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EFV vs. VTRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EFV vs. VTRIX - Performance Comparison

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

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EFV vs. VTRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EFV
iShares MSCI EAFE Value ETF
4.12%42.22%5.35%18.85%-5.22%11.08%-2.97%15.80%-14.67%21.22%
VTRIX
Vanguard International Value Fund
-1.53%29.87%0.86%16.13%-11.67%7.93%8.96%20.39%-14.52%27.98%

Returns By Period

In the year-to-date period, EFV achieves a 4.12% return, which is significantly higher than VTRIX's -1.53% return. Over the past 10 years, EFV has outperformed VTRIX with an annualized return of 9.63%, while VTRIX has yielded a comparatively lower 8.09% annualized return.


EFV

1D
2.75%
1M
-6.78%
YTD
4.12%
6M
12.10%
1Y
31.82%
3Y*
20.57%
5Y*
12.40%
10Y*
9.63%

VTRIX

1D
-0.10%
1M
-11.26%
YTD
-1.53%
6M
3.19%
1Y
22.29%
3Y*
11.30%
5Y*
6.20%
10Y*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EFV vs. VTRIX - Expense Ratio Comparison

EFV has a 0.39% expense ratio, which is higher than VTRIX's 0.36% expense ratio.


Return for Risk

EFV vs. VTRIX — Risk / Return Rank

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

EFV
EFV Risk / Return Rank: 9090
Overall Rank
EFV Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EFV Sortino Ratio Rank: 9191
Sortino Ratio Rank
EFV Omega Ratio Rank: 9191
Omega Ratio Rank
EFV Calmar Ratio Rank: 8989
Calmar Ratio Rank
EFV Martin Ratio Rank: 8989
Martin Ratio Rank

VTRIX
VTRIX Risk / Return Rank: 7070
Overall Rank
VTRIX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VTRIX Sortino Ratio Rank: 7373
Sortino Ratio Rank
VTRIX Omega Ratio Rank: 7070
Omega Ratio Rank
VTRIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
VTRIX Martin Ratio Rank: 6565
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. VTRIX - Risk-Adjusted Trends Comparison

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


EFVVTRIXDifference

Sharpe ratio

Return per unit of total volatility

1.89

1.31

+0.58

Sortino ratio

Return per unit of downside risk

2.54

1.80

+0.74

Omega ratio

Gain probability vs. loss probability

1.38

1.26

+0.12

Calmar ratio

Return relative to maximum drawdown

2.71

1.53

+1.18

Martin ratio

Return relative to average drawdown

10.58

6.11

+4.47

EFV vs. VTRIX - Sharpe Ratio Comparison

The current EFV Sharpe Ratio is 1.89, which is higher than the VTRIX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of EFV and VTRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EFVVTRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

1.31

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.40

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.49

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.34

-0.08

Correlation

The correlation between EFV and VTRIX is 0.94, 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.


Dividends

EFV vs. VTRIX - Dividend Comparison

EFV's dividend yield for the trailing twelve months is around 4.00%, less than VTRIX's 18.38% yield.


TTM20252024202320222021202020192018201720162015
EFV
iShares MSCI EAFE Value ETF
4.00%4.16%4.66%4.36%4.17%4.07%2.42%4.62%4.56%3.56%3.28%3.59%
VTRIX
Vanguard International Value Fund
18.38%18.10%8.53%2.78%2.75%4.35%1.58%2.96%6.24%1.86%2.29%2.13%

Drawdowns

EFV vs. VTRIX - Drawdown Comparison

The maximum EFV drawdown since its inception was -63.94%, which is greater than VTRIX's maximum drawdown of -59.39%. Use the drawdown chart below to compare losses from any high point for EFV and VTRIX.


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Drawdown Indicators


EFVVTRIXDifference

Max Drawdown

Largest peak-to-trough decline

-63.94%

-59.39%

-4.55%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-12.00%

+0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-25.84%

-28.13%

+2.29%

Max Drawdown (10Y)

Largest decline over 10 years

-43.16%

-38.26%

-4.90%

Current Drawdown

Current decline from peak

-6.99%

-11.39%

+4.40%

Average Drawdown

Average peak-to-trough decline

-14.93%

-13.93%

-1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

3.17%

-0.27%

Volatility

EFV vs. VTRIX - Volatility Comparison

iShares MSCI EAFE Value ETF (EFV) has a higher volatility of 7.24% compared to Vanguard International Value Fund (VTRIX) at 6.28%. This indicates that EFV's price experiences larger fluctuations and is considered to be riskier than VTRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EFVVTRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.24%

6.28%

+0.96%

Volatility (6M)

Calculated over the trailing 6-month period

10.47%

9.95%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

16.95%

16.17%

+0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.85%

15.69%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.87%

16.52%

+1.35%