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BBVSX vs. IEFA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBVSX vs. IEFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bridge Builder Small/Mid Cap Value Fund (BBVSX) and iShares Core MSCI EAFE ETF (IEFA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBVSX achieves a 11.31% return, which is significantly higher than IEFA's 7.49% return. Over the past 10 years, BBVSX has underperformed IEFA with an annualized return of 8.83%, while IEFA has yielded a comparatively higher 9.37% annualized return.


BBVSX

1D
-1.53%
1M
0.13%
YTD
11.31%
6M
-0.32%
1Y
10.04%
3Y*
10.89%
5Y*
5.20%
10Y*
8.83%

IEFA

1D
0.63%
1M
-1.17%
YTD
7.49%
6M
10.04%
1Y
19.61%
3Y*
16.13%
5Y*
7.82%
10Y*
9.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBVSX vs. IEFA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BBVSX
Bridge Builder Small/Mid Cap Value Fund
11.31%-2.25%10.61%15.05%-9.75%28.14%6.07%28.04%-14.47%12.65%
IEFA
iShares Core MSCI EAFE ETF
7.49%32.08%3.26%17.95%-15.24%11.63%8.18%22.64%-14.14%26.57%

Correlation

The correlation between BBVSX and IEFA is 0.68, 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

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2015

0.74

The correlation between BBVSX and IEFA has been stable across timeframes, ranging from 0.68 to 0.74 - a consistent structural relationship.

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Return for Risk

BBVSX vs. IEFA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBVSX
BBVSX Risk / Return Rank: 99
Overall Rank
BBVSX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BBVSX Sortino Ratio Rank: 99
Sortino Ratio Rank
BBVSX Omega Ratio Rank: 1010
Omega Ratio Rank
BBVSX Calmar Ratio Rank: 1111
Calmar Ratio Rank
BBVSX Martin Ratio Rank: 99
Martin Ratio Rank

IEFA
IEFA Risk / Return Rank: 4040
Overall Rank
IEFA Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
IEFA Sortino Ratio Rank: 4040
Sortino Ratio Rank
IEFA Omega Ratio Rank: 4040
Omega Ratio Rank
IEFA Calmar Ratio Rank: 3838
Calmar Ratio Rank
IEFA Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BBVSX vs. IEFA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridge Builder Small/Mid Cap Value Fund (BBVSX) and iShares Core MSCI EAFE ETF (IEFA). 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.


BBVSXIEFADifference
Sharpe ratioReturn per unit of total volatility

-0.63

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.14

1.24

-0.10

Calmar ratioReturn relative to maximum drawdown

0.89

1.71

-0.82

Martin ratioReturn relative to average drawdown

2.20

6.52

-4.31

BBVSX vs. IEFA - Sharpe Ratio Comparison

The current BBVSX Sharpe Ratio is 0.66, which is lower than the IEFA Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of BBVSX and IEFA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BBVSXIEFADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

1.30

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.47

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.54

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.50

-0.12

Drawdowns

BBVSX vs. IEFA - Drawdown Comparison

The maximum BBVSX drawdown since its inception was -43.42%, which is greater than IEFA's maximum drawdown of -34.78%. Use the drawdown chart below to compare losses from any high point for BBVSX and IEFA.


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Drawdown Indicators


BBVSXIEFADifference

Max Drawdown

Largest peak-to-trough decline

-43.42%

-34.78%

-8.64%

Max Drawdown (1Y)

Largest decline over 1 year

-13.05%

-11.50%

-1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-23.25%

-13.76%

-9.49%

Max Drawdown (5Y)

Largest decline over 5 years

-23.25%

-30.41%

+7.16%

Max Drawdown (10Y)

Largest decline over 10 years

-43.42%

-34.78%

-8.64%

Current Drawdown

Current decline from peak

-3.07%

-2.44%

-0.63%

Average Drawdown

Average peak-to-trough decline

-6.17%

-6.69%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.20%

3.02%

+2.18%

Volatility

BBVSX vs. IEFA - Volatility Comparison

The current volatility for Bridge Builder Small/Mid Cap Value Fund (BBVSX) is 4.11%, while iShares Core MSCI EAFE ETF (IEFA) has a volatility of 4.54%. This indicates that BBVSX experiences smaller price fluctuations and is considered to be less risky than IEFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBVSXIEFADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

4.54%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

14.11%

12.74%

+1.37%

Volatility (1Y)

Calculated over the trailing 1-year period

17.49%

15.22%

+2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.34%

16.55%

+2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.01%

17.32%

+3.69%

BBVSX vs. IEFA - Expense Ratio Comparison

BBVSX has a 0.41% expense ratio, which is higher than IEFA's 0.07% expense ratio.


Dividends

BBVSX vs. IEFA - Dividend Comparison

BBVSX has not paid dividends to shareholders, while IEFA's dividend yield for the trailing twelve months is around 3.30%.


PositionTTM20252024202320222021202020192018201720162015
BBVSX
Bridge Builder Small/Mid Cap Value Fund
0.00%0.00%6.75%3.88%7.57%10.92%2.38%1.32%5.03%1.18%0.82%0.68%
IEFA
iShares Core MSCI EAFE ETF
3.30%3.55%3.47%3.20%2.70%3.32%1.90%3.18%3.46%2.57%2.96%2.63%

Frequently Asked Questions


BBVSX and IEFA have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IEFA has higher volatility (4.54%) compared to BBVSX (4.11%). In terms of maximum drawdown, BBVSX dropped -43.42% vs IEFA's -34.78%.

IEFA currently has the higher Sharpe Ratio (1.30 vs 0.66), 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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