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EFV vs. DFIVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EFV vs. DFIVX - Performance Comparison

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

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Returns By Period

In the year-to-date period, EFV achieves a 10.44% return, which is significantly lower than DFIVX's 11.82% return. Over the past 10 years, EFV has underperformed DFIVX with an annualized return of 10.72%, while DFIVX has yielded a comparatively higher 11.79% annualized return.


EFV

1D
0.23%
1M
0.27%
YTD
10.44%
6M
10.98%
1Y
30.78%
3Y*
22.39%
5Y*
13.04%
10Y*
10.72%

DFIVX

1D
0.06%
1M
-0.25%
YTD
11.82%
6M
12.10%
1Y
35.88%
3Y*
22.58%
5Y*
15.08%
10Y*
11.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EFV vs. DFIVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EFV
iShares MSCI EAFE Value ETF
10.44%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
11.82%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 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

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

0.96

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

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

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 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

EFV vs. DFIVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EFV
EFV Risk / Return Rank: 6464
Overall Rank
EFV Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
EFV Sortino Ratio Rank: 6767
Sortino Ratio Rank
EFV Omega Ratio Rank: 6767
Omega Ratio Rank
EFV Calmar Ratio Rank: 5959
Calmar Ratio Rank
EFV Martin Ratio Rank: 6060
Martin Ratio Rank

DFIVX
DFIVX Risk / Return Rank: 8080
Overall Rank
DFIVX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
DFIVX Sortino Ratio Rank: 7777
Sortino Ratio Rank
DFIVX Omega Ratio Rank: 7575
Omega Ratio Rank
DFIVX Calmar Ratio Rank: 8383
Calmar Ratio Rank
DFIVX Martin Ratio Rank: 8383
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. 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.


EFVDFIVXDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.38

1.44

-0.06

Calmar ratioReturn relative to maximum drawdown

2.84

3.69

-0.86

Martin ratioReturn relative to average drawdown

10.47

14.41

-3.93

EFV vs. DFIVX - Sharpe Ratio Comparison

The current EFV Sharpe Ratio is 2.14, which is comparable to the DFIVX Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of EFV and DFIVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


EFVDFIVXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.35%

-1.33%

-0.02%

Average Drawdown

Average peak-to-trough decline

-14.80%

-12.22%

-2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

2.45%

+0.50%

Volatility

EFV vs. DFIVX - Volatility Comparison

The current volatility for iShares MSCI EAFE Value ETF (EFV) is 4.04%, while DFA International Value Portfolio Institutional Class (DFIVX) has a volatility of 4.31%. This indicates that EFV experiences smaller price fluctuations and is considered to be less risky than DFIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EFVDFIVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

4.31%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

11.94%

11.38%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

14.47%

14.19%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.98%

16.31%

-0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.80%

17.99%

-0.19%

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 4.76%, more than DFIVX's 3.77% yield.


PositionTTM20252024202320222021202020192018201720162015
DFIVX
DFA International Value Portfolio Institutional Class
3.77%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
4.76%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


With a correlation of 0.96, 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 (4.31%) compared to EFV (4.04%). In terms of maximum drawdown, EFV dropped -63.94% vs DFIVX's -66.61%.

DFIVX currently has the higher Sharpe Ratio (2.49 vs 2.14), 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 DFIVX

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

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