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MEIIX vs. BRXIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MEIIX vs. BRXIX - Performance Comparison

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

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MEIIX vs. BRXIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MEIIX
MFS Value Fund Class I
1.07%13.26%11.86%8.21%-6.02%25.43%3.99%30.04%-9.90%17.20%
BRXIX
MFS Blended Research International Equity Fund
1.96%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, MEIIX achieves a 1.07% return, which is significantly lower than BRXIX's 1.96% return. Both investments have delivered pretty close results over the past 10 years, with MEIIX having a 9.90% annualized return and BRXIX not far ahead at 10.28%.


MEIIX

1D
1.65%
1M
-5.02%
YTD
1.07%
6M
3.60%
1Y
10.36%
3Y*
12.03%
5Y*
8.36%
10Y*
9.90%

BRXIX

1D
2.79%
1M
-7.10%
YTD
1.96%
6M
8.90%
1Y
33.14%
3Y*
19.58%
5Y*
10.76%
10Y*
10.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MEIIX vs. BRXIX - Expense Ratio Comparison

MEIIX has a 0.55% expense ratio, which is lower than BRXIX's 0.64% expense ratio.


Return for Risk

MEIIX vs. BRXIX — Risk / Return Rank

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

MEIIX
MEIIX Risk / Return Rank: 3131
Overall Rank
MEIIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
MEIIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
MEIIX Omega Ratio Rank: 2525
Omega Ratio Rank
MEIIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
MEIIX Martin Ratio Rank: 4242
Martin Ratio Rank

BRXIX
BRXIX Risk / Return Rank: 9393
Overall Rank
BRXIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
BRXIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
BRXIX Omega Ratio Rank: 9292
Omega Ratio Rank
BRXIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
BRXIX Martin Ratio Rank: 9292
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.

MEIIX vs. BRXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Value Fund Class I (MEIIX) 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.


MEIIXBRXIXDifference

Sharpe ratio

Return per unit of total volatility

0.69

2.29

-1.60

Sortino ratio

Return per unit of downside risk

1.03

2.89

-1.86

Omega ratio

Gain probability vs. loss probability

1.15

1.45

-0.30

Calmar ratio

Return relative to maximum drawdown

1.02

2.91

-1.89

Martin ratio

Return relative to average drawdown

4.48

11.37

-6.89

MEIIX vs. BRXIX - Sharpe Ratio Comparison

The current MEIIX Sharpe Ratio is 0.69, which is lower than the BRXIX Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of MEIIX and BRXIX, 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


MEIIXBRXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

2.29

-1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.75

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.65

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.57

-0.01

Correlation

The correlation between MEIIX and BRXIX is 0.70, 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

MEIIX vs. BRXIX - Dividend Comparison

MEIIX's dividend yield for the trailing twelve months is around 9.62%, more than BRXIX's 4.13% yield.


TTM20252024202320222021202020192018201720162015
MEIIX
MFS Value Fund Class I
9.62%9.52%9.30%8.41%7.58%3.32%2.63%3.17%3.62%4.04%2.91%5.97%
BRXIX
MFS Blended Research International Equity Fund
4.13%4.21%4.81%2.81%2.68%7.23%2.32%2.91%6.83%1.13%0.53%0.54%

Drawdowns

MEIIX vs. BRXIX - Drawdown Comparison

The maximum MEIIX drawdown since its inception was -52.64%, which is greater than BRXIX's maximum drawdown of -36.21%. Use the drawdown chart below to compare losses from any high point for MEIIX and BRXIX.


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Drawdown Indicators


MEIIXBRXIXDifference

Max Drawdown

Largest peak-to-trough decline

-52.64%

-36.21%

-16.43%

Max Drawdown (1Y)

Largest decline over 1 year

-11.10%

-11.21%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-17.58%

-26.48%

+8.90%

Max Drawdown (10Y)

Largest decline over 10 years

-36.70%

-36.21%

-0.49%

Current Drawdown

Current decline from peak

-5.02%

-8.73%

+3.71%

Average Drawdown

Average peak-to-trough decline

-6.58%

-6.98%

+0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.87%

-0.34%

Volatility

MEIIX vs. BRXIX - Volatility Comparison

The current volatility for MFS Value Fund Class I (MEIIX) is 3.64%, while MFS Blended Research International Equity Fund (BRXIX) has a volatility of 7.09%. This indicates that MEIIX 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


MEIIXBRXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

7.09%

-3.45%

Volatility (6M)

Calculated over the trailing 6-month period

7.85%

10.39%

-2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

14.83%

14.86%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.92%

14.44%

-0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.56%

15.74%

+0.82%