EICIX vs. IDV
EICIX (EIC Value Fund) and IDV (iShares International Select Dividend ETF) are both funds - EICIX is a Large Cap Value Equities fund managed by Equity Investment Corp, while IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend. Over the past 10 years, EICIX returned 11.48%/yr vs 10.92%/yr for IDV. A 0.74 correlation means they provide meaningful diversification when combined. EICIX charges 0.95%/yr vs 0.49%/yr for IDV.
Performance
EICIX vs. IDV - Performance Comparison
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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%
EICIX vs. IDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
EICIX
IDV
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.
| EICIX | IDV | Difference | |
|---|---|---|---|
| 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 |
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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
| EICIX | IDV | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.66% | -1.70% | -1.96% |
Average DrawdownAverage peak-to-trough decline | -3.41% | -15.38% | +11.97% |
Ulcer IndexDepth 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
| EICIX | IDV | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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