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EFV vs. VIDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EFV vs. VIDI

Last updated Jun 4, 2026

EFV (iShares MSCI EAFE Value ETF) and VIDI (Vident International Equity Fund) are both Foreign Large Cap Equities funds - EFV tracks the MSCI EAFE Value Index while VIDI tracks the Vident International Equity Index. Both are passively managed. Over the past 10 years, EFV returned 9.75%/yr vs 10.99%/yr for VIDI. Their correlation of 0.86 suggests significant overlap in exposure. EFV charges 0.39%/yr vs 0.59%/yr for VIDI.

Performance

EFV vs. VIDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE Value ETF (EFV) and Vident International Equity Fund (VIDI). 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 VIDI's 22.55% return. Over the past 10 years, EFV has underperformed VIDI with an annualized return of 9.75%, while VIDI has yielded a comparatively higher 10.99% 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%

VIDI

1D
-0.55%
1M
7.84%
YTD
22.55%
6M
25.74%
1Y
49.83%
3Y*
27.42%
5Y*
12.15%
10Y*
10.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EFV vs. VIDI - 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%
VIDI
Vident International Equity Fund		22.55%41.83%6.03%18.92%-13.83%11.93%1.18%15.84%-17.65%33.56%

Correlation

The correlation between EFV and VIDI is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.82

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

0.84

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

0.87

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

0.86

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2013

0.86

The correlation between EFV and VIDI has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.

EFV vs. VIDI - Sectors Allocation Comparison

Sectors
EFV
VIDI

Financial Services

36.9%
18.5%

Industrials

10.2%
18.8%

Consumer Defensive

8.3%
6.2%

Basic Materials

7.5%
8.4%

Healthcare

7.2%
6.1%

Energy

7.0%
8.0%

Utilities

5.9%
3.1%

Consumer Cyclical

4.8%
10.4%

Communication Services

4.4%
6.0%

Technology

4.3%
13.7%

Real Estate

2.5%
0.8%

Financial Services

EFV
36.9%
VIDI
18.5%

Industrials

EFV
10.2%
VIDI
18.8%

Consumer Defensive

EFV
8.3%
VIDI
6.2%

Basic Materials

EFV
7.5%
VIDI
8.4%

Healthcare

EFV
7.2%
VIDI
6.1%

Energy

EFV
7.0%
VIDI
8.0%

Utilities

EFV
5.9%
VIDI
3.1%

Consumer Cyclical

EFV
4.8%
VIDI
10.4%

Communication Services

EFV
4.4%
VIDI
6.0%

Technology

EFV
4.3%
VIDI
13.7%

Real Estate

EFV
2.5%
VIDI
0.8%

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

Vident International Equity Fund

Often compared with EFV:
EFV vs. VEAEFV vs. EFAVEFV vs. DFIVXEFV vs. FIVAEFV vs. VOOEFV vs. SCHFEFV vs. VTRIX
Often compared with VIDI:
VIDI vs. VYMIVIDI vs. FIDIVIDI vs. SCHYVIDI vs. FNDFVIDI vs. SCHDVIDI vs. VWILXVIDI vs. VXUS

Return for Risk

EFV vs. VIDI — 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
VIDI
VIDI Risk / Return Rank: 9090
Overall Rank
VIDI Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VIDI Sortino Ratio Rank: 9292
Sortino Ratio Rank
VIDI Omega Ratio Rank: 9292
Omega Ratio Rank
VIDI Calmar Ratio Rank: 8787
Calmar Ratio Rank
VIDI Martin Ratio Rank: 8787
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. VIDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Value ETF (EFV) and Vident International Equity Fund (VIDI). 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.

EFVVIDIDifference
Sharpe ratioReturn per unit of total volatility
1.97
3.47

-1.50

Sortino ratioReturn per unit of downside risk
2.73
4.50

-1.77

Omega ratioGain probability vs. loss probability

1.36

1.63

-0.28

Calmar ratioReturn relative to maximum drawdown

2.57

4.97

-2.41

Martin ratioReturn relative to average drawdown

9.57

19.17

-9.59

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. VIDI - Sharpe Ratio Comparison

The current EFV Sharpe Ratio is 1.97, which is lower than the VIDI Sharpe Ratio of 3.47. The chart below compares the historical Sharpe Ratios of EFV and VIDI, 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

EFVVIDIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

3.47

-1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.77

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.61

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.43

-0.17

Drawdowns

EFV vs. VIDI - Drawdown Comparison

The maximum EFV drawdown since its inception was -63.94%, which is greater than VIDI's maximum drawdown of -48.39%. Use the drawdown chart below to compare losses from any high point for EFV and VIDI.

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Drawdown Indicators

EFVVIDIDifference

Max Drawdown

Largest peak-to-trough decline

-63.94%

-48.39%

-15.55%

Max Drawdown (1Y)

Largest decline over 1 year

-10.90%

-10.07%

-0.83%

Max Drawdown (3Y)

Largest decline over 3 years

-13.72%

-14.54%

+0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-25.84%

-30.00%

+4.16%

Max Drawdown (10Y)

Largest decline over 10 years

-43.16%

-48.39%

+5.23%

Current Drawdown

Current decline from peak

-2.51%

-1.03%

-1.48%

Average Drawdown

Average peak-to-trough decline

-14.83%

-10.39%

-4.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.61%

+0.30%

Volatility

EFV vs. VIDI - Volatility Comparison

iShares MSCI EAFE Value ETF (EFV) and Vident International Equity Fund (VIDI) have volatilities of 4.52% and 4.35%, 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

EFVVIDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

4.35%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

11.56%

11.94%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

14.21%

14.44%

-0.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.96%

15.94%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

18.02%

-0.16%

EFV vs. VIDI - Expense Ratio Comparison

EFV has a 0.39% expense ratio, which is lower than VIDI's 0.59% expense ratio.

Dividends

EFV vs. VIDI - Dividend Comparison

EFV's dividend yield for the trailing twelve months is around 3.81%, more than VIDI's 3.62% 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%
VIDI
Vident International Equity Fund		3.62%4.26%4.93%4.14%5.85%4.62%2.51%3.35%2.80%2.21%1.92%2.25%

Frequently Asked Questions

EFV and VIDI have a correlation of 0.82, 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 VIDI (4.35%). In terms of maximum drawdown, EFV dropped -63.94% vs VIDI's -48.39%.

On 10-year performance, VIDI leads with 10.99% vs 9.75% for EFV. On fees, EFV is cheaper at 0.39% per year. On volatility, VIDI has been the lower-risk option at 4.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VIDI has performed better with a 10.99% return vs 9.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EFV is cheaper with a 0.39% expense ratio, compared with 0.59% for VIDI.

EFV has the higher dividend yield at 3.81%, compared with 3.62% for VIDI.

EFV tracks MSCI EAFE Value Index, while VIDI tracks Vident International Equity Index. They also come from different issuers: iShares and Vident. Their fees differ too: 0.39% for EFV and 0.59% for VIDI.

VIDI currently has the higher Sharpe Ratio (3.47 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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