Correlation
The correlation between EFA and BTMKX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
EFA vs. BTMKX
Compare and contrast key facts about iShares MSCI EAFE ETF (EFA) and iShares MSCI EAFE International Index Fund (BTMKX).
EFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Aug 14, 2001. BTMKX is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Apr 1, 2011. Both EFA and BTMKX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFA or BTMKX.
Performance
EFA vs. BTMKX - Performance Comparison
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Key characteristics
EFA:
0.74
BTMKX:
0.79
EFA:
1.02
BTMKX:
1.06
EFA:
1.14
BTMKX:
1.14
EFA:
0.80
BTMKX:
0.86
EFA:
2.42
BTMKX:
2.50
EFA:
4.68%
BTMKX:
4.71%
EFA:
17.57%
BTMKX:
16.94%
EFA:
-61.04%
BTMKX:
-33.92%
EFA:
-0.51%
BTMKX:
-0.39%
Returns By Period
The year-to-date returns for both investments are quite close, with EFA having a 16.44% return and BTMKX slightly higher at 16.63%. Both investments have delivered pretty close results over the past 10 years, with EFA having a 5.83% annualized return and BTMKX not far ahead at 6.00%.
EFA
16.44%
5.11%
15.06%
12.03%
11.77%
12.29%
5.83%
BTMKX
16.63%
5.20%
15.28%
12.45%
12.15%
12.53%
6.00%
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EFA vs. BTMKX - Expense Ratio Comparison
EFA has a 0.32% expense ratio, which is higher than BTMKX's 0.05% expense ratio.
Risk-Adjusted Performance
EFA vs. BTMKX — Risk-Adjusted Performance Rank
EFA
BTMKX
EFA vs. BTMKX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE ETF (EFA) and iShares MSCI EAFE International Index Fund (BTMKX). 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.
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Dividends
EFA vs. BTMKX - Dividend Comparison
EFA's dividend yield for the trailing twelve months is around 2.78%, less than BTMKX's 2.94% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFA iShares MSCI EAFE ETF | 2.78% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% |
BTMKX iShares MSCI EAFE International Index Fund | 2.94% | 3.43% | 3.19% | 2.80% | 3.06% | 1.99% | 3.34% | 4.58% | 2.45% | 2.85% | 2.42% | 0.80% |
Drawdowns
EFA vs. BTMKX - Drawdown Comparison
The maximum EFA drawdown since its inception was -61.04%, which is greater than BTMKX's maximum drawdown of -33.92%. Use the drawdown chart below to compare losses from any high point for EFA and BTMKX.
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Volatility
EFA vs. BTMKX - Volatility Comparison
The current volatility for iShares MSCI EAFE ETF (EFA) is 2.70%, while iShares MSCI EAFE International Index Fund (BTMKX) has a volatility of 2.88%. This indicates that EFA experiences smaller price fluctuations and is considered to be less risky than BTMKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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