EFV vs. VTRIX
Compare and contrast key facts about iShares MSCI EAFE Value ETF (EFV) and Vanguard International Value Fund (VTRIX).
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. VTRIX is managed by Vanguard. It was launched on May 16, 1983.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFV or VTRIX.
Correlation
The correlation between EFV and VTRIX is 0.95, 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. VTRIX - Performance Comparison
Key characteristics
EFV:
0.47
VTRIX:
-0.33
EFV:
0.70
VTRIX:
-0.32
EFV:
1.09
VTRIX:
0.95
EFV:
0.62
VTRIX:
-0.31
EFV:
1.80
VTRIX:
-1.24
EFV:
3.16%
VTRIX:
4.24%
EFV:
12.17%
VTRIX:
15.77%
EFV:
-63.94%
VTRIX:
-59.40%
EFV:
-8.24%
VTRIX:
-16.40%
Returns By Period
In the year-to-date period, EFV achieves a 4.99% return, which is significantly higher than VTRIX's -6.42% return. Over the past 10 years, EFV has outperformed VTRIX with an annualized return of 3.97%, while VTRIX has yielded a comparatively lower 3.64% annualized return.
EFV
4.99%
-1.51%
-0.08%
5.68%
4.97%
3.97%
VTRIX
-6.42%
-8.50%
-9.77%
-5.27%
2.49%
3.64%
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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.
Risk-Adjusted Performance
EFV vs. VTRIX - Risk-Adjusted Performance 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.
Dividends
EFV vs. VTRIX - Dividend Comparison
EFV's dividend yield for the trailing twelve months is around 4.68%, while VTRIX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFV iShares MSCI EAFE Value ETF | 4.68% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.27% | 3.59% | 4.87% | 3.19% |
VTRIX Vanguard International Value Fund | 0.00% | 2.78% | 2.75% | 2.61% | 1.58% | 2.96% | 2.94% | 1.86% | 2.29% | 2.13% | 2.79% | 1.86% |
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 -59.40%. Use the drawdown chart below to compare losses from any high point for EFV and VTRIX. For additional features, visit the drawdowns tool.
Volatility
EFV vs. VTRIX - Volatility Comparison
The current volatility for iShares MSCI EAFE Value ETF (EFV) is 3.47%, while Vanguard International Value Fund (VTRIX) has a volatility of 10.60%. This indicates that EFV experiences smaller price fluctuations and is considered to be less risky than VTRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.