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iShares MSCI EAFE International Index Fund (MAIIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS09253F4081
CUSIP09253F408
IssuerBlackrock
Inception DateApr 9, 1997
CategoryForeign Large Cap Equities
Min. Investment$2,000,000
Asset ClassEquity

Expense Ratio

The iShares MSCI EAFE International Index Fund has an expense ratio of 0.09% which is considered to be low.


Expense ratio chart for MAIIX: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares MSCI EAFE International Index Fund

Popular comparisons: MAIIX vs. SPY, MAIIX vs. SCHF, MAIIX vs. VTI, MAIIX vs. VT, MAIIX vs. VXUS, MAIIX vs. MGC, MAIIX vs. SLV, MAIIX vs. VOO, MAIIX vs. QQQ, MAIIX vs. QQQM

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares MSCI EAFE International Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
16.94%
18.82%
MAIIX (iShares MSCI EAFE International Index Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares MSCI EAFE International Index Fund had a return of 2.17% year-to-date (YTD) and 8.19% in the last 12 months. Over the past 10 years, iShares MSCI EAFE International Index Fund had an annualized return of 4.39%, while the S&P 500 had an annualized return of 10.42%, indicating that iShares MSCI EAFE International Index Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date2.17%5.05%
1 month-3.24%-4.27%
6 months16.93%18.82%
1 year8.19%21.22%
5 years (annualized)6.27%11.38%
10 years (annualized)4.39%10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.46%2.91%3.34%
2023-3.55%-3.05%8.55%5.36%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MAIIX is 38, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of MAIIX is 3838
iShares MSCI EAFE International Index Fund(MAIIX)
The Sharpe Ratio Rank of MAIIX is 3333Sharpe Ratio Rank
The Sortino Ratio Rank of MAIIX is 3434Sortino Ratio Rank
The Omega Ratio Rank of MAIIX is 3232Omega Ratio Rank
The Calmar Ratio Rank of MAIIX is 5454Calmar Ratio Rank
The Martin Ratio Rank of MAIIX is 3838Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares MSCI EAFE International Index Fund (MAIIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


MAIIX
Sharpe ratio
The chart of Sharpe ratio for MAIIX, currently valued at 0.67, compared to the broader market-1.000.001.002.003.004.000.67
Sortino ratio
The chart of Sortino ratio for MAIIX, currently valued at 1.09, compared to the broader market-2.000.002.004.006.008.0010.0012.001.09
Omega ratio
The chart of Omega ratio for MAIIX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.13
Calmar ratio
The chart of Calmar ratio for MAIIX, currently valued at 0.61, compared to the broader market0.002.004.006.008.0010.0012.000.61
Martin ratio
The chart of Martin ratio for MAIIX, currently valued at 2.19, compared to the broader market0.0020.0040.0060.002.19
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-2.000.002.004.006.008.0010.0012.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.002.004.006.008.0010.0012.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0020.0040.0060.007.21

Sharpe Ratio

The current iShares MSCI EAFE International Index Fund Sharpe ratio is 0.67. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.67
1.81
MAIIX (iShares MSCI EAFE International Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI EAFE International Index Fund granted a 3.09% dividend yield in the last twelve months. The annual payout for that period amounted to $0.48 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.48$0.48$0.37$0.48$0.29$0.46$0.53$0.34$0.33$0.28$0.10$0.31

Dividend yield

3.09%3.16%2.76%3.00%1.94%3.29%4.53%2.42%2.81%2.41%0.80%2.39%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI EAFE International Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.45
2022$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.45
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.28
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.46
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.53
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.28
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.09
2013$0.01$0.00$0.00$0.00$0.00$0.30

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.78%
-4.64%
MAIIX (iShares MSCI EAFE International Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI EAFE International Index Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares MSCI EAFE International Index Fund was 61.06%, occurring on Mar 9, 2009. Recovery took 2073 trading sessions.

The current iShares MSCI EAFE International Index Fund drawdown is 3.78%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.06%Nov 1, 2007338Mar 9, 20092073Jun 2, 20172411
-58.73%Mar 30, 2000736Mar 12, 2003781Apr 19, 20061517
-34.01%Jan 29, 2018541Mar 23, 2020166Nov 16, 2020707
-29.31%Sep 7, 2021267Sep 27, 2022305Dec 13, 2023572
-24.55%Jul 21, 199855Oct 5, 1998280Nov 1, 1999335

Volatility

Volatility Chart

The current iShares MSCI EAFE International Index Fund volatility is 3.11%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
3.11%
3.30%
MAIIX (iShares MSCI EAFE International Index Fund)
Benchmark (^GSPC)