EFAA vs. DODFX

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco MSCI EAFE Income Advantage ETF (EFAA) and Dodge & Cox International Stock Fund (DODFX).

EFAA is an actively managed fund by Invesco. It was launched on Jul 17, 2024. DODFX is managed by Dodge & Cox.

Performance

EFAA vs. DODFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco MSCI EAFE Income Advantage ETF (EFAA) and Dodge & Cox International Stock Fund (DODFX). The values are adjusted to include any dividend payments, if applicable.

EFAA vs. DODFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EFAA Invesco MSCI EAFE Income Advantage ETF	0.52%	25.80%	-3.30%
DODFX Dodge & Cox International Stock Fund	0.73%	38.77%	-4.06%

Returns By Period

In the year-to-date period, EFAA achieves a 0.52% return, which is significantly lower than DODFX's 0.73% return.

EFAA

• 1D: 0.87%
• 1M: -4.14%
• YTD: 0.52%
• 6M: 4.57%
• 1Y: 18.67%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DODFX

• 1D: 2.54%
• 1M: -7.11%
• YTD: 0.73%
• 6M: 5.33%
• 1Y: 27.03%
• 3Y*: 16.82%
• 5Y*: 10.14%
• 10Y*: 10.09%

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

EFAA vs. DODFX - Expense Ratio Comparison

EFAA has a 0.39% expense ratio, which is lower than DODFX's 0.62% expense ratio.

DODFX

Dodge & Cox International Stock Fund

EFAA

Invesco MSCI EAFE Income Advantage ETF

Return for Risk

EFAA vs. DODFX — Risk / Return Rank

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

EFAA

EFAA Risk / Return Rank: 70
EFAA Sharpe Ratio Rank: 72
EFAA Sortino Ratio Rank: 71
EFAA Omega Ratio Rank: 72
EFAA Calmar Ratio Rank: 69
EFAA Martin Ratio Rank: 68

DODFX

DODFX Risk / Return Rank: 86
DODFX Sharpe Ratio Rank: 88
DODFX Sortino Ratio Rank: 86
DODFX Omega Ratio Rank: 86
DODFX Calmar Ratio Rank: 87
DODFX Martin Ratio Rank: 84

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.

EFAA vs. DODFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI EAFE Income Advantage ETF (EFAA) and Dodge & Cox International Stock Fund (DODFX). 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.

	EFAA	DODFX	Difference
Sharpe ratio Return per unit of total volatility	1.33	1.82	-0.49
Sortino ratio Return per unit of downside risk	1.85	2.34	-0.49
Omega ratio Gain probability vs. loss probability	1.28	1.36	-0.09
Calmar ratio Return relative to maximum drawdown	1.85	2.31	-0.46
Martin ratio Return relative to average drawdown	7.36	8.74	-1.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EFAA vs. DODFX - Sharpe Ratio Comparison

The current EFAA Sharpe Ratio is 1.33, which is comparable to the DODFX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of EFAA and DODFX, 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

	EFAA	DODFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.33	1.82	-0.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.64	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.55	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.98	0.39	+0.58

Correlation

The correlation between EFAA and DODFX is 0.86, 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.

Dividends

EFAA vs. DODFX - Dividend Comparison

EFAA's dividend yield for the trailing twelve months is around 8.29%, more than DODFX's 5.02% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EFAA Invesco MSCI EAFE Income Advantage ETF	8.29%	7.94%	3.29%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DODFX Dodge & Cox International Stock Fund	5.02%	5.05%	2.25%	2.29%	2.23%	2.49%	4.21%	3.93%	2.93%	1.93%	3.66%	2.30%

Drawdowns

EFAA vs. DODFX - Drawdown Comparison

The maximum EFAA drawdown since its inception was -11.97%, smaller than the maximum DODFX drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for EFAA and DODFX.

Drawdown Indicators

	EFAA	DODFX	Difference
Max Drawdown Largest peak-to-trough decline	-11.97%	-63.23%	+51.26%
Max Drawdown (1Y) Largest decline over 1 year	-10.14%	-11.42%	+1.28%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.52%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-44.61%	—
Current Drawdown Current decline from peak	-6.06%	-8.60%	+2.54%
Average Drawdown Average peak-to-trough decline	-1.98%	-11.72%	+9.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.55%	3.02%	-0.47%

Volatility

EFAA vs. DODFX - Volatility Comparison

The current volatility for Invesco MSCI EAFE Income Advantage ETF (EFAA) is 6.44%, while Dodge & Cox International Stock Fund (DODFX) has a volatility of 7.14%. This indicates that EFAA experiences smaller price fluctuations and is considered to be less risky than DODFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EFAA	DODFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.44%	7.14%	-0.70%
Volatility (6M) Calculated over the trailing 6-month period	9.04%	10.03%	-0.99%
Volatility (1Y) Calculated over the trailing 1-year period	14.10%	15.17%	-1.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.91%	15.81%	-2.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.91%	18.25%	-5.34%