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.
Performance
FICS vs. EFAV - Performance Comparison
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FICS vs. EFAV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FICS First Trust International Developed Capital Strength ETF | -2.19% | 20.44% | 2.59% | 18.07% | -19.47% | 19.78% | 2.20% |
EFAV iShares Edge MSCI Min Vol EAFE ETF | 5.94% | 26.00% | 5.30% | 12.52% | -15.11% | 7.20% | 0.93% |
Returns By Period
In the year-to-date period, FICS achieves a -2.19% return, which is significantly lower than EFAV's 5.94% return.
FICS
- 1D
- 2.28%
- 1M
- -7.64%
- YTD
- -2.19%
- 6M
- 2.94%
- 1Y
- 8.73%
- 3Y*
- 9.35%
- 5Y*
- 5.84%
- 10Y*
- —
EFAV
- 1D
- 1.98%
- 1M
- -3.69%
- YTD
- 5.94%
- 6M
- 9.18%
- 1Y
- 21.13%
- 3Y*
- 14.12%
- 5Y*
- 7.53%
- 10Y*
- 6.46%
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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.
Return for Risk
FICS vs. EFAV — Risk / Return Rank
FICS
EFAV
FICS vs. EFAV - Risk-Adjusted Trends 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.
| FICS | EFAV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 1.74 | -1.16 |
Sortino ratioReturn per unit of downside risk | 0.87 | 2.33 | -1.46 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.34 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 0.76 | 2.88 | -2.12 |
Martin ratioReturn relative to average drawdown | 2.39 | 10.58 | -8.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FICS | EFAV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 1.74 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.65 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.55 | -0.15 |
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.
Dividends
FICS vs. EFAV - Dividend Comparison
FICS's dividend yield for the trailing twelve months is around 2.02%, less than EFAV's 3.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FICS First Trust International Developed Capital Strength ETF | 2.02% | 1.85% | 2.01% | 1.02% | 1.89% | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EFAV iShares Edge MSCI Min Vol EAFE ETF | 3.02% | 3.20% | 3.24% | 3.08% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% |
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.
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Drawdown Indicators
| FICS | EFAV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.16% | -27.56% | -1.60% |
Max Drawdown (1Y)Largest decline over 1 year | -10.32% | -7.14% | -3.18% |
Max Drawdown (5Y)Largest decline over 5 years | -29.16% | -27.46% | -1.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.56% | — |
Current DrawdownCurrent decline from peak | -7.64% | -3.69% | -3.95% |
Average DrawdownAverage peak-to-trough decline | -7.31% | -4.78% | -2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 1.94% | +1.35% |
Volatility
FICS vs. EFAV - Volatility Comparison
First Trust International Developed Capital Strength ETF (FICS) has a higher volatility of 5.96% compared to iShares Edge MSCI Min Vol EAFE ETF (EFAV) at 5.19%. 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.
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Volatility by Period
| FICS | EFAV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 5.19% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 8.79% | 7.57% | +1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.27% | 12.22% | +3.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.00% | 11.74% | +5.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.89% | 13.21% | +3.68% |