
11.22%
BRXIX
VXUS