FICS vs. EFAV
Compare and contrast key facts about First Trust International Developed Capital Strength ETF (FICS) and iShares Edge MSCI Min Vol EAFE ETF (EFAV).
FICS and EFAV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FICS is a passively managed fund by First Trust that tracks the performance of the The International Developed Capital Strength Index. It was launched on Dec 15, 2020. EFAV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Minimum Volatility Index. It was launched on Oct 18, 2011. Both FICS and EFAV 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: FICS or EFAV.
Correlation
The correlation between FICS and EFAV is 0.84, 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
FICS vs. EFAV - Performance Comparison
Key characteristics
FICS:
1.01
EFAV:
1.81
FICS:
1.45
EFAV:
2.46
FICS:
1.20
EFAV:
1.35
FICS:
1.39
EFAV:
2.41
FICS:
3.54
EFAV:
6.26
FICS:
4.36%
EFAV:
3.49%
FICS:
15.24%
EFAV:
12.06%
FICS:
-29.16%
EFAV:
-27.56%
FICS:
-0.60%
EFAV:
0.00%
Returns By Period
In the year-to-date period, FICS achieves a 10.71% return, which is significantly lower than EFAV's 13.22% return.
FICS
10.71%
0.80%
2.45%
15.13%
N/A
N/A
EFAV
13.22%
1.91%
6.53%
21.13%
7.40%
4.58%
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FICS vs. EFAV - Expense Ratio Comparison
FICS has a 0.70% expense ratio, which is higher than EFAV's 0.20% expense ratio.
Risk-Adjusted Performance
FICS vs. EFAV — Risk-Adjusted Performance Rank
FICS
EFAV
FICS vs. EFAV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust International Developed Capital Strength ETF (FICS) and iShares Edge MSCI Min Vol EAFE ETF (EFAV). 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
FICS vs. EFAV - Dividend Comparison
FICS's dividend yield for the trailing twelve months is around 2.07%, less than EFAV's 2.86% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FICS First Trust International Developed Capital Strength ETF | 2.07% | 2.01% | 1.02% | 1.89% | 1.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EFAV iShares Edge MSCI Min Vol EAFE ETF | 2.86% | 3.24% | 3.07% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% | 3.57% |
Drawdowns
FICS vs. EFAV - Drawdown Comparison
The maximum FICS drawdown since its inception was -29.16%, which is greater than EFAV's maximum drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for FICS and EFAV. For additional features, visit the drawdowns tool.
Volatility
FICS vs. EFAV - Volatility Comparison
First Trust International Developed Capital Strength ETF (FICS) has a higher volatility of 10.14% compared to iShares Edge MSCI Min Vol EAFE ETF (EFAV) at 7.30%. This indicates that FICS's price experiences larger fluctuations and is considered to be riskier than EFAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.