PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
EFV vs. AVDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EFV vs. AVDV

Last updated Jun 18, 2026

EFV (iShares MSCI EAFE Value ETF) and AVDV (Avantis International Small Cap Value ETF) are both exchange-traded funds - EFV is a Foreign Large Cap Equities fund tracking the MSCI EAFE Value Index (Net), while AVDV is a Foreign Small & Mid Cap Equities fund actively managed by Avantis. EFV is passively managed, while AVDV is actively managed. Over the past 5 years, EFV returned 13.24%/yr vs 14.77%/yr for AVDV. Their correlation of 0.92 suggests significant overlap in exposure. EFV charges 0.31%/yr vs 0.36%/yr for AVDV.

Performance

EFV vs. AVDV - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, EFV achieves a 10.38% return, which is significantly lower than AVDV's 15.44% return.

EFV

1D
-0.81%
1M
0.81%
YTD
10.38%
6M
12.23%
1Y
30.17%
3Y*
21.13%
5Y*
13.24%
10Y*
10.27%

AVDV

1D
-0.94%
1M
0.02%
YTD
15.44%
6M
18.41%
1Y
43.14%
3Y*
26.64%
5Y*
14.77%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EFV vs. AVDV - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
EFV
iShares MSCI EAFE Value ETF		10.38%42.22%5.35%18.85%-5.22%11.08%-2.97%7.77%
AVDV
Avantis International Small Cap Value ETF		15.44%49.37%8.67%16.85%-11.47%15.80%5.01%11.78%

Correlation

The correlation between EFV and AVDV 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 (1Y)
Calculated over the trailing 1-year period

0.86

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

0.92

The correlation between EFV and AVDV has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

EFV vs. AVDV - Sectors Allocation Comparison

Sectors
EFV
AVDV

Financial Services

37.7%
13.6%

Industrials

10.4%
22.8%

Consumer Defensive

9.2%
3.4%

Healthcare

7.4%
2.3%

Energy

6.8%
9.6%

Basic Materials

6.4%
21.0%

Consumer Cyclical

6.1%
15.4%

Utilities

5.9%
1.7%

Communication Services

4.4%
2.4%

Technology

3.0%
6.6%

Real Estate

2.8%
1.3%

Financial Services

EFV
37.7%
AVDV
13.6%

Industrials

EFV
10.4%
AVDV
22.8%

Consumer Defensive

EFV
9.2%
AVDV
3.4%

Healthcare

EFV
7.4%
AVDV
2.3%

Energy

EFV
6.8%
AVDV
9.6%

Basic Materials

EFV
6.4%
AVDV
21.0%

Consumer Cyclical

EFV
6.1%
AVDV
15.4%

Utilities

EFV
5.9%
AVDV
1.7%

Communication Services

EFV
4.4%
AVDV
2.4%

Technology

EFV
3.0%
AVDV
6.6%

Real Estate

EFV
2.8%
AVDV
1.3%

Compare stocks, funds, or ETFs

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

iShares MSCI EAFE Value ETF

Avantis International Small Cap Value ETF

Often compared with EFV:
EFV vs. VEAEFV vs. EFAVEFV vs. DFIVXEFV vs. FIVAEFV vs. VOOEFV vs. VTRIXEFV vs. SCHF
Often compared with AVDV:
AVDV vs. VXUSAVDV vs. AVDEAVDV vs. VSSAVDV vs. DISVXAVDV vs. AVDVXAVDV vs. ISVLAVDV vs. AVIV

Return for Risk

EFV vs. AVDV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EFV
EFV Risk / Return Rank: 6565
Overall Rank
EFV Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
EFV Sortino Ratio Rank: 6969
Sortino Ratio Rank
EFV Omega Ratio Rank: 6868
Omega Ratio Rank
EFV Calmar Ratio Rank: 6060
Calmar Ratio Rank
EFV Martin Ratio Rank: 6161
Martin Ratio Rank
AVDV
AVDV Risk / Return Rank: 8181
Overall Rank
AVDV Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
AVDV Sortino Ratio Rank: 8585
Sortino Ratio Rank
AVDV Omega Ratio Rank: 8585
Omega Ratio Rank
AVDV Calmar Ratio Rank: 7070
Calmar Ratio Rank
AVDV Martin Ratio Rank: 7474
Martin Ratio Rank
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.

