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EFV vs. FVDFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EFV vs. FVDFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE Value ETF (EFV) and Fidelity Value Discovery Fund (FVDFX). 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 lower than FVDFX's 10.28% return. Over the past 10 years, EFV has underperformed FVDFX with an annualized return of 9.75%, while FVDFX has yielded a comparatively higher 10.27% annualized 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%

FVDFX

1D
0.23%
1M
2.89%
YTD
10.28%
6M
11.88%
1Y
24.90%
3Y*
14.37%
5Y*
8.16%
10Y*
10.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EFV vs. FVDFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EFV
iShares MSCI EAFE Value ETF
9.13%42.22%5.35%18.85%-5.22%11.08%-2.97%15.80%-14.67%21.22%
FVDFX
Fidelity Value Discovery Fund
10.28%16.92%8.48%5.32%-3.75%24.85%7.78%24.08%-10.26%14.18%

Correlation

The correlation between EFV and FVDFX is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.70

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

0.66

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

0.74

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

0.76

Correlation (All Time)
Calculated using the full available price history since Aug 8, 2005

0.80

The correlation between EFV and FVDFX shifts across timeframes, from 0.66 (3 years) to 0.80 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EFV vs. FVDFX — 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

FVDFX
FVDFX Risk / Return Rank: 7575
Overall Rank
FVDFX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FVDFX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FVDFX Omega Ratio Rank: 6666
Omega Ratio Rank
FVDFX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FVDFX Martin Ratio Rank: 8080
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. FVDFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Value ETF (EFV) and Fidelity Value Discovery Fund (FVDFX). 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.


EFVFVDFXDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

1.36

1.45

-0.10

Calmar ratioReturn relative to maximum drawdown

2.57

3.71

-1.15

Martin ratioReturn relative to average drawdown

9.57

15.09

-5.52

EFV vs. FVDFX - Sharpe Ratio Comparison

The current EFV Sharpe Ratio is 1.97, which is comparable to the FVDFX Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of EFV and FVDFX, 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


EFVFVDFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

2.49

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.61

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.62

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.50

-0.24

Drawdowns

EFV vs. FVDFX - Drawdown Comparison

The maximum EFV drawdown since its inception was -63.94%, which is greater than FVDFX's maximum drawdown of -60.88%. Use the drawdown chart below to compare losses from any high point for EFV and FVDFX.


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Drawdown Indicators


EFVFVDFXDifference

Max Drawdown

Largest peak-to-trough decline

-63.94%

-60.88%

-3.06%

Max Drawdown (1Y)

Largest decline over 1 year

-10.90%

-6.85%

-4.05%

Max Drawdown (3Y)

Largest decline over 3 years

-13.72%

-13.58%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-25.84%

-16.17%

-9.67%

Max Drawdown (10Y)

Largest decline over 10 years

-43.16%

-37.74%

-5.42%

Current Drawdown

Current decline from peak

-2.51%

-0.28%

-2.23%

Average Drawdown

Average peak-to-trough decline

-14.83%

-8.34%

-6.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

1.68%

+1.23%

Volatility

EFV vs. FVDFX - Volatility Comparison

iShares MSCI EAFE Value ETF (EFV) has a higher volatility of 4.52% compared to Fidelity Value Discovery Fund (FVDFX) at 2.55%. This indicates that EFV's price experiences larger fluctuations and is considered to be riskier than FVDFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EFVFVDFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

2.55%

+1.97%

Volatility (6M)

Calculated over the trailing 6-month period

11.56%

7.46%

+4.10%

Volatility (1Y)

Calculated over the trailing 1-year period

14.21%

10.24%

+3.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.96%

13.41%

+2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

16.73%

+1.13%

EFV vs. FVDFX - Expense Ratio Comparison

EFV has a 0.39% expense ratio, which is lower than FVDFX's 0.80% expense ratio.


Dividends

EFV vs. FVDFX - Dividend Comparison

EFV's dividend yield for the trailing twelve months is around 3.81%, less than FVDFX's 8.02% 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%
FVDFX
Fidelity Value Discovery Fund
8.02%8.84%5.34%5.23%4.71%4.76%1.31%2.96%3.44%1.91%1.16%3.40%

Frequently Asked Questions


EFV and FVDFX have a correlation of 0.70, 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 FVDFX (2.55%). In terms of maximum drawdown, EFV dropped -63.94% vs FVDFX's -60.88%.

FVDFX currently has the higher Sharpe Ratio (2.49 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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