EFV vs. DFIVX
EFV (iShares MSCI EAFE Value ETF) and DFIVX (DFA International Value Portfolio Institutional Class) are both Foreign Large Cap Equities funds. EFV is passively managed, while DFIVX is actively managed. Over the past 10 years, EFV returned 10.63%/yr vs 12.30%/yr for DFIVX. Their 0.96 correlation means they have historically moved very closely together. EFV charges 0.31%/yr vs 0.28%/yr for DFIVX.
Performance
EFV vs. DFIVX - Performance Comparison
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Returns By Period
In the year-to-date period, EFV achieves a 16.27% return, which is significantly lower than DFIVX's 17.19% return. Over the past 10 years, EFV has underperformed DFIVX with an annualized return of 10.63%, while DFIVX has yielded a comparatively higher 12.30% annualized return.
EFV
- 1D
- -0.53%
- 1M
- 3.89%
- 6M
- 10.21%
- YTD
- 16.27%
- 1Y
- 34.23%
- 3Y*
- 22.38%
- 5Y*
- 14.42%
- 10Y*
- 10.63%
- ALL TIME*
- 6.14%
DFIVX
- 1D
- 2.64%
- 1M
- 4.98%
- 6M
- 10.51%
- YTD
- 17.19%
- 1Y
- 38.36%
- 3Y*
- 22.87%
- 5Y*
- 16.24%
- 10Y*
- 12.30%
- ALL TIME*
- 7.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $244.79M | $363.40M | $390.92M |
EFV vs. DFIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFV iShares MSCI EAFE Value ETF | 16.27% | 42.22% | 5.35% | 18.85% | -5.22% | 11.08% | -2.97% | 15.80% | -14.67% | 21.22% |
DFIVX DFA International Value Portfolio Institutional Class | 17.19% | 45.24% | 6.87% | 17.83% | -3.51% | 18.57% | -2.13% | 15.68% | -17.49% | 26.08% |
Correlation
The correlation between EFV and DFIVX is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2005 | 0.96 |
The correlation between EFV and DFIVX has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
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Return for Risk
EFV vs. DFIVX — Risk / Return Rank
EFV
DFIVX
EFV vs. DFIVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Value ETF (EFV) and DFA International Value Portfolio Institutional Class (DFIVX). 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.
| EFV | DFIVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.47 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 3.91 | -0.77 |
| Martin ratioReturn relative to average drawdown | 11.73 | 15.31 | -3.58 |
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Drawdowns
EFV vs. DFIVX - Drawdown Comparison
The maximum EFV drawdown since its inception was -63.94%, roughly equal to the maximum DFIVX drawdown of -66.61%. Use the drawdown chart below to compare losses from any high point for EFV and DFIVX.
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Drawdown Indicators
| EFV | DFIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.94% | -66.61% | +2.67% |
Max Drawdown (1Y)Largest decline over 1 year | -10.90% | -9.58% | -1.32% |
Max Drawdown (3Y)Largest decline over 3 years | -13.72% | -14.39% | +0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -25.84% | -25.29% | -0.55% |
Max Drawdown (10Y)Largest decline over 10 years | -43.16% | -48.11% | +4.95% |
Current DrawdownCurrent decline from peak | -0.53% | 0.00% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -14.72% | -12.19% | -2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.44% | +0.47% |
Volatility
EFV vs. DFIVX - Volatility Comparison
iShares MSCI EAFE Value ETF (EFV) and DFA International Value Portfolio Institutional Class (DFIVX) have volatilities of 4.20% and 4.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFV | DFIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 4.27% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 12.23% | 11.77% | +0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.38% | 14.29% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.94% | 16.26% | -0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 17.68% | -0.22% |
EFV vs. DFIVX - Expense Ratio Comparison
EFV has a 0.31% expense ratio, which is higher than DFIVX's 0.28% expense ratio.
Dividends
EFV vs. DFIVX - Dividend Comparison
EFV's dividend yield for the trailing twelve months is around 4.52%, more than DFIVX's 3.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio Institutional Class | 3.62% | 4.21% | 3.94% | 4.40% | 3.78% | 4.37% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% |
EFV iShares MSCI EAFE Value ETF | 4.52% | 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
With a correlation of 0.95, EFV and DFIVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
DFIVX has higher volatility (4.27%) compared to EFV (4.20%). In terms of maximum drawdown, EFV dropped -63.94% vs DFIVX's -66.61%.
DFIVX currently has the higher Sharpe Ratio (2.64 vs 2.38), 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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