PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
EFV vs. LIVIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EFV vs. LIVIX

Last updated Jun 9, 2026

EFV (iShares MSCI EAFE Value ETF) and LIVIX (BlackRock LifePath Index 2055 Fund) are both funds - EFV is a Foreign Large Cap Equities fund tracking the MSCI EAFE Value Index, while LIVIX is a Target Retirement Date fund managed by BlackRock. Over the past 10 years, EFV returned 9.94%/yr vs 11.55%/yr for LIVIX. Their correlation of 0.86 suggests significant overlap in exposure. EFV charges 0.39%/yr vs 0.10%/yr for LIVIX.

Performance

EFV vs. LIVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE Value ETF (EFV) and BlackRock LifePath Index 2055 Fund (LIVIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EFV achieves a 8.07% return, which is significantly lower than LIVIX's 9.17% return. Over the past 10 years, EFV has underperformed LIVIX with an annualized return of 9.94%, while LIVIX has yielded a comparatively higher 11.55% annualized return.

EFV

1D
0.35%
1M
-1.10%
YTD
8.07%
6M
12.00%
1Y
25.73%
3Y*
21.26%
5Y*
11.92%
10Y*
9.94%

LIVIX

1D
-3.02%
1M
-1.05%
YTD
9.17%
6M
9.96%
1Y
24.45%
3Y*
18.45%
5Y*
9.55%
10Y*
11.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EFV vs. LIVIX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EFV
iShares MSCI EAFE Value ETF		8.07%42.22%5.35%18.85%-5.22%11.08%-2.97%15.80%-14.67%21.22%
LIVIX
BlackRock LifePath Index 2055 Fund		9.17%21.57%13.60%21.62%-18.38%18.75%14.99%26.76%-7.83%21.38%

Correlation

The correlation between EFV and LIVIX is 0.80, 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

0.80

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

0.76

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

0.80

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

0.82

Correlation (All Time)
Calculated using the full available price history since Jun 2, 2011

0.86

The correlation between EFV and LIVIX has been stable across timeframes, ranging from 0.76 to 0.86 - a consistent structural relationship.

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

BlackRock LifePath Index 2055 Fund

Often compared with EFV:
EFV vs. VEAEFV vs. EFAVEFV vs. DFIVXEFV vs. FIVAEFV vs. VOOEFV vs. VTRIXEFV vs. SCHF
Often compared with LIVIX:
LIVIX vs. VFFVXLIVIX vs. VOOLIVIX vs. FXAIXLIVIX vs. SPYLIVIX vs. FDEWXLIVIX vs. AAMTXLIVIX vs. SWPPX

Return for Risk

EFV vs. LIVIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EFV
EFV Risk / Return Rank: 5757
Overall Rank
EFV Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
EFV Sortino Ratio Rank: 5959
Sortino Ratio Rank
EFV Omega Ratio Rank: 5959
Omega Ratio Rank
EFV Calmar Ratio Rank: 5353
Calmar Ratio Rank
EFV Martin Ratio Rank: 5555
Martin Ratio Rank
LIVIX
LIVIX Risk / Return Rank: 5151
Overall Rank
LIVIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
LIVIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
LIVIX Omega Ratio Rank: 4747
Omega Ratio Rank
LIVIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
LIVIX Martin Ratio Rank: 6363
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. LIVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Value ETF (EFV) and BlackRock LifePath Index 2055 Fund (LIVIX). 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.

EFVLIVIXDifference
Sharpe ratioReturn per unit of total volatility
1.80
1.97

-0.16

Sortino ratioReturn per unit of downside risk
2.50
2.70

-0.20

Omega ratioGain probability vs. loss probability

1.32

1.36

-0.03

Calmar ratioReturn relative to maximum drawdown

2.37

2.70

-0.33

Martin ratioReturn relative to average drawdown

8.79

11.90

-3.11

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. LIVIX - Sharpe Ratio Comparison

The current EFV Sharpe Ratio is 1.80, which is comparable to the LIVIX Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of EFV and LIVIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

EFVLIVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

1.97

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.60

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.69

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.63

-0.36

Drawdowns

EFV vs. LIVIX - Drawdown Comparison

The maximum EFV drawdown since its inception was -63.94%, which is greater than LIVIX's maximum drawdown of -34.44%. Use the drawdown chart below to compare losses from any high point for EFV and LIVIX.

Loading charts...

Drawdown Indicators

EFVLIVIXDifference

Max Drawdown

Largest peak-to-trough decline

-63.94%

-34.44%

-29.50%

Max Drawdown (1Y)

Largest decline over 1 year

-10.90%

-9.44%

-1.46%

Max Drawdown (3Y)

Largest decline over 3 years

-13.72%

-17.39%

+3.67%

Max Drawdown (5Y)

Largest decline over 5 years

-25.84%

-26.45%

+0.61%

Max Drawdown (10Y)

Largest decline over 10 years

-43.16%

-34.44%

-8.72%

Current Drawdown

Current decline from peak

-3.47%

-3.47%

0.00%

Average Drawdown

Average peak-to-trough decline

-14.82%

-4.52%

-10.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

2.14%

+0.79%

Volatility

EFV vs. LIVIX - Volatility Comparison

The current volatility for iShares MSCI EAFE Value ETF (EFV) is 3.81%, while BlackRock LifePath Index 2055 Fund (LIVIX) has a volatility of 4.65%. This indicates that EFV experiences smaller price fluctuations and is considered to be less risky than LIVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

EFVLIVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

4.65%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

11.74%

10.58%

+1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

14.35%

12.95%

+1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.98%

15.90%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.87%

16.74%

+1.13%

EFV vs. LIVIX - Expense Ratio Comparison

EFV has a 0.39% expense ratio, which is higher than LIVIX's 0.10% expense ratio.

Dividends

EFV vs. LIVIX - Dividend Comparison

EFV's dividend yield for the trailing twelve months is around 3.85%, more than LIVIX's 2.27% yield.

PositionTTM20252024202320222021202020192018201720162015
EFV
iShares MSCI EAFE Value ETF		3.85%4.16%4.66%4.36%4.17%4.07%2.42%4.62%4.56%3.56%3.28%3.59%
LIVIX
BlackRock LifePath Index 2055 Fund		2.27%2.48%0.01%2.04%1.96%2.04%1.56%2.95%2.35%2.27%1.54%2.88%

Frequently Asked Questions

EFV and LIVIX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LIVIX has higher volatility (4.65%) compared to EFV (3.81%). In terms of maximum drawdown, EFV dropped -63.94% vs LIVIX's -34.44%.

LIVIX currently has the higher Sharpe Ratio (1.97 vs 1.80), 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 LIVIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer