September 12, 2015 05:05 PM

Emily Blunt owes a piece of her gritty performance in Sicario to the real-life women of the FBI, who prepared her for the violent realities of the Mexican drug cartels.

“I spoke to a bunch of women in the FBI and that was really helpful because you’re not given much backstory in the script,” Blunt exclusively tells PEOPLE at the Toronto International Film Festival, while seated next to her costars, Benicio Del Toro and Josh Brolin.

What she learned about the cold-blooded drug lords just south of the border was eye-opening.

“I don’t think I knew enough about it,” she admits. “The sheer brutality of the imprint that they leave on people’s lives, I think that’s really disarming, really shocking.”

After learning the harsh truths about the war on drugs from the inside, Blunt says she appreciates the film’s honest portrayal of the situation in Mexico.

Josh Brolin, Emily Blunt and Benicio Del Toro
Peter Hapak

“I think the film doesn’t shy away from that [violence]. I think it reveals how cheap life has become for everybody,” Blunt notes.

The world of Sicario is an extreme departure from her previous project, the screen adaptation of the Stephen Sondheim musical Into the Woods.

When asked if she prefers making lighthearted films or action thrillers, Blunt says, “I don’t have a preference really – usually what I’ve done before will dictate what I’ll do next.”

But the serious nature of her latest effort doesn’t mean her comedic and musical tendencies completely go away. While there’s no singing on screen in Sicario, her costar Brolin confirms that she did break out into song a bit “off camera.”

For full coverage of the 2015 Toronto Film Festival – including the hottest premieres, the biggest stars and the buzziest films – check out people.com/tiff, instyle.com and ew.com

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