EFV vs. VOO
Compare and contrast key facts about iShares MSCI EAFE Value ETF (EFV) and Vanguard S&P 500 ETF (VOO).
EFV and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Value Index. It was launched on Aug 1, 2005. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both EFV and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFV or VOO.
Performance
EFV vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, EFV achieves a 6.52% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, EFV has underperformed VOO with an annualized return of 4.04%, while VOO has yielded a comparatively higher 13.12% annualized return.
EFV
6.52%
-4.82%
-1.62%
12.77%
5.83%
4.04%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| EFV | VOO | |
|---|---|---|
| Sharpe Ratio | 1.16 | 2.64 |
| Sortino Ratio | 1.60 | 3.53 |
| Omega Ratio | 1.20 | 1.49 |
| Calmar Ratio | 1.85 | 3.81 |
| Martin Ratio | 6.15 | 17.34 |
| Ulcer Index | 2.31% | 1.86% |
| Daily Std Dev | 12.29% | 12.20% |
| Max Drawdown | -63.94% | -33.99% |
| Current Drawdown | -6.90% | -2.16% |
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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.
Correlation
The correlation between EFV and VOO is 0.78, 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.
Risk-Adjusted Performance
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.
Dividends
EFV vs. VOO - Dividend Comparison
EFV's dividend yield for the trailing twelve months is around 4.62%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFV iShares MSCI EAFE Value ETF | 4.62% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.27% | 3.59% | 4.87% | 3.19% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
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.
Volatility
EFV vs. VOO - Volatility Comparison
iShares MSCI EAFE Value ETF (EFV) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.12% and 4.09%, 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.