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EFAX vs. EFAV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EFAX and EFAV is 0.68, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

EFAX vs. EFAV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI EAFE Fossil Fuel Free ETF (EFAX) and iShares Edge MSCI Min Vol EAFE ETF (EFAV). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%NovemberDecember2025FebruaryMarchApril
83.00%
60.64%
EFAX
EFAV

Key characteristics

Sharpe Ratio

EFAX:

0.75

EFAV:

1.65

Sortino Ratio

EFAX:

1.17

EFAV:

2.25

Omega Ratio

EFAX:

1.16

EFAV:

1.31

Calmar Ratio

EFAX:

0.99

EFAV:

2.29

Martin Ratio

EFAX:

2.96

EFAV:

5.68

Ulcer Index

EFAX:

4.52%

EFAV:

3.49%

Daily Std Dev

EFAX:

17.77%

EFAV:

12.05%

Max Drawdown

EFAX:

-32.53%

EFAV:

-27.56%

Current Drawdown

EFAX:

-0.20%

EFAV:

-0.39%

Returns By Period

In the year-to-date period, EFAX achieves a 11.86% return, which is significantly lower than EFAV's 14.62% return.


EFAX

YTD

11.86%

1M

2.13%

6M

7.58%

1Y

14.44%

5Y*

11.67%

10Y*

N/A

EFAV

YTD

14.62%

1M

4.35%

6M

10.62%

1Y

20.77%

5Y*

7.59%

10Y*

4.58%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EFAX vs. EFAV - Expense Ratio Comparison

Both EFAX and EFAV have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for EFAX: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EFAX: 0.20%
Expense ratio chart for EFAV: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EFAV: 0.20%

Risk-Adjusted Performance

EFAX vs. EFAV — Risk-Adjusted Performance Rank

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

EFAX
The Risk-Adjusted Performance Rank of EFAX is 7474
Overall Rank
The Sharpe Ratio Rank of EFAX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of EFAX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of EFAX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of EFAX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of EFAX is 7272
Martin Ratio Rank

EFAV
The Risk-Adjusted Performance Rank of EFAV is 9191
Overall Rank
The Sharpe Ratio Rank of EFAV is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of EFAV is 9191
Sortino Ratio Rank
The Omega Ratio Rank of EFAV is 9191
Omega Ratio Rank
The Calmar Ratio Rank of EFAV is 9494
Calmar Ratio Rank
The Martin Ratio Rank of EFAV is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EFAX vs. EFAV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI EAFE Fossil Fuel Free ETF (EFAX) and iShares Edge MSCI Min Vol EAFE 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.


The chart of Sharpe ratio for EFAX, currently valued at 0.75, compared to the broader market-1.000.001.002.003.004.00
EFAX: 0.75
EFAV: 1.65
The chart of Sortino ratio for EFAX, currently valued at 1.17, compared to the broader market-2.000.002.004.006.008.00
EFAX: 1.17
EFAV: 2.25
The chart of Omega ratio for EFAX, currently valued at 1.16, compared to the broader market0.501.001.502.002.50
EFAX: 1.16
EFAV: 1.31
The chart of Calmar ratio for EFAX, currently valued at 0.99, compared to the broader market0.002.004.006.008.0010.0012.00
EFAX: 0.99
EFAV: 2.29
The chart of Martin ratio for EFAX, currently valued at 2.96, compared to the broader market0.0020.0040.0060.00
EFAX: 2.96
EFAV: 5.68

The current EFAX Sharpe Ratio is 0.75, which is lower than the EFAV Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of EFAX and EFAV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.75
1.65
EFAX
EFAV

Dividends

EFAX vs. EFAV - Dividend Comparison

EFAX's dividend yield for the trailing twelve months is around 2.45%, less than EFAV's 2.82% yield.


TTM20242023202220212020201920182017201620152014
EFAX
SPDR MSCI EAFE Fossil Fuel Free ETF
2.45%2.74%2.71%2.81%2.58%1.69%2.71%3.05%2.89%0.26%0.00%0.00%
EFAV
iShares Edge MSCI Min Vol EAFE ETF
2.82%3.24%3.07%2.53%2.47%1.33%4.19%3.34%2.45%3.94%2.49%3.57%

Drawdowns

EFAX vs. EFAV - Drawdown Comparison

The maximum EFAX drawdown since its inception was -32.53%, which is greater than EFAV's maximum drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for EFAX and EFAV. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.20%
-0.39%
EFAX
EFAV

Volatility

EFAX vs. EFAV - Volatility Comparison

SPDR MSCI EAFE Fossil Fuel Free ETF (EFAX) has a higher volatility of 12.01% compared to iShares Edge MSCI Min Vol EAFE ETF (EFAV) at 7.34%. This indicates that EFAX's price experiences larger fluctuations and is considered to be riskier than EFAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.01%
7.34%
EFAX
EFAV