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EFV vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EFV and VOO is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

EFV vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE Value ETF (EFV) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
131.29%
566.78%
EFV
VOO

Key characteristics

Sharpe Ratio

EFV:

1.15

VOO:

0.63

Sortino Ratio

EFV:

1.65

VOO:

1.00

Omega Ratio

EFV:

1.23

VOO:

1.15

Calmar Ratio

EFV:

1.41

VOO:

0.65

Martin Ratio

EFV:

4.70

VOO:

2.54

Ulcer Index

EFV:

4.11%

VOO:

4.78%

Daily Std Dev

EFV:

16.77%

VOO:

19.12%

Max Drawdown

EFV:

-63.94%

VOO:

-33.99%

Current Drawdown

EFV:

0.00%

VOO:

-8.57%

Returns By Period

In the year-to-date period, EFV achieves a 17.84% return, which is significantly higher than VOO's -4.35% return. Over the past 10 years, EFV has underperformed VOO with an annualized return of 4.94%, while VOO has yielded a comparatively higher 12.23% annualized return.


EFV

YTD

17.84%

1M

14.18%

6M

12.44%

1Y

17.64%

5Y*

15.53%

10Y*

4.94%

VOO

YTD

-4.35%

1M

10.32%

6M

-2.47%

1Y

9.64%

5Y*

16.03%

10Y*

12.23%

*Annualized

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EFV vs. VOO - Expense Ratio Comparison

EFV has a 0.39% expense ratio, which is higher than VOO's 0.03% expense ratio.


Risk-Adjusted Performance

EFV vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EFV
The Risk-Adjusted Performance Rank of EFV is 8383
Overall Rank
The Sharpe Ratio Rank of EFV is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of EFV is 8282
Sortino Ratio Rank
The Omega Ratio Rank of EFV is 8282
Omega Ratio Rank
The Calmar Ratio Rank of EFV is 8787
Calmar Ratio Rank
The Martin Ratio Rank of EFV is 8282
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6060
Overall Rank
The Sharpe Ratio Rank of VOO is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EFV vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Value ETF (EFV) and Vanguard S&P 500 ETF (VOO). 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.


The current EFV Sharpe Ratio is 1.15, which is higher than the VOO Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of EFV and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.15
0.63
EFV
VOO

Dividends

EFV vs. VOO - Dividend Comparison

EFV's dividend yield for the trailing twelve months is around 3.96%, more than VOO's 1.36% yield.


TTM20242023202220212020201920182017201620152014
EFV
iShares MSCI EAFE Value ETF
3.96%4.66%4.36%4.17%4.07%2.42%4.62%4.56%3.56%3.28%3.59%4.87%
VOO
Vanguard S&P 500 ETF
1.36%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

EFV vs. VOO - Drawdown Comparison

The maximum EFV drawdown since its inception was -63.94%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EFV and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay0
-8.57%
EFV
VOO

Volatility

EFV vs. VOO - Volatility Comparison

The current volatility for iShares MSCI EAFE Value ETF (EFV) is 8.34%, while Vanguard S&P 500 ETF (VOO) has a volatility of 11.27%. This indicates that EFV experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
8.34%
11.27%
EFV
VOO