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EFV vs. FID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EFV vs. FID

Last updated Jun 4, 2026

EFV (iShares MSCI EAFE Value ETF) and FID (First Trust S&P International Dividend Aristocrats ETF) are both Foreign Large Cap Equities funds - EFV tracks the MSCI EAFE Value Index while FID tracks the S&P International Dividend Aristocrats Index. Both are passively managed. Over the past 5 years, EFV returned 12.07%/yr vs 7.74%/yr for FID. Their correlation of 0.80 suggests significant overlap in exposure. EFV charges 0.39%/yr vs 0.60%/yr for FID.

Performance

EFV vs. FID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE Value ETF (EFV) and First Trust S&P International Dividend Aristocrats ETF (FID). 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 9.13% return, which is significantly higher than FID's 8.56% return.

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%

FID

1D
-1.11%
1M
2.56%
YTD
8.56%
6M
10.95%
1Y
23.28%
3Y*
17.43%
5Y*
7.74%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EFV vs. FID - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
EFV
iShares MSCI EAFE Value ETF		9.13%42.22%5.35%18.85%-5.22%11.08%-2.97%15.80%-11.57%
FID
First Trust S&P International Dividend Aristocrats ETF		8.56%32.07%5.42%9.92%-9.69%12.90%-7.56%20.82%-8.00%

Correlation

The correlation between EFV and FID is 0.84, 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

0.84

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

0.85

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

0.84

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2018

0.80

The correlation between EFV and FID has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.

EFV vs. FID - Sectors Allocation Comparison

Sectors
EFV
FID

Financial Services

36.9%
20.8%

Industrials

10.2%
13.5%

Consumer Defensive

8.3%
3.7%

Basic Materials

7.5%
4.3%

Healthcare

7.2%
3.5%

Energy

7.0%
8.0%

Utilities

5.9%
17.4%

Consumer Cyclical

4.8%
4.0%

Communication Services

4.4%
11.5%

Technology

4.3%
4.1%

Real Estate

2.5%
9.4%

Financial Services

EFV
36.9%
FID
20.8%

Industrials

EFV
10.2%
FID
13.5%

Consumer Defensive

EFV
8.3%
FID
3.7%

Basic Materials

EFV
7.5%
FID
4.3%

Healthcare

EFV
7.2%
FID
3.5%

Energy

EFV
7.0%
FID
8.0%

Utilities

EFV
5.9%
FID
17.4%

Consumer Cyclical

EFV
4.8%
FID
4.0%

Communication Services

EFV
4.4%
FID
11.5%

Technology

EFV
4.3%
FID
4.1%

Real Estate

EFV
2.5%
FID
9.4%

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

First Trust S&P International Dividend Aristocrats ETF

Often compared with EFV:
EFV vs. VEAEFV vs. EFAVEFV vs. DFIVXEFV vs. FIVAEFV vs. VOOEFV vs. SCHFEFV vs. VTRIX
Often compared with FID:
FID vs. EFAVFID vs. IGROFID vs. KNGFID vs. VIGFID vs. VIGIFID vs. BRK-BFID vs. FDFIX

Return for Risk

EFV vs. FID — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EFV
EFV Risk / Return Rank: 5555
Overall Rank
EFV Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
EFV Sortino Ratio Rank: 5656
Sortino Ratio Rank
EFV Omega Ratio Rank: 5757
Omega Ratio Rank
EFV Calmar Ratio Rank: 5151
Calmar Ratio Rank
EFV Martin Ratio Rank: 5555
Martin Ratio Rank
FID
FID Risk / Return Rank: 6262
Overall Rank
FID Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FID Sortino Ratio Rank: 7171
Sortino Ratio Rank
FID Omega Ratio Rank: 6767
Omega Ratio Rank
FID Calmar Ratio Rank: 5353
Calmar Ratio Rank
FID Martin Ratio Rank: 5353
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. FID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Value ETF (EFV) and First Trust S&P International Dividend Aristocrats ETF (FID). 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.

EFVFIDDifference
Sharpe ratioReturn per unit of total volatility
1.97
2.30

-0.33

Sortino ratioReturn per unit of downside risk
2.73
3.26

-0.54

Omega ratioGain probability vs. loss probability

1.36

1.41

-0.05

Calmar ratioReturn relative to maximum drawdown

2.57

2.62

-0.05

Martin ratioReturn relative to average drawdown

9.57

9.14

+0.43

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EFV vs. FID - Sharpe Ratio Comparison

The current EFV Sharpe Ratio is 1.97, which is comparable to the FID Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of EFV and FID, 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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Sharpe Ratios by Period

EFVFIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

2.30

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.46

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.39

-0.13

Drawdowns

EFV vs. FID - Drawdown Comparison

The maximum EFV drawdown since its inception was -63.94%, which is greater than FID's maximum drawdown of -39.79%. Use the drawdown chart below to compare losses from any high point for EFV and FID.

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Drawdown Indicators

EFVFIDDifference

Max Drawdown

Largest peak-to-trough decline

-63.94%

-39.79%

-24.15%

Max Drawdown (1Y)

Largest decline over 1 year

-10.90%

-8.93%

-1.97%

Max Drawdown (3Y)

Largest decline over 3 years

-13.72%

-10.97%

-2.75%

Max Drawdown (5Y)

Largest decline over 5 years

-25.84%

-29.13%

+3.29%

Max Drawdown (10Y)

Largest decline over 10 years

-43.16%

—

—

Current Drawdown

Current decline from peak

-2.51%

-1.11%

-1.40%

Average Drawdown

Average peak-to-trough decline

-14.83%

-8.47%

-6.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.55%

+0.36%

Volatility

EFV vs. FID - Volatility Comparison

iShares MSCI EAFE Value ETF (EFV) has a higher volatility of 4.52% compared to First Trust S&P International Dividend Aristocrats ETF (FID) at 3.00%. This indicates that EFV's price experiences larger fluctuations and is considered to be riskier than FID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EFVFIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

3.00%

+1.52%

Volatility (6M)

Calculated over the trailing 6-month period

11.56%

8.12%

+3.44%

Volatility (1Y)

Calculated over the trailing 1-year period

14.21%

10.16%

+4.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.96%

17.04%

-1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

18.96%

-1.10%

EFV vs. FID - Expense Ratio Comparison

EFV has a 0.39% expense ratio, which is lower than FID's 0.60% expense ratio.

Dividends

EFV vs. FID - Dividend Comparison

EFV's dividend yield for the trailing twelve months is around 3.81%, less than FID's 4.02% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
FID
First Trust S&P International Dividend Aristocrats ETF		4.02%4.30%4.31%4.19%4.22%3.76%3.91%3.70%1.74%0.00%0.00%0.00%

Frequently Asked Questions

EFV and FID have a correlation of 0.84, 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 FID (3.00%). In terms of maximum drawdown, EFV dropped -63.94% vs FID's -39.79%.

On 5-year performance, EFV leads with 12.07% vs 7.74% for FID. On fees, EFV is cheaper at 0.39% per year. On volatility, FID has been the lower-risk option at 3.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, EFV has performed better with a 12.07% return vs 7.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EFV is cheaper with a 0.39% expense ratio, compared with 0.60% for FID.

FID has the higher dividend yield at 4.02%, compared with 3.81% for EFV.

EFV tracks MSCI EAFE Value Index, while FID tracks S&P International Dividend Aristocrats Index. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.39% for EFV and 0.60% for FID.

FID currently has the higher Sharpe Ratio (2.30 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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