MFSG vs. BRIE
MFSG (MFS Active Growth ETF) and BRIE (MFS Blended Research International Equity ETF) are both exchange-traded funds - MFSG is a Large Cap Growth Equities fund actively managed by MFS, while BRIE is a Foreign Large Cap Equities fund actively managed by MFS. Both are actively managed. A 0.74 correlation means they provide meaningful diversification when combined. MFSG charges 0.49%/yr vs 0.34%/yr for BRIE.
Performance
MFSG vs. BRIE - Performance Comparison
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Returns By Period
In the year-to-date period, MFSG achieves a 7.55% return, which is significantly lower than BRIE's 13.44% return.
MFSG
- 1D
- -0.94%
- 1M
- 4.46%
- YTD
- 7.55%
- 6M
- 7.63%
- 1Y
- 21.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BRIE
- 1D
- -1.18%
- 1M
- 5.18%
- YTD
- 13.44%
- 6M
- 15.92%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MFSG vs. BRIE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MFSG MFS Active Growth ETF | 7.55% | 1.27% |
BRIE MFS Blended Research International Equity ETF | 13.44% | 6.63% |
Correlation
The correlation between MFSG and BRIE is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 23, 2025 | 0.74 |
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Return for Risk
MFSG vs. BRIE — Risk / Return Rank
MFSG
BRIE
MFSG vs. BRIE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Active Growth ETF (MFSG) and MFS Blended Research International Equity ETF (BRIE). 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.
| MFSG | BRIE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.24 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.34 | — | — |
| Martin ratioReturn relative to average drawdown | 4.66 | — | — |
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
| MFSG | BRIE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 2.11 | -1.51 |
Drawdowns
MFSG vs. BRIE - Drawdown Comparison
The maximum MFSG drawdown since its inception was -23.24%, which is greater than BRIE's maximum drawdown of -11.39%. Use the drawdown chart below to compare losses from any high point for MFSG and BRIE.
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Drawdown Indicators
| MFSG | BRIE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.24% | -11.39% | -11.85% |
Max Drawdown (1Y)Largest decline over 1 year | -16.15% | — | — |
Current DrawdownCurrent decline from peak | -1.01% | -1.18% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -4.67% | -2.14% | -2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.63% | — | — |
Volatility
MFSG vs. BRIE - Volatility Comparison
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Volatility by Period
| MFSG | BRIE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.71% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.00% | 17.53% | -1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.69% | 17.53% | +4.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.69% | 17.53% | +4.16% |
MFSG vs. BRIE - Expense Ratio Comparison
MFSG has a 0.49% expense ratio, which is higher than BRIE's 0.34% expense ratio.
Dividends
MFSG vs. BRIE - Dividend Comparison
MFSG's dividend yield for the trailing twelve months is around 0.07%, less than BRIE's 0.24% yield.
| Position | TTM | 2025 |
|---|---|---|
BRIE MFS Blended Research International Equity ETF | 0.24% | 0.27% |
MFSG MFS Active Growth ETF | 0.07% | 0.08% |
Frequently Asked Questions
MFSG and BRIE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BRIE is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BRIE is cheaper with a 0.34% expense ratio, compared with 0.49% for MFSG.
BRIE has the higher dividend yield at 0.24%, compared with 0.07% for MFSG.
MFSG is categorized as Large Cap Growth Equities, while BRIE is Foreign Large Cap Equities. Their fees differ too: 0.49% for MFSG and 0.34% for BRIE.
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