DOX vs. EFV

Last updated Apr 1, 2026

Compare and contrast key facts about Amdocs Limited (DOX) and iShares MSCI EAFE Value ETF (EFV).

EFV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Value Index. It was launched on Aug 1, 2005.

Performance

DOX vs. EFV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amdocs Limited (DOX) and iShares MSCI EAFE Value ETF (EFV). The values are adjusted to include any dividend payments, if applicable.

DOX vs. EFV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DOX Amdocs Limited	-18.22%	-3.08%	-0.92%	-1.44%	23.77%	7.49%	0.45%	25.49%	-9.12%	13.97%
EFV iShares MSCI EAFE Value ETF	4.12%	42.22%	5.35%	18.85%	-5.22%	11.08%	-2.97%	15.80%	-14.67%	21.22%

Returns By Period

In the year-to-date period, DOX achieves a -18.22% return, which is significantly lower than EFV's 4.12% return. Over the past 10 years, DOX has underperformed EFV with an annualized return of 2.73%, while EFV has yielded a comparatively higher 9.63% annualized return.

DOX

• 1D: 1.67%
• 1M: -5.68%
• YTD: -18.22%
• 6M: -19.23%
• 1Y: -26.68%
• 3Y*: -9.99%
• 5Y*: 0.09%
• 10Y*: 2.73%

EFV

• 1D: 2.75%
• 1M: -6.78%
• YTD: 4.12%
• 6M: 12.10%
• 1Y: 31.82%
• 3Y*: 20.57%
• 5Y*: 12.40%
• 10Y*: 9.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

DOX vs. EFV — Risk / Return Rank

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

DOX

DOX Risk / Return Rank: 6
DOX Sharpe Ratio Rank: 4
DOX Sortino Ratio Rank: 7
DOX Omega Ratio Rank: 7
DOX Calmar Ratio Rank: 12
DOX Martin Ratio Rank: 3

EFV

EFV Risk / Return Rank: 90
EFV Sharpe Ratio Rank: 90
EFV Sortino Ratio Rank: 91
EFV Omega Ratio Rank: 91
EFV Calmar Ratio Rank: 89
EFV Martin Ratio Rank: 89

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.

DOX vs. EFV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amdocs Limited (DOX) 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.

	DOX	EFV	Difference
Sharpe ratio Return per unit of total volatility	-1.05	1.89	-2.94
Sortino ratio Return per unit of downside risk	-1.38	2.54	-3.92
Omega ratio Gain probability vs. loss probability	0.82	1.38	-0.57
Calmar ratio Return relative to maximum drawdown	-0.83	2.71	-3.55
Martin ratio Return relative to average drawdown	-1.88	10.58	-12.45
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DOX vs. EFV - Sharpe Ratio Comparison

The current DOX Sharpe Ratio is -1.05, which is lower than the EFV Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of DOX and EFV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DOX	EFV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.05	1.89	-2.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.00	0.79	-0.78
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.13	0.54	-0.41
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	0.26	-0.08

Correlation

The correlation between DOX and EFV is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DOX vs. EFV - Dividend Comparison

DOX's dividend yield for the trailing twelve months is around 3.29%, less than EFV's 4.00% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DOX Amdocs Limited	3.29%	2.62%	2.25%	1.98%	1.74%	1.92%	1.85%	1.58%	1.71%	1.34%	1.34%	1.25%
EFV iShares MSCI EAFE Value ETF	4.00%	4.16%	4.66%	4.36%	4.17%	4.07%	2.42%	4.62%	4.56%	3.56%	3.28%	3.59%

Drawdowns

DOX vs. EFV - Drawdown Comparison

The maximum DOX drawdown since its inception was -93.37%, which is greater than EFV's maximum drawdown of -63.94%. Use the drawdown chart below to compare losses from any high point for DOX and EFV.

Drawdown Indicators

	DOX	EFV	Difference
Max Drawdown Largest peak-to-trough decline	-93.37%	-63.94%	-29.43%
Max Drawdown (1Y) Largest decline over 1 year	-31.02%	-11.29%	-19.73%
Max Drawdown (5Y) Largest decline over 5 years	-31.77%	-25.84%	-5.93%
Max Drawdown (10Y) Largest decline over 10 years	-39.36%	-43.16%	+3.80%
Current Drawdown Current decline from peak	-29.47%	-6.99%	-22.48%
Average Drawdown Average peak-to-trough decline	-41.90%	-14.93%	-26.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.76%	2.90%	+10.86%

Volatility

DOX vs. EFV - Volatility Comparison

The current volatility for Amdocs Limited (DOX) is 6.86%, while iShares MSCI EAFE Value ETF (EFV) has a volatility of 7.24%. This indicates that DOX 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.

Volatility by Period

	DOX	EFV	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.86%	7.24%	-0.38%
Volatility (6M) Calculated over the trailing 6-month period	19.62%	10.47%	+9.15%
Volatility (1Y) Calculated over the trailing 1-year period	25.49%	16.95%	+8.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.23%	15.85%	+4.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.11%	17.87%	+3.24%