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EICIX vs. IDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EICIX vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EIC Value Fund (EICIX) and iShares International Select Dividend ETF (IDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EICIX achieves a 5.81% return, which is significantly lower than IDV's 13.60% return. Both investments have delivered pretty close results over the past 10 years, with EICIX having a 11.48% annualized return and IDV not far behind at 10.92%.


EICIX

1D
0.80%
1M
4.47%
YTD
5.81%
6M
4.81%
1Y
13.57%
3Y*
15.33%
5Y*
10.21%
10Y*
11.48%

IDV

1D
0.31%
1M
0.43%
YTD
13.60%
6M
15.83%
1Y
36.40%
3Y*
25.11%
5Y*
12.17%
10Y*
10.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EICIX vs. IDV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EICIX
EIC Value Fund
5.81%16.01%11.55%12.91%0.90%30.08%4.27%22.64%-7.80%14.42%
IDV
iShares International Select Dividend ETF
13.60%52.16%4.00%10.32%-6.40%12.00%-5.94%23.56%-10.37%19.74%

Correlation

The correlation between EICIX and IDV is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.58

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

0.59

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

0.69

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

0.70

Correlation (All Time)
Calculated using the full available price history since May 2, 2011

0.74

The correlation between EICIX and IDV shifts across timeframes, from 0.58 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EICIX vs. IDV — Risk / Return Rank

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

EICIX
EICIX Risk / Return Rank: 2323
Overall Rank
EICIX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
EICIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
EICIX Omega Ratio Rank: 2222
Omega Ratio Rank
EICIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
EICIX Martin Ratio Rank: 1818
Martin Ratio Rank

IDV
IDV Risk / Return Rank: 8888
Overall Rank
IDV Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 8888
Sortino Ratio Rank
IDV Omega Ratio Rank: 8989
Omega Ratio Rank
IDV Calmar Ratio Rank: 8585
Calmar Ratio Rank
IDV Martin Ratio Rank: 8585
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.

EICIX vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EIC Value Fund (EICIX) and iShares International Select Dividend ETF (IDV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EICIXIDVDifference
Sharpe ratioReturn per unit of total volatility

-1.55

Sortino ratioReturn per unit of downside risk

-1.81

Omega ratioGain probability vs. loss probability

1.20

1.49

-0.29

Calmar ratioReturn relative to maximum drawdown

1.54

4.13

-2.60

Martin ratioReturn relative to average drawdown

3.81

15.32

-11.51

EICIX vs. IDV - Sharpe Ratio Comparison

The current EICIX Sharpe Ratio is 1.14, which is lower than the IDV Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of EICIX and IDV, 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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Drawdowns

EICIX vs. IDV - Drawdown Comparison

The maximum EICIX drawdown since its inception was -34.26%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for EICIX and IDV.


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Drawdown Indicators


EICIXIDVDifference

Max Drawdown

Largest peak-to-trough decline

-34.26%

-70.14%

+35.88%

Max Drawdown (1Y)

Largest decline over 1 year

-8.55%

-8.52%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-11.10%

-11.86%

+0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-17.36%

-29.19%

+11.83%

Max Drawdown (10Y)

Largest decline over 10 years

-34.26%

-42.50%

+8.24%

Current Drawdown

Current decline from peak

-3.66%

-1.70%

-1.96%

Average Drawdown

Average peak-to-trough decline

-3.41%

-15.38%

+11.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

2.30%

+1.09%

Volatility

EICIX vs. IDV - Volatility Comparison

The current volatility for EIC Value Fund (EICIX) is 2.99%, while iShares International Select Dividend ETF (IDV) has a volatility of 4.24%. This indicates that EICIX experiences smaller price fluctuations and is considered to be less risky than IDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EICIXIDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.99%

4.24%

-1.25%

Volatility (6M)

Calculated over the trailing 6-month period

8.16%

10.88%

-2.72%

Volatility (1Y)

Calculated over the trailing 1-year period

11.55%

13.10%

-1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.59%

15.58%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.27%

17.92%

-1.65%

EICIX vs. IDV - Expense Ratio Comparison

EICIX has a 0.95% expense ratio, which is higher than IDV's 0.49% expense ratio.


Dividends

EICIX vs. IDV - Dividend Comparison

EICIX's dividend yield for the trailing twelve months is around 8.46%, more than IDV's 4.40% yield.


PositionTTM20252024202320222021202020192018201720162015
EICIX
EIC Value Fund
8.46%8.95%9.47%4.09%6.07%11.14%6.05%7.71%10.82%8.51%2.03%3.42%
IDV
iShares International Select Dividend ETF
4.40%4.94%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%

Frequently Asked Questions


EICIX and IDV have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDV has higher volatility (4.24%) compared to EICIX (2.99%). In terms of maximum drawdown, EICIX dropped -34.26% vs IDV's -70.14%.

IDV currently has the higher Sharpe Ratio (2.69 vs 1.14), 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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