Correlation
The correlation between WIEFX 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.
WIEFX vs. BRXIX
Compare and contrast key facts about Boston Trust Walden International Equity Fund (WIEFX) and MFS Blended Research International Equity Fund (BRXIX).
WIEFX is managed by Boston Trust & Walden Funds. It was launched on Jun 9, 2015. BRXIX is managed by MFS. It was launched on Sep 15, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WIEFX or BRXIX.
Performance
WIEFX vs. BRXIX - Performance Comparison
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Key characteristics
WIEFX:
0.98
BRXIX:
1.22
WIEFX:
1.63
BRXIX:
1.78
WIEFX:
1.22
BRXIX:
1.25
WIEFX:
1.44
BRXIX:
1.53
WIEFX:
3.95
BRXIX:
5.17
WIEFX:
4.19%
BRXIX:
3.77%
WIEFX:
14.93%
BRXIX:
15.04%
WIEFX:
-29.65%
BRXIX:
-38.55%
WIEFX:
0.00%
BRXIX:
0.00%
Returns By Period
In the year-to-date period, WIEFX achieves a 15.45% return, which is significantly lower than BRXIX's 17.49% return.
WIEFX
15.45%
3.41%
11.07%
14.50%
11.51%
9.80%
N/A
BRXIX
17.49%
5.27%
13.62%
18.15%
11.95%
11.11%
N/A
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WIEFX vs. BRXIX - Expense Ratio Comparison
WIEFX has a 0.94% expense ratio, which is higher than BRXIX's 0.64% expense ratio.
Risk-Adjusted Performance
WIEFX vs. BRXIX — Risk-Adjusted Performance Rank
WIEFX
BRXIX
WIEFX vs. BRXIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Walden International Equity Fund (WIEFX) 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.
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Dividends
WIEFX vs. BRXIX - Dividend Comparison
WIEFX's dividend yield for the trailing twelve months is around 1.38%, less than BRXIX's 4.10% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
WIEFX Boston Trust Walden International Equity Fund | 1.38% | 1.59% | 1.59% | 1.59% | 1.57% | 1.11% | 1.66% | 1.69% | 1.17% | 1.80% | 0.43% |
BRXIX MFS Blended Research International Equity Fund | 4.10% | 4.81% | 2.81% | 2.68% | 7.23% | 2.33% | 2.91% | 6.83% | 2.64% | 0.53% | 1.24% |
Drawdowns
WIEFX vs. BRXIX - Drawdown Comparison
The maximum WIEFX drawdown since its inception was -29.65%, smaller than the maximum BRXIX drawdown of -38.55%. Use the drawdown chart below to compare losses from any high point for WIEFX and BRXIX.
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Volatility
WIEFX vs. BRXIX - Volatility Comparison
Boston Trust Walden International Equity Fund (WIEFX) has a higher volatility of 3.20% compared to MFS Blended Research International Equity Fund (BRXIX) at 2.39%. This indicates that WIEFX's price experiences larger fluctuations and is considered to be riskier than BRXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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