FGSIX vs. BRXIX
Compare and contrast key facts about Federated MDT Mid Cap Growth Fund Institutional Shares (FGSIX) and MFS Blended Research International Equity Fund (BRXIX).
FGSIX is an actively managed fund by Federated. It was launched on Aug 23, 1984. BRXIX is managed by MFS. It was launched on Sep 15, 2015.
Performance
FGSIX vs. BRXIX - Performance Comparison
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FGSIX vs. BRXIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FGSIX Federated MDT Mid Cap Growth Fund Institutional Shares | -9.48% | 10.87% | 33.37% | 27.44% | -24.39% | 22.77% | 35.86% | 28.34% | -3.00% | 24.70% |
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% |
Returns By Period
In the year-to-date period, FGSIX achieves a -9.48% return, which is significantly lower than BRXIX's -0.81% return. Over the past 10 years, FGSIX has outperformed BRXIX with an annualized return of 13.82%, while BRXIX has yielded a comparatively lower 9.97% annualized return.
FGSIX
- 1D
- -0.80%
- 1M
- -9.33%
- YTD
- -9.48%
- 6M
- -11.71%
- 1Y
- 8.47%
- 3Y*
- 15.84%
- 5Y*
- 9.58%
- 10Y*
- 13.82%
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%
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FGSIX vs. BRXIX - Expense Ratio Comparison
FGSIX has a 0.85% expense ratio, which is higher than BRXIX's 0.64% expense ratio.
Return for Risk
FGSIX vs. BRXIX — Risk / Return Rank
FGSIX
BRXIX
FGSIX vs. BRXIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated MDT Mid Cap Growth Fund Institutional Shares (FGSIX) and MFS Blended Research International Equity Fund (BRXIX). 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.
| FGSIX | BRXIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 2.00 | -1.71 |
Sortino ratioReturn per unit of downside risk | 0.56 | 2.53 | -1.97 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.39 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | 0.32 | 2.46 | -2.14 |
Martin ratioReturn relative to average drawdown | 0.99 | 9.76 | -8.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FGSIX | BRXIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 2.00 | -1.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.73 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.64 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.55 | +0.07 |
Correlation
The correlation between FGSIX and BRXIX is 0.62, 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
FGSIX vs. BRXIX - Dividend Comparison
FGSIX's dividend yield for the trailing twelve months is around 5.04%, more than BRXIX's 4.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGSIX Federated MDT Mid Cap Growth Fund Institutional Shares | 5.04% | 4.56% | 4.02% | 0.00% | 2.17% | 24.31% | 6.77% | 7.83% | 14.02% | 13.59% | 1.11% | 24.86% |
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% |
Drawdowns
FGSIX vs. BRXIX - Drawdown Comparison
The maximum FGSIX drawdown since its inception was -37.16%, roughly equal to the maximum BRXIX drawdown of -36.21%. Use the drawdown chart below to compare losses from any high point for FGSIX and BRXIX.
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Drawdown Indicators
| FGSIX | BRXIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.16% | -36.21% | -0.95% |
Max Drawdown (1Y)Largest decline over 1 year | -13.36% | -11.21% | -2.15% |
Max Drawdown (5Y)Largest decline over 5 years | -35.67% | -26.48% | -9.19% |
Max Drawdown (10Y)Largest decline over 10 years | -37.16% | -36.21% | -0.95% |
Current DrawdownCurrent decline from peak | -13.36% | -11.21% | -2.15% |
Average DrawdownAverage peak-to-trough decline | -7.08% | -6.98% | -0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | 2.83% | +1.51% |
Volatility
FGSIX vs. BRXIX - Volatility Comparison
The current volatility for Federated MDT Mid Cap Growth Fund Institutional Shares (FGSIX) is 5.43%, while MFS Blended Research International Equity Fund (BRXIX) has a volatility of 6.37%. This indicates that FGSIX experiences smaller price fluctuations and is considered to be less risky than BRXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FGSIX | BRXIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 6.37% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 13.69% | 10.04% | +3.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.29% | 14.64% | +5.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.39% | 14.39% | +8.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.27% | 15.72% | +6.55% |