EFV vs. BALCX
EFV (iShares MSCI EAFE Value ETF) and BALCX (American Funds American Balanced Fund Class C) are both funds - EFV is a Foreign Large Cap Equities fund tracking the MSCI EAFE Value Index, while BALCX is a Diversified Portfolio fund managed by American Funds. Over the past 10 years, EFV returned 9.75%/yr vs 9.35%/yr for BALCX. Their correlation of 0.80 suggests significant overlap in exposure. EFV charges 0.39%/yr vs 1.31%/yr for BALCX.
Performance
EFV vs. BALCX - Performance Comparison
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Returns By Period
In the year-to-date period, EFV achieves a 9.13% return, which is significantly lower than BALCX's 9.64% return. Both investments have delivered pretty close results over the past 10 years, with EFV having a 9.75% annualized return and BALCX not far behind at 9.35%.
EFV
- 1D
- -0.78%
- 1M
- 2.26%
- YTD
- 9.13%
- 6M
- 12.94%
- 1Y
- 27.83%
- 3Y*
- 21.99%
- 5Y*
- 12.07%
- 10Y*
- 9.75%
BALCX
- 1D
- 0.25%
- 1M
- 3.91%
- YTD
- 9.64%
- 6M
- 10.20%
- 1Y
- 24.04%
- 3Y*
- 16.71%
- 5Y*
- 8.93%
- 10Y*
- 9.35%
EFV vs. BALCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFV iShares MSCI EAFE Value ETF | 9.13% | 42.22% | 5.35% | 18.85% | -5.22% | 11.08% | -2.97% | 15.80% | -14.67% | 21.22% |
BALCX American Funds American Balanced Fund Class C | 9.64% | 17.58% | 14.00% | 12.97% | -12.77% | 14.87% | 10.06% | 17.66% | -4.09% | 14.02% |
Correlation
The correlation between EFV and BALCX is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2005 | 0.80 |
The correlation between EFV and BALCX shifts across timeframes, from 0.65 (3 years) to 0.80 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EFV vs. BALCX — Risk / Return Rank
EFV
BALCX
EFV vs. BALCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Value ETF (EFV) and American Funds American Balanced Fund Class C (BALCX). 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.
| EFV | BALCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.54 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 3.49 | -0.92 |
| Martin ratioReturn relative to average drawdown | 9.57 | 15.67 | -6.09 |
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
| EFV | BALCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | 2.84 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.86 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.88 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.62 | -0.35 |
Drawdowns
EFV vs. BALCX - Drawdown Comparison
The maximum EFV drawdown since its inception was -63.94%, which is greater than BALCX's maximum drawdown of -40.88%. Use the drawdown chart below to compare losses from any high point for EFV and BALCX.
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Drawdown Indicators
| EFV | BALCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.94% | -40.88% | -23.06% |
Max Drawdown (1Y)Largest decline over 1 year | -10.90% | -7.08% | -3.82% |
Max Drawdown (3Y)Largest decline over 3 years | -13.72% | -10.77% | -2.95% |
Max Drawdown (5Y)Largest decline over 5 years | -25.84% | -19.22% | -6.62% |
Max Drawdown (10Y)Largest decline over 10 years | -43.16% | -22.38% | -20.78% |
Current DrawdownCurrent decline from peak | -2.51% | 0.00% | -2.51% |
Average DrawdownAverage peak-to-trough decline | -14.83% | -4.46% | -10.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 1.57% | +1.34% |
Volatility
EFV vs. BALCX - Volatility Comparison
iShares MSCI EAFE Value ETF (EFV) has a higher volatility of 4.52% compared to American Funds American Balanced Fund Class C (BALCX) at 2.66%. This indicates that EFV's price experiences larger fluctuations and is considered to be riskier than BALCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFV | BALCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 2.66% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 11.56% | 6.86% | +4.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.21% | 8.71% | +5.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.96% | 10.48% | +5.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.86% | 10.67% | +7.19% |
EFV vs. BALCX - Expense Ratio Comparison
EFV has a 0.39% expense ratio, which is lower than BALCX's 1.31% expense ratio.
Dividends
EFV vs. BALCX - Dividend Comparison
EFV's dividend yield for the trailing twelve months is around 3.81%, less than BALCX's 6.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BALCX American Funds American Balanced Fund Class C | 6.93% | 7.61% | 6.37% | 1.54% | 1.53% | 3.60% | 3.68% | 2.79% | 4.67% | 4.17% | 3.51% | 4.81% |
EFV iShares MSCI EAFE Value ETF | 3.81% | 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 BALCX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EFV has higher volatility (4.52%) compared to BALCX (2.66%). In terms of maximum drawdown, EFV dropped -63.94% vs BALCX's -40.88%.
BALCX currently has the higher Sharpe Ratio (2.84 vs 1.97), 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.
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