FILFX vs. EFA
Compare and contrast key facts about Strategic Advisers International Fund (FILFX) and iShares MSCI EAFE ETF (EFA).
FILFX is managed by Fidelity. It was launched on Mar 23, 2006. EFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Aug 14, 2001.
Performance
FILFX vs. EFA - Performance Comparison
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FILFX vs. EFA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FILFX Strategic Advisers International Fund | -2.28% | 30.56% | 4.79% | 18.21% | -17.44% | 10.82% | 14.90% | 24.04% | -15.25% | 26.24% |
EFA iShares MSCI EAFE ETF | 1.15% | 31.55% | 3.49% | 18.36% | -14.39% | 11.45% | 7.60% | 22.04% | -13.82% | 25.07% |
Returns By Period
In the year-to-date period, FILFX achieves a -2.28% return, which is significantly lower than EFA's 1.15% return. Both investments have delivered pretty close results over the past 10 years, with FILFX having a 8.68% annualized return and EFA not far ahead at 8.77%.
FILFX
- 1D
- -0.72%
- 1M
- -11.08%
- YTD
- -2.28%
- 6M
- 2.12%
- 1Y
- 19.33%
- 3Y*
- 13.34%
- 5Y*
- 6.89%
- 10Y*
- 8.68%
EFA
- 1D
- 3.25%
- 1M
- -7.83%
- YTD
- 1.15%
- 6M
- 5.91%
- 1Y
- 23.09%
- 3Y*
- 14.36%
- 5Y*
- 8.10%
- 10Y*
- 8.77%
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FILFX vs. EFA - Expense Ratio Comparison
FILFX has a 0.56% expense ratio, which is higher than EFA's 0.32% expense ratio.
Return for Risk
FILFX vs. EFA — Risk / Return Rank
FILFX
EFA
FILFX vs. EFA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategic Advisers International Fund (FILFX) and iShares MSCI EAFE ETF (EFA). 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.
| FILFX | EFA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 1.31 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.87 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.27 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.93 | -0.20 |
Martin ratioReturn relative to average drawdown | 7.63 | 7.39 | +0.24 |
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
| FILFX | EFA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 1.31 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.50 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.51 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.30 | -0.01 |
Correlation
The correlation between FILFX and EFA is 0.94, 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
FILFX vs. EFA - Dividend Comparison
FILFX's dividend yield for the trailing twelve months is around 7.50%, more than EFA's 3.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FILFX Strategic Advisers International Fund | 7.50% | 7.33% | 3.91% | 2.45% | 4.58% | 8.87% | 1.75% | 3.26% | 6.71% | 3.13% | 2.16% | 3.21% |
EFA iShares MSCI EAFE ETF | 3.34% | 3.38% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% |
Drawdowns
FILFX vs. EFA - Drawdown Comparison
The maximum FILFX drawdown since its inception was -60.75%, roughly equal to the maximum EFA drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for FILFX and EFA.
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Drawdown Indicators
| FILFX | EFA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.75% | -61.04% | +0.29% |
Max Drawdown (1Y)Largest decline over 1 year | -11.19% | -11.42% | +0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -33.88% | -29.53% | -4.35% |
Max Drawdown (10Y)Largest decline over 10 years | -33.88% | -34.19% | +0.31% |
Current DrawdownCurrent decline from peak | -11.19% | -8.07% | -3.12% |
Average DrawdownAverage peak-to-trough decline | -13.45% | -12.00% | -1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 2.98% | +0.09% |
Volatility
FILFX vs. EFA - Volatility Comparison
The current volatility for Strategic Advisers International Fund (FILFX) is 5.88%, while iShares MSCI EAFE ETF (EFA) has a volatility of 7.92%. This indicates that FILFX experiences smaller price fluctuations and is considered to be less risky than EFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FILFX | EFA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | 7.92% | -2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 10.25% | 11.12% | -0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.51% | 17.71% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 16.31% | -0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 17.20% | -0.79% |