Praise be to Allah.
It is permissible to live in a non-Muslim country on condition that one is able to practice Islam openly and live according to its teachings whilst being safe from fitnah (temptation). This means that the person who lives there should be religiously committed in such a way that will protect him from doubts and desires. See the answer to questions no. 13363 and 111564.
Based on that, if you fear that your brother may succumb to fitnah because he is not religiously committed, then it is not permissible for you to help him to come to that country, because Allah says (interpretation of the meaning):
“Help you one another in Al‑Birr and At‑Taqwa (virtue, righteousness and piety); but do not help one another in sin and transgression. And fear Allaah. Verily, Allaah is Severe in punishment”
If you hope that he will become righteous and that you can help him and protect him from corruption, and there is a purpose to be served or a harm to be warded off by bringing him to that country, then there is nothing wrong with sponsoring him and helping him.
And Allah knows best.