EFV vs. FUND
EFV (iShares MSCI EAFE Value ETF) is Foreign Large Cap Equities fund tracking the MSCI EAFE Value Index (Net), while FUND (Sprott Focus Trust, Inc.) is a stock. Over the past 10 years, EFV returned 10.51%/yr vs 11.86%/yr for FUND. Their 0.62 correlation means they have sometimes moved together and sometimes differently.
Performance
EFV vs. FUND - Performance Comparison
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Returns By Period
In the year-to-date period, EFV achieves a 16.57% return, which is significantly lower than FUND's 18.11% return. Over the past 10 years, EFV has underperformed FUND with an annualized return of 10.51%, while FUND has yielded a comparatively higher 11.86% annualized return.
EFV
- 1D
- 0.26%
- 1M
- 4.16%
- 6M
- 9.61%
- YTD
- 16.57%
- 1Y
- 34.58%
- 3Y*
- 23.11%
- 5Y*
- 14.34%
- 10Y*
- 10.51%
- ALL TIME*
- 6.15%
FUND
- 1D
- 0.50%
- 1M
- 4.73%
- 6M
- 8.60%
- YTD
- 18.11%
- 1Y
- 40.73%
- 3Y*
- 14.58%
- 5Y*
- 11.96%
- 10Y*
- 11.86%
- ALL TIME*
- 9.20%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $246.44M | $344.02M | $395.70M | |
| $214.22K | $348.81K | $267.21K |
EFV vs. FUND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFV iShares MSCI EAFE Value ETF | 16.57% | 42.22% | 5.35% | 18.85% | -5.22% | 11.08% | -2.97% | 15.80% | -14.67% | 21.22% |
FUND Sprott Focus Trust, Inc. | 18.11% | 27.57% | -1.08% | 6.94% | -1.16% | 36.20% | 2.44% | 36.27% | -19.56% | 22.23% |
Correlation
The correlation between EFV and FUND is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.64 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2005 | 0.62 |
The correlation between EFV and FUND has been stable across timeframes, ranging from 0.56 to 0.64 - a consistent structural relationship.
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Return for Risk
EFV vs. FUND — Risk / Return Rank
EFV
FUND
EFV vs. FUND - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Value ETF (EFV) and Sprott Focus Trust, Inc. (FUND). 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 | FUND | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.44 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.19 | 3.97 | -0.78 |
| Martin ratioReturn relative to average drawdown | 11.90 | 13.40 | -1.50 |
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Drawdowns
EFV vs. FUND - Drawdown Comparison
The maximum EFV drawdown since its inception was -63.94%, roughly equal to the maximum FUND drawdown of -65.37%. Use the drawdown chart below to compare losses from any high point for EFV and FUND.
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Drawdown Indicators
| EFV | FUND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.94% | -65.37% | +1.43% |
Max Drawdown (1Y)Largest decline over 1 year | -10.90% | -10.32% | -0.58% |
Max Drawdown (3Y)Largest decline over 3 years | -13.72% | -18.25% | +4.53% |
Max Drawdown (5Y)Largest decline over 5 years | -25.84% | -24.67% | -1.17% |
Max Drawdown (10Y)Largest decline over 10 years | -43.16% | -43.32% | +0.16% |
Current DrawdownCurrent decline from peak | -0.27% | -3.38% | +3.11% |
Average DrawdownAverage peak-to-trough decline | -14.72% | -12.30% | -2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 3.05% | -0.14% |
Volatility
EFV vs. FUND - Volatility Comparison
iShares MSCI EAFE Value ETF (EFV) has a higher volatility of 3.85% compared to Sprott Focus Trust, Inc. (FUND) at 2.75%. This indicates that EFV's price experiences larger fluctuations and is considered to be riskier than FUND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFV | FUND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.85% | 2.75% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 12.21% | 12.54% | -0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.39% | 15.84% | -1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.95% | 18.64% | -2.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 19.71% | -2.25% |
Dividends
EFV vs. FUND - Dividend Comparison
EFV's dividend yield for the trailing twelve months is around 4.51%, less than FUND's 5.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFV iShares MSCI EAFE Value ETF | 4.51% | 4.16% | 4.66% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.28% | 3.59% |
FUND Sprott Focus Trust, Inc. | 5.96% | 6.65% | 8.27% | 6.22% | 6.72% | 8.79% | 7.93% | 6.30% | 11.92% | 6.59% | 5.76% | 7.59% |
Frequently Asked Questions
EFV and FUND have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EFV has higher volatility (3.85%) compared to FUND (2.75%). In terms of maximum drawdown, EFV dropped -63.94% vs FUND's -65.37%.
FUND currently has the higher Sharpe Ratio (2.59 vs 2.42), 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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