BGIA vs. EFAV
BGIA (Baillie Gifford International Alpha ETF) and EFAV (iShares MSCI EAFE Min Vol Factor ETF) are both Foreign Large Cap Equities funds. BGIA is actively managed, while EFAV is passively managed. At a 0.30 correlation, their price movements are largely independent. BGIA charges 0.59%/yr vs 0.20%/yr for EFAV.
Performance
BGIA vs. EFAV - Performance Comparison
Loading charts...
Returns By Period
BGIA
- 1D
- 0.21%
- 1M
- -1.54%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EFAV
- 1D
- 2.06%
- 1M
- 1.29%
- 6M
- 4.66%
- YTD
- 5.16%
- 1Y
- 9.34%
- 3Y*
- 13.32%
- 5Y*
- 6.36%
- 10Y*
- 6.08%
BGIA vs. EFAV - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
BGIA Baillie Gifford International Alpha ETF | -2.53% |
EFAV iShares MSCI EAFE Min Vol Factor ETF | 0.60% |
Correlation
The correlation between BGIA and EFAV is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 3, 2026 | 0.30 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BGIA vs. EFAV — Risk / Return Rank
BGIA
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EFAV
BGIA vs. EFAV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford International Alpha ETF (BGIA) and iShares MSCI EAFE Min Vol Factor ETF (EFAV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BGIA | EFAV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.16 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.36 | — |
| Martin ratioReturn relative to average drawdown | — | 3.26 | — |
Loading charts...
Drawdowns
BGIA vs. EFAV - Drawdown Comparison
The maximum BGIA drawdown since its inception was -4.88%, smaller than the maximum EFAV drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for BGIA and EFAV.
Loading charts...
Drawdown Indicators
| BGIA | EFAV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.88% | -27.56% | +22.68% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.66% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -8.75% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.46% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.56% | — |
Current DrawdownCurrent decline from peak | -3.23% | -4.39% | +1.16% |
Average DrawdownAverage peak-to-trough decline | -2.34% | -4.77% | +2.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.79% | — |
Volatility
BGIA vs. EFAV - Volatility Comparison
Loading charts...
Volatility by Period
| BGIA | EFAV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.80% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.80% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 25.16% | 10.72% | +14.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.16% | 11.86% | +13.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.16% | 13.03% | +12.13% |
BGIA vs. EFAV - Expense Ratio Comparison
BGIA has a 0.59% expense ratio, which is higher than EFAV's 0.20% expense ratio.
Dividends
BGIA vs. EFAV - Dividend Comparison
BGIA has not paid dividends to shareholders, while EFAV's dividend yield for the trailing twelve months is around 3.21%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGIA Baillie Gifford International Alpha ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EFAV iShares MSCI EAFE Min Vol Factor ETF | 3.21% | 3.20% | 3.24% | 3.08% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% |
Frequently Asked Questions
BGIA and EFAV have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EFAV is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EFAV is cheaper with a 0.20% expense ratio, compared with 0.59% for BGIA.
EFAV has the higher dividend yield at 3.21%, compared with 0.00% for BGIA.
They also come from different issuers: Baillie Gifford and iShares. Their fees differ too: 0.59% for BGIA and 0.20% for EFAV.
Find the right allocation for BGIA and EFAV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer