EFV vs. DOX
Compare and contrast key facts about iShares MSCI EAFE Value ETF (EFV) and Amdocs Limited (DOX).
EFV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Value Index. It was launched on Aug 1, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFV or DOX.
Correlation
The correlation between EFV and DOX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EFV vs. DOX - Performance Comparison
Key characteristics
EFV:
1.05
DOX:
0.08
EFV:
1.51
DOX:
0.25
EFV:
1.21
DOX:
1.03
EFV:
1.28
DOX:
0.07
EFV:
4.28
DOX:
0.27
EFV:
4.11%
DOX:
6.16%
EFV:
16.82%
DOX:
20.35%
EFV:
-63.94%
DOX:
-93.37%
EFV:
-0.35%
DOX:
-9.58%
Returns By Period
In the year-to-date period, EFV achieves a 15.34% return, which is significantly higher than DOX's 1.61% return. Over the past 10 years, EFV has underperformed DOX with an annualized return of 4.71%, while DOX has yielded a comparatively higher 6.42% annualized return.
EFV
15.34%
1.17%
11.44%
18.38%
15.38%
4.71%
DOX
1.61%
-5.94%
-2.10%
2.77%
9.12%
6.42%
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Risk-Adjusted Performance
EFV vs. DOX — Risk-Adjusted Performance Rank
EFV
DOX
EFV vs. DOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Value ETF (EFV) and Amdocs Limited (DOX). 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.
Dividends
EFV vs. DOX - Dividend Comparison
EFV's dividend yield for the trailing twelve months is around 4.04%, more than DOX's 2.28% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFV iShares MSCI EAFE Value ETF | 4.04% | 4.67% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.27% | 3.59% | 4.87% |
DOX Amdocs Limited | 2.28% | 2.25% | 1.98% | 2.17% | 1.92% | 1.85% | 1.58% | 1.71% | 1.34% | 1.34% | 1.25% | 1.33% |
Drawdowns
EFV vs. DOX - Drawdown Comparison
The maximum EFV drawdown since its inception was -63.94%, smaller than the maximum DOX drawdown of -93.37%. Use the drawdown chart below to compare losses from any high point for EFV and DOX. For additional features, visit the drawdowns tool.
Volatility
EFV vs. DOX - Volatility Comparison
iShares MSCI EAFE Value ETF (EFV) has a higher volatility of 11.34% compared to Amdocs Limited (DOX) at 10.75%. This indicates that EFV's price experiences larger fluctuations and is considered to be riskier than DOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.