VEUSX vs. BRXAX
Compare and contrast key facts about Vanguard European Stock Index Fund Admiral Shares (VEUSX) and MFS Blended Research International Equity Fund Class A (BRXAX).
VEUSX is managed by Vanguard. It was launched on Aug 13, 2001. BRXAX is a passively managed fund by MFS that tracks the performance of the MSCI All Country World (ex-US) Index (net div). It was launched on Sep 15, 2015.
Performance
VEUSX vs. BRXAX - Performance Comparison
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VEUSX vs. BRXAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEUSX Vanguard European Stock Index Fund Admiral Shares | -1.01% | 35.41% | 2.01% | 19.99% | -16.06% | 16.28% | 6.43% | 24.22% | -14.81% | 27.04% |
BRXAX MFS Blended Research International Equity Fund Class A | 1.88% | 39.54% | 11.62% | 14.03% | -13.57% | 13.21% | 8.90% | 21.79% | -15.77% | 24.93% |
Returns By Period
In the year-to-date period, VEUSX achieves a -1.01% return, which is significantly lower than BRXAX's 1.88% return. Over the past 10 years, VEUSX has underperformed BRXAX with an annualized return of 8.91%, while BRXAX has yielded a comparatively higher 10.02% annualized return.
VEUSX
- 1D
- 2.98%
- 1M
- -6.28%
- YTD
- -1.01%
- 6M
- 3.46%
- 1Y
- 20.78%
- 3Y*
- 14.25%
- 5Y*
- 8.67%
- 10Y*
- 8.91%
BRXAX
- 1D
- 2.82%
- 1M
- -7.12%
- YTD
- 1.88%
- 6M
- 8.76%
- 1Y
- 32.74%
- 3Y*
- 19.28%
- 5Y*
- 10.50%
- 10Y*
- 10.02%
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VEUSX vs. BRXAX - Expense Ratio Comparison
VEUSX has a 0.10% expense ratio, which is lower than BRXAX's 0.77% expense ratio.
Return for Risk
VEUSX vs. BRXAX — Risk / Return Rank
VEUSX
BRXAX
VEUSX vs. BRXAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard European Stock Index Fund Admiral Shares (VEUSX) and MFS Blended Research International Equity Fund Class A (BRXAX). 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.
| VEUSX | BRXAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 2.26 | -1.01 |
Sortino ratioReturn per unit of downside risk | 1.73 | 2.86 | -1.13 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.44 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 2.87 | -1.22 |
Martin ratioReturn relative to average drawdown | 6.31 | 11.21 | -4.90 |
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
| VEUSX | BRXAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 2.26 | -1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.73 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.64 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.56 | -0.26 |
Correlation
The correlation between VEUSX and BRXAX is 0.91, 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.
Dividends
VEUSX vs. BRXAX - Dividend Comparison
VEUSX's dividend yield for the trailing twelve months is around 2.99%, less than BRXAX's 3.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEUSX Vanguard European Stock Index Fund Admiral Shares | 2.99% | 2.84% | 3.58% | 3.13% | 3.22% | 3.02% | 2.08% | 3.26% | 3.92% | 2.70% | 3.52% | 3.24% |
BRXAX MFS Blended Research International Equity Fund Class A | 3.94% | 4.02% | 4.63% | 2.53% | 2.52% | 5.21% | 2.13% | 2.66% | 6.55% | 1.13% | 0.40% | 1.18% |
Drawdowns
VEUSX vs. BRXAX - Drawdown Comparison
The maximum VEUSX drawdown since its inception was -63.28%, which is greater than BRXAX's maximum drawdown of -36.59%. Use the drawdown chart below to compare losses from any high point for VEUSX and BRXAX.
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Drawdown Indicators
| VEUSX | BRXAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.28% | -36.59% | -26.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.97% | -11.23% | -0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -32.72% | -26.63% | -6.09% |
Max Drawdown (10Y)Largest decline over 10 years | -36.87% | -36.59% | -0.28% |
Current DrawdownCurrent decline from peak | -8.61% | -8.73% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -13.02% | -7.07% | -5.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.88% | +0.25% |
Volatility
VEUSX vs. BRXAX - Volatility Comparison
Vanguard European Stock Index Fund Admiral Shares (VEUSX) has a higher volatility of 7.49% compared to MFS Blended Research International Equity Fund Class A (BRXAX) at 7.07%. This indicates that VEUSX's price experiences larger fluctuations and is considered to be riskier than BRXAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEUSX | BRXAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.49% | 7.07% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 10.99% | 10.39% | +0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.95% | 14.92% | +2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.20% | 14.46% | +2.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.15% | 15.74% | +2.41% |