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EFV vs. IFLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EFV vs. IFLO

Last updated Aug 4, 2026
Documentation

EFV (iShares MSCI EAFE Value ETF) and IFLO (VictoryShares International Free Cash Flow ETF) are both Foreign Large Cap Equities funds - EFV tracks the MSCI EAFE Value Index (Net) while IFLO tracks the Victory International Free Cash Flow Index. Both are passively managed. Over the past year, EFV returned 34.58% vs 37.36% for IFLO. Their correlation of 0.84 means they have usually moved in the same direction. EFV charges 0.31%/yr vs 0.56%/yr for IFLO.

Performance

EFV vs. IFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE Value ETF (EFV) and VictoryShares International Free Cash Flow ETF (IFLO). 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 16.57% return, which is significantly lower than IFLO's 22.99% 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%

IFLO

1D
0.32%
1M
3.40%
6M
17.50%
YTD
22.99%
1Y
37.36%
3Y*
—
5Y*
—
10Y*
—
ALL TIME*
34.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

EFV

iShares MSCI EAFE Value ETF
$246.44M$344.02M$395.70M

IFLO

VictoryShares International Free Cash Flow ETF
$3.62M$1.99M$909.30K

EFV vs. IFLO - Yearly Performance Comparison

2026 (YTD)2025
EFV
iShares MSCI EAFE Value ETF		16.57%17.01%
IFLO
VictoryShares International Free Cash Flow ETF		22.99%13.12%

Correlation

The correlation between EFV and IFLO is 0.84, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.84

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.85

The correlation between EFV and IFLO has been stable across timeframes, ranging from 0.84 to 0.84 - a consistent structural relationship.

EFV vs. IFLO - Sectors Allocation Comparison

Sectors
EFV
IFLO

Financial Services

38.8%
0.8%

Industrials

10.0%
17.8%

Consumer Defensive

9.8%
6.7%

Healthcare

7.6%
12.7%

Energy

6.2%
14.4%

Utilities

6.1%
0.8%

Basic Materials

6.0%
13.8%

Consumer Cyclical

5.6%
10.8%

Communication Services

4.1%
5.3%

Technology

3.1%
16.8%

Real Estate

2.7%
0.0%

Financial Services

EFV
38.8%
IFLO
0.8%

Industrials

EFV
10.0%
IFLO
17.8%

Consumer Defensive

EFV
9.8%
IFLO
6.7%

Healthcare

EFV
7.6%
IFLO
12.7%

Energy

EFV
6.2%
IFLO
14.4%

Utilities

EFV
6.1%
IFLO
0.8%

Basic Materials

EFV
6.0%
IFLO
13.8%

Consumer Cyclical

EFV
5.6%
IFLO
10.8%

Communication Services

EFV
4.1%
IFLO
5.3%

Technology

EFV
3.1%
IFLO
16.8%

Real Estate

EFV
2.7%
IFLO
0.0%

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

VictoryShares International Free Cash Flow ETF

Often compared with EFV:
EFV vs. VEAEFV vs. EFAVEFV vs. FIVAEFV vs. VOOEFV vs. DFIVXEFV vs. VTRIXEFV vs. SCHF
Often compared with IFLO:
IFLO vs. ABIIFLO vs. GLOWIFLO vs. FDTIFLO vs. EFASIFLO vs. HOLAIFLO vs. SPDWIFLO vs. CFA

Return for Risk

EFV vs. IFLO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
EFV
EFV Risk / Return Rank: 8888
Overall Rank
EFV Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
EFV Sortino Ratio Rank: 9191
Sortino Ratio Rank
EFV Omega Ratio Rank: 9191
Omega Ratio Rank
EFV Calmar Ratio Rank: 8484
Calmar Ratio Rank
EFV Martin Ratio Rank: 8484
Martin Ratio Rank
IFLO
IFLO Risk / Return Rank: 9393
Overall Rank
IFLO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IFLO Sortino Ratio Rank: 9393
Sortino Ratio Rank
IFLO Omega Ratio Rank: 9191
Omega Ratio Rank
IFLO Calmar Ratio Rank: 9595
Calmar Ratio Rank
IFLO Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EFV vs. IFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Value ETF (EFV) and VictoryShares International Free Cash Flow ETF (IFLO). 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.

EFVIFLODifference
Sharpe ratioReturn per unit of total volatility
2.42
2.61

-0.19

Sortino ratioReturn per unit of downside risk
3.32
3.65

-0.32

Omega ratioGain probability vs. loss probability

1.43

1.46

-0.03

Calmar ratioReturn relative to maximum drawdown

3.19

5.83

-2.64

Martin ratioReturn relative to average drawdown

11.90

20.08

-8.17

EFV vs. IFLO - Sharpe Ratio Comparison

The current EFV Sharpe Ratio is 2.42, which is comparable to the IFLO Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of EFV and IFLO, 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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Drawdowns

EFV vs. IFLO - Drawdown Comparison

The maximum EFV drawdown since its inception was -63.94%, which is greater than IFLO's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for EFV and IFLO.

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Drawdown Indicators

EFVIFLODifference

Max Drawdown

Largest peak-to-trough decline

-63.94%

-6.44%

-57.50%

Max Drawdown (1Y)

Largest decline over 1 year

-10.90%

-6.44%

-4.46%

Max Drawdown (3Y)

Largest decline over 3 years

-13.72%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-25.84%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-43.16%

—

—

Current Drawdown

Current decline from peak

-0.27%

-1.41%

+1.14%

Average Drawdown

Average peak-to-trough decline

-14.72%

-1.29%

-13.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

1.87%

+1.04%

Volatility

EFV vs. IFLO - Volatility Comparison

iShares MSCI EAFE Value ETF (EFV) and VictoryShares International Free Cash Flow ETF (IFLO) have volatilities of 3.85% and 3.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EFVIFLODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

3.79%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

12.21%

12.19%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

14.39%

14.41%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.95%

14.56%

+1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.46%

14.56%

+2.90%

EFV vs. IFLO - Expense Ratio Comparison

EFV has a 0.31% expense ratio, which is lower than IFLO's 0.56% expense ratio.

Dividends

EFV vs. IFLO - Dividend Comparison

EFV's dividend yield for the trailing twelve months is around 4.51%, more than IFLO's 1.51% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
IFLO
VictoryShares International Free Cash Flow ETF		1.51%0.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

EFV and IFLO 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 (3.85%) compared to IFLO (3.79%). In terms of maximum drawdown, EFV dropped -63.94% vs IFLO's -6.44%.

On 1-year performance, IFLO leads with 37.36% vs 34.58% for EFV. On fees, EFV is cheaper at 0.31% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IFLO has performed better with a 37.36% return vs 34.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EFV is cheaper with a 0.31% expense ratio, compared with 0.56% for IFLO.

EFV has the higher dividend yield at 4.51%, compared with 1.51% for IFLO.

EFV tracks MSCI EAFE Value Index (Net), while IFLO tracks Victory International Free Cash Flow Index. They also come from different issuers: iShares and VictoryShares. Their fees differ too: 0.31% for EFV and 0.56% for IFLO.

IFLO currently has the higher Sharpe Ratio (2.61 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.

Portfolio Optimizer

Find the right allocation for EFV and IFLO

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