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EFAX vs. IFLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EFAX vs. IFLO

Last updated Jun 26, 2026

EFAX (SPDR MSCI EAFE Fossil Fuel Free ETF) and IFLO (VictoryShares International Free Cash Flow ETF) are both Foreign Large Cap Equities funds. Over the past year, EFAX returned 20.04% vs 32.28% for IFLO. Their correlation of 0.86 suggests significant overlap in exposure. EFAX charges 0.20%/yr vs 0.56%/yr for IFLO.

Performance

EFAX vs. IFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI EAFE Fossil Fuel Free ETF (EFAX) and VictoryShares International Free Cash Flow ETF (IFLO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EFAX achieves a 8.19% return, which is significantly lower than IFLO's 16.93% return.

EFAX

1D
1.07%
1M
0.36%
YTD
8.19%
6M
7.77%
1Y
20.04%
3Y*
16.79%
5Y*
7.97%
10Y*
—

IFLO

1D
0.43%
1M
-1.62%
YTD
16.93%
6M
16.46%
1Y
32.28%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EFAX vs. IFLO - Yearly Performance Comparison

2026 (YTD)2025
EFAX
SPDR MSCI EAFE Fossil Fuel Free ETF		8.19%10.95%
IFLO
VictoryShares International Free Cash Flow ETF		16.93%13.12%

Correlation

The correlation between EFAX and IFLO is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.86

EFAX vs. IFLO - Sectors Allocation Comparison

Sectors
EFAX
IFLO

Financial Services

18.6%
1.1%

Technology

13.0%
21.5%

Industrials

9.2%
18.1%

Healthcare

8.6%
11.7%

Consumer Cyclical

6.0%
13.8%

Basic Materials

4.2%
11.3%

Consumer Defensive

3.8%
2.8%

Communication Services

3.3%
6.7%

Energy

1.5%
12.1%

Real Estate

1.5%
0.0%

Utilities

1.1%
1.0%

Financial Services

EFAX
18.6%
IFLO
1.1%

Technology

EFAX
13.0%
IFLO
21.5%

Industrials

EFAX
9.2%
IFLO
18.1%

Healthcare

EFAX
8.6%
IFLO
11.7%

Consumer Cyclical

EFAX
6.0%
IFLO
13.8%

Basic Materials

EFAX
4.2%
IFLO
11.3%

Consumer Defensive

EFAX
3.8%
IFLO
2.8%

Communication Services

EFAX
3.3%
IFLO
6.7%

Energy

EFAX
1.5%
IFLO
12.1%

Real Estate

EFAX
1.5%
IFLO
0.0%

Utilities

EFAX
1.1%
IFLO
1.0%

Compare stocks, funds, or ETFs

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

SPDR MSCI EAFE Fossil Fuel Free ETF

VictoryShares International Free Cash Flow ETF

Often compared with EFAX:
EFAX vs. SPYEFAX vs. VSGXEFAX vs. SPYXEFAX vs. EFAVEFAX vs. VXUSEFAX vs. BBINEFAX vs. VEU
Often compared with IFLO:
IFLO vs. ABIIFLO vs. GLOWIFLO vs. EFASIFLO vs. CFAIFLO vs. CFOIFLO vs. FDTIFLO vs. AVDV

Return for Risk

EFAX vs. IFLO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EFAX
EFAX Risk / Return Rank: 3939
Overall Rank
EFAX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
EFAX Sortino Ratio Rank: 3838
Sortino Ratio Rank
EFAX Omega Ratio Rank: 3838
Omega Ratio Rank
EFAX Calmar Ratio Rank: 3636
Calmar Ratio Rank
EFAX Martin Ratio Rank: 4242
Martin Ratio Rank
IFLO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

EFAX vs. IFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI EAFE Fossil Fuel Free ETF (EFAX) and VictoryShares International Free Cash Flow ETF (IFLO). 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.

EFAXIFLODifference
Sharpe ratioReturn per unit of total volatility
1.24

—

—

Sortino ratioReturn per unit of downside risk
1.82

—

—

Omega ratioGain probability vs. loss probability

1.23

—

—

Calmar ratioReturn relative to maximum drawdown

1.63

—

—

Martin ratioReturn relative to average drawdown

5.98

—

—

EFAX vs. IFLO - Sharpe Ratio Comparison

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Drawdowns

EFAX vs. IFLO - Drawdown Comparison

The maximum EFAX drawdown since its inception was -32.53%, which is greater than IFLO's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for EFAX and IFLO.

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Drawdown Indicators

EFAXIFLODifference

Max Drawdown

Largest peak-to-trough decline

-32.53%

-6.44%

-26.09%

Max Drawdown (1Y)

Largest decline over 1 year

-12.38%

-6.44%

-5.94%

Max Drawdown (3Y)

Largest decline over 3 years

-13.52%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-31.67%

—

—

Current Drawdown

Current decline from peak

-1.32%

-3.37%

+2.05%

Average Drawdown

Average peak-to-trough decline

-6.93%

-1.25%

-5.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

—

—

Volatility

EFAX vs. IFLO - Volatility Comparison

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Volatility by Period

EFAXIFLODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

13.96%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

16.22%

14.75%

+1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.78%

14.75%

+2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.13%

14.75%

+2.38%

EFAX vs. IFLO - Expense Ratio Comparison

EFAX has a 0.20% expense ratio, which is lower than IFLO's 0.56% expense ratio.

Dividends

EFAX vs. IFLO - Dividend Comparison

EFAX's dividend yield for the trailing twelve months is around 3.17%, more than IFLO's 1.51% yield.

PositionTTM2025202420232022202120202019201820172016
EFAX
SPDR MSCI EAFE Fossil Fuel Free ETF		3.17%3.31%2.74%2.71%2.81%2.58%1.69%2.71%3.05%2.89%0.26%
IFLO
VictoryShares International Free Cash Flow ETF		1.51%0.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

EFAX and IFLO have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On 1-year performance, IFLO leads with 32.28% vs 20.04% for EFAX. On fees, EFAX is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IFLO has performed better with a 32.28% return vs 20.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EFAX is cheaper with a 0.20% expense ratio, compared with 0.56% for IFLO.

EFAX has the higher dividend yield at 3.17%, compared with 1.51% for IFLO.

They also come from different issuers: State Street and VictoryShares. Their fees differ too: 0.20% for EFAX and 0.56% for IFLO.

Portfolio Optimizer

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