EFAX vs. VIDI
Compare and contrast key facts about SPDR MSCI EAFE Fossil Fuel Free ETF (EFAX) and Vident International Equity Fund (VIDI).
EFAX and VIDI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFAX is a passively managed fund by State Street that tracks the performance of the MSCI EAFE ex Fossil Fuels Index. It was launched on Oct 24, 2016. VIDI is a passively managed fund by Vident that tracks the performance of the Vident International Equity Index. It was launched on Oct 29, 2013. Both EFAX and VIDI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EFAX vs. VIDI - Performance Comparison
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EFAX vs. VIDI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFAX SPDR MSCI EAFE Fossil Fuel Free ETF | 0.38% | 31.30% | 4.78% | 18.02% | -16.72% | 10.50% | 9.57% | 23.52% | -14.78% | 23.93% |
VIDI Vident International Equity Fund | 8.20% | 41.83% | 6.03% | 18.92% | -13.83% | 11.93% | 1.18% | 15.84% | -17.65% | 33.56% |
Returns By Period
In the year-to-date period, EFAX achieves a 0.38% return, which is significantly lower than VIDI's 8.20% return.
EFAX
- 1D
- 1.80%
- 1M
- -5.24%
- YTD
- 0.38%
- 6M
- 3.88%
- 1Y
- 21.97%
- 3Y*
- 14.38%
- 5Y*
- 7.47%
- 10Y*
- —
VIDI
- 1D
- 0.80%
- 1M
- -4.59%
- YTD
- 8.20%
- 6M
- 15.18%
- 1Y
- 45.72%
- 3Y*
- 22.22%
- 5Y*
- 10.90%
- 10Y*
- 9.55%
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EFAX vs. VIDI - Expense Ratio Comparison
EFAX has a 0.20% expense ratio, which is lower than VIDI's 0.59% expense ratio.
Return for Risk
EFAX vs. VIDI — Risk / Return Rank
EFAX
VIDI
EFAX vs. VIDI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI EAFE Fossil Fuel Free ETF (EFAX) and Vident International Equity Fund (VIDI). 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.
| EFAX | VIDI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 2.67 | -1.45 |
Sortino ratioReturn per unit of downside risk | 1.76 | 3.39 | -1.63 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.54 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 3.73 | -1.94 |
Martin ratioReturn relative to average drawdown | 6.97 | 16.32 | -9.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EFAX | VIDI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 2.67 | -1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.69 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.38 | +0.12 |
Correlation
The correlation between EFAX and VIDI is 0.80, 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
EFAX vs. VIDI - Dividend Comparison
EFAX's dividend yield for the trailing twelve months is around 3.29%, less than VIDI's 4.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFAX SPDR MSCI EAFE Fossil Fuel Free ETF | 3.29% | 3.31% | 2.74% | 2.71% | 2.81% | 2.58% | 1.69% | 2.71% | 3.05% | 2.89% | 0.26% | 0.00% |
VIDI Vident International Equity Fund | 4.10% | 4.26% | 4.93% | 4.14% | 5.85% | 4.62% | 2.51% | 3.35% | 2.80% | 2.21% | 1.92% | 2.25% |
Drawdowns
EFAX vs. VIDI - Drawdown Comparison
The maximum EFAX drawdown since its inception was -32.53%, smaller than the maximum VIDI drawdown of -48.39%. Use the drawdown chart below to compare losses from any high point for EFAX and VIDI.
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Drawdown Indicators
| EFAX | VIDI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.53% | -48.39% | +15.86% |
Max Drawdown (1Y)Largest decline over 1 year | -12.38% | -12.48% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -31.67% | -30.00% | -1.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.39% | — |
Current DrawdownCurrent decline from peak | -7.59% | -6.20% | -1.39% |
Average DrawdownAverage peak-to-trough decline | -7.03% | -10.51% | +3.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 2.85% | +0.33% |
Volatility
EFAX vs. VIDI - Volatility Comparison
SPDR MSCI EAFE Fossil Fuel Free ETF (EFAX) has a higher volatility of 7.86% compared to Vident International Equity Fund (VIDI) at 7.06%. This indicates that EFAX's price experiences larger fluctuations and is considered to be riskier than VIDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFAX | VIDI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.86% | 7.06% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 11.47% | 11.16% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 17.24% | +0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.44% | 15.83% | +0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.05% | 17.99% | -0.94% |