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EFV vs. VFFVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EFV vs. VFFVX

Last updated Jun 9, 2026

EFV (iShares MSCI EAFE Value ETF) and VFFVX (Vanguard Target Retirement 2055 Fund) are both funds - EFV is a Foreign Large Cap Equities fund tracking the MSCI EAFE Value Index, while VFFVX is a Target Retirement Date fund managed by Vanguard. Over the past 10 years, EFV returned 9.94%/yr vs 11.49%/yr for VFFVX. Their correlation of 0.86 suggests significant overlap in exposure. EFV charges 0.39%/yr vs 0.08%/yr for VFFVX.

Performance

EFV vs. VFFVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE Value ETF (EFV) and Vanguard Target Retirement 2055 Fund (VFFVX). 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 8.07% return, which is significantly lower than VFFVX's 8.56% return. Over the past 10 years, EFV has underperformed VFFVX with an annualized return of 9.94%, while VFFVX has yielded a comparatively higher 11.49% 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%

VFFVX

1D
-2.80%
1M
-0.83%
YTD
8.56%
6M
9.42%
1Y
23.27%
3Y*
18.33%
5Y*
9.49%
10Y*
11.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EFV vs. VFFVX - 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%
VFFVX
Vanguard Target Retirement 2055 Fund		8.56%21.44%14.50%20.39%-17.48%16.44%16.33%24.98%-7.88%21.39%

Correlation

The correlation between EFV and VFFVX is 0.79, 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

0.79

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

0.75

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 Aug 19, 2010

0.86

The correlation between EFV and VFFVX shifts across timeframes, from 0.75 (3 years) to 0.86 (all time), reflecting how their relationship changes across market environments.

EFV vs. VFFVX - Sectors Allocation Comparison

Sectors
EFV
VFFVX

Financial Services

37.3%
16.1%

Industrials

9.6%
12.4%

Consumer Defensive

9.5%
4.8%

Healthcare

7.4%
8.3%

Energy

6.8%
4.3%

Basic Materials

6.5%
4.3%

Consumer Cyclical

6.0%
9.4%

Utilities

5.7%
2.7%

Communication Services

4.4%
8.0%

Technology

3.2%
27.3%

Real Estate

2.7%
2.5%

Financial Services

EFV
37.3%
VFFVX
16.1%

Industrials

EFV
9.6%
VFFVX
12.4%

Consumer Defensive

EFV
9.5%
VFFVX
4.8%

Healthcare

EFV
7.4%
VFFVX
8.3%

Energy

EFV
6.8%
VFFVX
4.3%

Basic Materials

EFV
6.5%
VFFVX
4.3%

Consumer Cyclical

EFV
6.0%
VFFVX
9.4%

Utilities

EFV
5.7%
VFFVX
2.7%

Communication Services

EFV
4.4%
VFFVX
8.0%

Technology

EFV
3.2%
VFFVX
27.3%

Real Estate

EFV
2.7%
VFFVX
2.5%

Compare stocks, funds, or ETFs

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iShares MSCI EAFE Value ETF

Vanguard Target Retirement 2055 Fund

Often compared with EFV:
EFV vs. VEAEFV vs. EFAVEFV vs. DFIVXEFV vs. FIVAEFV vs. VOOEFV vs. VTRIXEFV vs. SCHF
Often compared with VFFVX:
VFFVX vs. VOOVFFVX vs. FXAIXVFFVX vs. FDEWXVFFVX vs. SPYVFFVX vs. FDEEXVFFVX vs. VTIVFFVX vs. SWYJX

Return for Risk

EFV vs. VFFVX — 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
VFFVX
VFFVX Risk / Return Rank: 5353
Overall Rank
VFFVX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
VFFVX Sortino Ratio Rank: 4747
Sortino Ratio Rank
VFFVX Omega Ratio Rank: 5151
Omega Ratio Rank
VFFVX Calmar Ratio Rank: 5454
Calmar Ratio Rank
VFFVX 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. VFFVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Value ETF (EFV) and Vanguard Target Retirement 2055 Fund (VFFVX). 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.

EFVVFFVXDifference
Sharpe ratioReturn per unit of total volatility
1.80
2.05

-0.25

Sortino ratioReturn per unit of downside risk
2.50
2.80

-0.29

Omega ratioGain probability vs. loss probability

1.32

1.38

-0.05

Calmar ratioReturn relative to maximum drawdown

2.37

2.71

-0.34

Martin ratioReturn relative to average drawdown

8.79

11.96

-3.17

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. VFFVX - Sharpe Ratio Comparison

The current EFV Sharpe Ratio is 1.80, which is comparable to the VFFVX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of EFV and VFFVX, 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

EFVVFFVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

2.05

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.67

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.76

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.75

-0.49

Drawdowns

EFV vs. VFFVX - Drawdown Comparison

The maximum EFV drawdown since its inception was -63.94%, which is greater than VFFVX's maximum drawdown of -31.40%. Use the drawdown chart below to compare losses from any high point for EFV and VFFVX.

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Drawdown Indicators

EFVVFFVXDifference

Max Drawdown

Largest peak-to-trough decline

-63.94%

-31.40%

-32.54%

Max Drawdown (1Y)

Largest decline over 1 year

-10.90%

-8.93%

-1.97%

Max Drawdown (3Y)

Largest decline over 3 years

-13.72%

-14.52%

+0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-25.84%

-25.39%

-0.45%

Max Drawdown (10Y)

Largest decline over 10 years

-43.16%

-31.40%

-11.76%

Current Drawdown

Current decline from peak

-3.47%

-3.22%

-0.25%

Average Drawdown

Average peak-to-trough decline

-14.82%

-4.14%

-10.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

2.02%

+0.91%

Volatility

EFV vs. VFFVX - Volatility Comparison

The current volatility for iShares MSCI EAFE Value ETF (EFV) is 3.81%, while Vanguard Target Retirement 2055 Fund (VFFVX) has a volatility of 4.17%. This indicates that EFV experiences smaller price fluctuations and is considered to be less risky than VFFVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EFVVFFVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

4.17%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

11.74%

9.56%

+2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

14.35%

11.80%

+2.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.98%

14.23%

+1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.87%

15.12%

+2.75%

EFV vs. VFFVX - Expense Ratio Comparison

EFV has a 0.39% expense ratio, which is higher than VFFVX's 0.08% expense ratio.

Dividends

EFV vs. VFFVX - Dividend Comparison

EFV's dividend yield for the trailing twelve months is around 3.85%, more than VFFVX's 1.92% 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%
VFFVX
Vanguard Target Retirement 2055 Fund		1.92%2.08%2.31%2.18%2.19%10.03%1.82%2.15%2.35%1.83%1.99%1.98%

Frequently Asked Questions

EFV and VFFVX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VFFVX has higher volatility (4.17%) compared to EFV (3.81%). In terms of maximum drawdown, EFV dropped -63.94% vs VFFVX's -31.40%.

VFFVX currently has the higher Sharpe Ratio (2.05 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.

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