EFV vs. AVDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Value ETF (EFV) and Avantis International Small Cap Value ETF (AVDV). 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.

EFVAVDVDifference
Sharpe ratioReturn per unit of total volatility
2.09
2.67

-0.57

Sortino ratioReturn per unit of downside risk
2.89
3.51

-0.61

Omega ratioGain probability vs. loss probability

1.38

1.48

-0.10

Calmar ratioReturn relative to maximum drawdown

2.78

3.29

-0.51

Martin ratioReturn relative to average drawdown

10.27

13.11

-2.84

EFV vs. AVDV - Sharpe Ratio Comparison

The current EFV Sharpe Ratio is 2.09, which is comparable to the AVDV Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of EFV and AVDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

EFV vs. AVDV - Drawdown Comparison

The maximum EFV drawdown since its inception was -63.94%, which is greater than AVDV's maximum drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for EFV and AVDV.

Loading charts...

Drawdown Indicators

EFVAVDVDifference

Max Drawdown

Largest peak-to-trough decline

-63.94%

-43.01%

-20.93%

Max Drawdown (1Y)

Largest decline over 1 year

-10.90%

-13.19%

+2.29%

Max Drawdown (3Y)

Largest decline over 3 years

-13.72%

-14.17%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-25.84%

-28.08%

+2.24%

Max Drawdown (10Y)

Largest decline over 10 years

-43.16%

—

—

Current Drawdown

Current decline from peak

-1.40%

-1.85%

+0.45%

Average Drawdown

Average peak-to-trough decline

-14.80%

-6.75%

-8.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

3.30%

-0.36%

Volatility

EFV vs. AVDV - Volatility Comparison

The current volatility for iShares MSCI EAFE Value ETF (EFV) is 4.32%, while Avantis International Small Cap Value ETF (AVDV) has a volatility of 6.07%. This indicates that EFV experiences smaller price fluctuations and is considered to be less risky than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

EFVAVDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

6.07%

-1.75%

Volatility (6M)

Calculated over the trailing 6-month period

11.96%

13.95%

-1.99%

Volatility (1Y)

Calculated over the trailing 1-year period

14.53%

16.28%

-1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.03%

17.41%

-1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.84%

19.76%

-1.92%

EFV vs. AVDV - Expense Ratio Comparison

EFV has a 0.31% expense ratio, which is lower than AVDV's 0.36% expense ratio.

Dividends

EFV vs. AVDV - Dividend Comparison

EFV's dividend yield for the trailing twelve months is around 4.76%, more than AVDV's 4.09% yield.

PositionTTM20252024202320222021202020192018201720162015
AVDV
Avantis International Small Cap Value ETF		4.09%3.05%4.31%3.29%3.17%2.39%1.67%0.36%0.00%0.00%0.00%0.00%
EFV
iShares MSCI EAFE Value ETF		4.76%4.16%4.66%4.36%4.17%4.07%2.42%4.62%4.56%3.56%3.28%3.59%

Frequently Asked Questions

EFV and AVDV 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.

AVDV has higher volatility (6.07%) compared to EFV (4.32%). In terms of maximum drawdown, EFV dropped -63.94% vs AVDV's -43.01%.

On 5-year performance, AVDV leads with 14.77% vs 13.24% for EFV. On fees, EFV is cheaper at 0.31% per year. On volatility, EFV has been the lower-risk option at 4.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AVDV has performed better with a 14.77% return vs 13.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EFV is cheaper with a 0.31% expense ratio, compared with 0.36% for AVDV.

EFV has the higher dividend yield at 4.76%, compared with 4.09% for AVDV.

EFV is categorized as Foreign Large Cap Equities, while AVDV is Foreign Small & Mid Cap Equities. They also come from different issuers: iShares and Avantis. Their fees differ too: 0.31% for EFV and 0.36% for AVDV.

AVDV currently has the higher Sharpe Ratio (2.67 vs 2.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for EFV and AVDV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer