BRXIX vs. WIEFX

Last updated Jun 3, 2026

BRXIX (MFS Blended Research International Equity Fund) and WIEFX (Boston Trust Walden International Equity Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, BRXIX returned 11.48%/yr vs 7.19%/yr for WIEFX. Their correlation of 0.88 suggests significant overlap in exposure. BRXIX charges 0.64%/yr vs 0.94%/yr for WIEFX.

Performance

BRXIX vs. WIEFX - Performance Comparison

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

Returns By Period

In the year-to-date period, BRXIX achieves a 16.33% return, which is significantly higher than WIEFX's 5.43% return. Over the past 10 years, BRXIX has outperformed WIEFX with an annualized return of 11.48%, while WIEFX has yielded a comparatively lower 7.19% annualized return.

BRXIX

• 1D: 0.35%
• 1M: 6.44%
• YTD: 16.33%
• 6M: 19.58%
• 1Y: 38.49%
• 3Y*: 24.67%
• 5Y*: 12.45%
• 10Y*: 11.48%

WIEFX

• 1D: -0.06%
• 1M: 0.78%
• YTD: 5.43%
• 6M: 3.81%
• 1Y: 5.10%
• 3Y*: 11.48%
• 5Y*: 5.85%
• 10Y*: 7.19%

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

BRXIX vs. WIEFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BRXIX MFS Blended Research International Equity Fund	16.33%	39.87%	11.82%	14.42%	-13.36%	13.38%	9.09%	22.13%	-15.56%	25.21%
WIEFX Boston Trust Walden International Equity Fund	5.43%	15.09%	5.31%	16.19%	-13.08%	13.42%	7.16%	20.63%	-10.17%	19.92%

Correlation

The correlation between BRXIX and WIEFX is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.88

The correlation between BRXIX and WIEFX has been stable across timeframes, ranging from 0.80 to 0.89 - a consistent structural relationship.

Return for Risk

BRXIX vs. WIEFX — Risk / Return Rank

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

BRXIX

BRXIX Risk / Return Rank: 81
BRXIX Sharpe Ratio Rank: 90
BRXIX Sortino Ratio Rank: 84
BRXIX Omega Ratio Rank: 83
BRXIX Calmar Ratio Rank: 77
BRXIX Martin Ratio Rank: 73

WIEFX

WIEFX Risk / Return Rank: 6
WIEFX Sharpe Ratio Rank: 5
WIEFX Sortino Ratio Rank: 5
WIEFX Omega Ratio Rank: 6
WIEFX Calmar Ratio Rank: 7
WIEFX Martin Ratio Rank: 8

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. WIEFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research International Equity Fund (BRXIX) and Boston Trust Walden International Equity Fund (WIEFX). 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	WIEFX	Difference
Sharpe ratio Return per unit of total volatility	2.95	0.45	+2.50
Sortino ratio Return per unit of downside risk	3.99	0.69	+3.30
Omega ratio Gain probability vs. loss probability	1.55	1.09	+0.46
Calmar ratio Return relative to maximum drawdown	3.53	0.76	+2.77
Martin ratio Return relative to average drawdown	13.92	2.46	+11.46
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. WIEFX - Sharpe Ratio Comparison

The current BRXIX Sharpe Ratio is 2.95, which is higher than the WIEFX Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of BRXIX and WIEFX, 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	WIEFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.95	0.45	+2.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.85	0.41	+0.45
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	0.49	+0.24
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.50	+0.15

Drawdowns

BRXIX vs. WIEFX - Drawdown Comparison

The maximum BRXIX drawdown since its inception was -36.21%, which is greater than WIEFX's maximum drawdown of -29.65%. Use the drawdown chart below to compare losses from any high point for BRXIX and WIEFX.

Drawdown Indicators

	BRXIX	WIEFX	Difference
Max Drawdown Largest peak-to-trough decline	-36.21%	-29.65%	-6.56%
Max Drawdown (1Y) Largest decline over 1 year	-11.21%	-8.86%	-2.35%
Max Drawdown (3Y) Largest decline over 3 years	-12.72%	-11.45%	-1.27%
Max Drawdown (5Y) Largest decline over 5 years	-26.48%	-25.98%	-0.50%
Max Drawdown (10Y) Largest decline over 10 years	-36.21%	-29.65%	-6.56%
Current Drawdown Current decline from peak	0.00%	-0.94%	+0.94%
Average Drawdown Average peak-to-trough decline	-6.91%	-4.91%	-2.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.84%	2.75%	+0.09%

Volatility

BRXIX vs. WIEFX - Volatility Comparison

MFS Blended Research International Equity Fund (BRXIX) has a higher volatility of 4.98% compared to Boston Trust Walden International Equity Fund (WIEFX) at 3.45%. This indicates that BRXIX's price experiences larger fluctuations and is considered to be riskier than WIEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRXIX	WIEFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.98%	3.45%	+1.53%
Volatility (6M) Calculated over the trailing 6-month period	11.50%	10.94%	+0.56%
Volatility (1Y) Calculated over the trailing 1-year period	13.68%	13.61%	+0.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.67%	14.43%	+0.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.81%	14.76%	+1.05%

BRXIX vs. WIEFX - Expense Ratio Comparison

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

Dividends

BRXIX vs. WIEFX - Dividend Comparison

BRXIX's dividend yield for the trailing twelve months is around 3.62%, while WIEFX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRXIX MFS Blended Research International Equity Fund	3.62%	4.21%	4.81%	2.81%	2.68%	7.23%	2.32%	2.91%	6.83%	1.13%	0.53%	0.54%
WIEFX Boston Trust Walden International Equity Fund	0.00%	0.00%	1.59%	1.59%	1.59%	1.57%	1.12%	1.66%	1.69%	1.17%	1.80%	0.00%

Frequently Asked Questions

Can I hold both BRXIX and WIEFX in my portfolio?

BRXIX and WIEFX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BRXIX or WIEFX?

BRXIX has higher volatility (4.98%) compared to WIEFX (3.45%). In terms of maximum drawdown, BRXIX dropped -36.21% vs WIEFX's -29.65%.

Which has better risk-adjusted returns?

BRXIX currently has the higher Sharpe Ratio (2.95 vs 0.45), 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.