EFV vs. FUND

Last updated Apr 1, 2026

Compare and contrast key facts about iShares MSCI EAFE Value ETF (EFV) and Sprott Focus Trust, Inc. (FUND).

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.

Performance

EFV vs. FUND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE Value ETF (EFV) and Sprott Focus Trust, Inc. (FUND). The values are adjusted to include any dividend payments, if applicable.

EFV vs. FUND - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EFV iShares MSCI EAFE Value ETF	4.12%	42.22%	5.35%	18.85%	-5.22%	11.08%	-2.97%	15.80%	-14.67%	21.22%
FUND Sprott Focus Trust, Inc.	11.44%	27.57%	-1.08%	6.94%	-1.16%	36.20%	2.44%	36.27%	-19.56%	22.23%

Returns By Period

In the year-to-date period, EFV achieves a 4.12% return, which is significantly lower than FUND's 11.44% return. Over the past 10 years, EFV has underperformed FUND with an annualized return of 9.63%, while FUND has yielded a comparatively higher 12.70% annualized return.

EFV

• 1D: 2.75%
• 1M: -6.78%
• YTD: 4.12%
• 6M: 12.10%
• 1Y: 31.82%
• 3Y*: 20.57%
• 5Y*: 12.40%
• 10Y*: 9.63%

FUND

• 1D: 1.38%
• 1M: -3.56%
• YTD: 11.44%
• 6M: 18.95%
• 1Y: 37.81%
• 3Y*: 13.40%
• 5Y*: 11.61%
• 10Y*: 12.70%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

EFV vs. FUND — Risk / Return Rank

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

EFV

EFV Risk / Return Rank: 90
EFV Sharpe Ratio Rank: 90
EFV Sortino Ratio Rank: 91
EFV Omega Ratio Rank: 91
EFV Calmar Ratio Rank: 89
EFV Martin Ratio Rank: 89

FUND

FUND Risk / Return Rank: 89
FUND Sharpe Ratio Rank: 90
FUND Sortino Ratio Rank: 87
FUND Omega Ratio Rank: 90
FUND Calmar Ratio Rank: 85
FUND Martin Ratio Rank: 92

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. 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.

	EFV	FUND	Difference
Sharpe ratio Return per unit of total volatility	1.89	1.96	-0.07
Sortino ratio Return per unit of downside risk	2.54	2.56	-0.03
Omega ratio Gain probability vs. loss probability	1.38	1.39	-0.01
Calmar ratio Return relative to maximum drawdown	2.71	2.77	-0.05
Martin ratio Return relative to average drawdown	10.58	12.39	-1.82
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. FUND - Sharpe Ratio Comparison

The current EFV Sharpe Ratio is 1.89, which is comparable to the FUND Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of EFV and FUND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EFV	FUND	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.89	1.96	-0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.79	0.63	+0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	0.65	-0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.32	-0.06

Correlation

The correlation between EFV and FUND is 0.63, 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.

Dividends

EFV vs. FUND - Dividend Comparison

EFV's dividend yield for the trailing twelve months is around 4.00%, less than FUND's 6.08% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EFV iShares MSCI EAFE Value ETF	4.00%	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.	6.08%	6.65%	8.27%	6.22%	6.72%	8.79%	7.93%	6.30%	11.92%	6.59%	5.76%	7.59%

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.

Drawdown Indicators

	EFV	FUND	Difference
Max Drawdown Largest peak-to-trough decline	-63.94%	-65.37%	+1.43%
Max Drawdown (1Y) Largest decline over 1 year	-11.29%	-13.99%	+2.70%
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 Drawdown Current decline from peak	-6.99%	-4.51%	-2.48%
Average Drawdown Average peak-to-trough decline	-14.93%	-12.40%	-2.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.90%	3.13%	-0.23%

Volatility

EFV vs. FUND - Volatility Comparison

iShares MSCI EAFE Value ETF (EFV) has a higher volatility of 7.24% compared to Sprott Focus Trust, Inc. (FUND) at 6.70%. 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.

Volatility by Period

	EFV	FUND	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.24%	6.70%	+0.54%
Volatility (6M) Calculated over the trailing 6-month period	10.47%	11.99%	-1.52%
Volatility (1Y) Calculated over the trailing 1-year period	16.95%	19.42%	-2.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.85%	18.63%	-2.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.87%	19.68%	-1.81%