BALCX vs. EFV
BALCX (American Funds American Balanced Fund Class C) and EFV (iShares MSCI EAFE Value ETF) are both funds - BALCX is a Diversified Portfolio fund managed by American Funds, while EFV is a Foreign Large Cap Equities fund tracking the MSCI EAFE Value Index. Over the past 10 years, BALCX returned 9.35%/yr vs 9.75%/yr for EFV. Their correlation of 0.80 suggests significant overlap in exposure. BALCX charges 1.31%/yr vs 0.39%/yr for EFV.
Performance
BALCX vs. EFV - Performance Comparison
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Returns By Period
In the year-to-date period, BALCX achieves a 9.64% return, which is significantly higher than EFV's 9.13% return. Both investments have delivered pretty close results over the past 10 years, with BALCX having a 9.35% annualized return and EFV not far ahead at 9.75%.
BALCX
- 1D
- 0.25%
- 1M
- 3.91%
- YTD
- 9.64%
- 6M
- 10.20%
- 1Y
- 24.04%
- 3Y*
- 16.71%
- 5Y*
- 8.93%
- 10Y*
- 9.35%
EFV
- 1D
- -0.78%
- 1M
- 2.26%
- YTD
- 9.13%
- 6M
- 12.94%
- 1Y
- 27.83%
- 3Y*
- 21.99%
- 5Y*
- 12.07%
- 10Y*
- 9.75%
BALCX vs. EFV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BALCX American Funds American Balanced Fund Class C | 9.64% | 17.58% | 14.00% | 12.97% | -12.77% | 14.87% | 10.06% | 17.66% | -4.09% | 14.02% |
EFV iShares MSCI EAFE Value ETF | 9.13% | 42.22% | 5.35% | 18.85% | -5.22% | 11.08% | -2.97% | 15.80% | -14.67% | 21.22% |
Correlation
The correlation between BALCX and EFV is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2005 | 0.80 |
The correlation between BALCX and EFV shifts across timeframes, from 0.65 (3 years) to 0.80 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BALCX vs. EFV — Risk / Return Rank
BALCX
EFV
BALCX vs. EFV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds American Balanced Fund Class C (BALCX) and iShares MSCI EAFE Value ETF (EFV). 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.
| BALCX | EFV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.36 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.49 | 2.57 | +0.92 |
| Martin ratioReturn relative to average drawdown | 15.67 | 9.57 | +6.09 |
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
| BALCX | EFV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.84 | 1.97 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.76 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | 0.55 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.27 | +0.35 |
Drawdowns
BALCX vs. EFV - Drawdown Comparison
The maximum BALCX drawdown since its inception was -40.88%, smaller than the maximum EFV drawdown of -63.94%. Use the drawdown chart below to compare losses from any high point for BALCX and EFV.
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Drawdown Indicators
| BALCX | EFV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.88% | -63.94% | +23.06% |
Max Drawdown (1Y)Largest decline over 1 year | -7.08% | -10.90% | +3.82% |
Max Drawdown (3Y)Largest decline over 3 years | -10.77% | -13.72% | +2.95% |
Max Drawdown (5Y)Largest decline over 5 years | -19.22% | -25.84% | +6.62% |
Max Drawdown (10Y)Largest decline over 10 years | -22.38% | -43.16% | +20.78% |
Current DrawdownCurrent decline from peak | 0.00% | -2.51% | +2.51% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -14.83% | +10.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 2.91% | -1.34% |
Volatility
BALCX vs. EFV - Volatility Comparison
The current volatility for American Funds American Balanced Fund Class C (BALCX) is 2.66%, while iShares MSCI EAFE Value ETF (EFV) has a volatility of 4.52%. This indicates that BALCX experiences smaller price fluctuations and is considered to be less risky than EFV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BALCX | EFV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 4.52% | -1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 6.86% | 11.56% | -4.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.71% | 14.21% | -5.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.48% | 15.96% | -5.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.67% | 17.86% | -7.19% |
BALCX vs. EFV - Expense Ratio Comparison
BALCX has a 1.31% expense ratio, which is higher than EFV's 0.39% expense ratio.
Dividends
BALCX vs. EFV - Dividend Comparison
BALCX's dividend yield for the trailing twelve months is around 6.93%, more than EFV's 3.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BALCX American Funds American Balanced Fund Class C | 6.93% | 7.61% | 6.37% | 1.54% | 1.53% | 3.60% | 3.68% | 2.79% | 4.67% | 4.17% | 3.51% | 4.81% |
EFV iShares MSCI EAFE Value ETF | 3.81% | 4.16% | 4.66% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.28% | 3.59% |
Frequently Asked Questions
BALCX and EFV have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EFV has higher volatility (4.52%) compared to BALCX (2.66%). In terms of maximum drawdown, BALCX dropped -40.88% vs EFV's -63.94%.
BALCX currently has the higher Sharpe Ratio (2.84 vs 1.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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