FILFX vs. EFA
FILFX (Strategic Advisers International Fund) and EFA (iShares MSCI EAFE ETF) are both Foreign Large Cap Equities funds. Over the past 10 years, FILFX returned 9.86%/yr vs 9.44%/yr for EFA. Their correlation of 0.94 means they have usually moved in the same direction. FILFX charges 0.56%/yr vs 0.32%/yr for EFA.
Performance
FILFX vs. EFA - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with FILFX having a 12.22% return and EFA slightly lower at 12.15%. Both investments have delivered pretty close results over the past 10 years, with FILFX having a 9.86% annualized return and EFA not far behind at 9.44%.
FILFX
- 1D
- -0.59%
- 1M
- 1.06%
- 6M
- 6.17%
- YTD
- 12.22%
- 1Y
- 24.84%
- 3Y*
- 16.63%
- 5Y*
- 8.75%
- 10Y*
- 9.86%
- ALL TIME*
- 5.95%
EFA
- 1D
- 0.42%
- 1M
- 1.58%
- 6M
- 6.21%
- YTD
- 12.15%
- 1Y
- 25.62%
- 3Y*
- 17.31%
- 5Y*
- 9.12%
- 10Y*
- 9.44%
- ALL TIME*
- 6.60%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.19B | $1.11B | $1.37B | |
| $0.00 | $0.00 | $0.00 |
FILFX vs. EFA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FILFX Strategic Advisers International Fund | 12.22% | 30.56% | 4.79% | 18.21% | -17.44% | 10.82% | 14.90% | 24.04% | -15.25% | 26.24% |
EFA iShares MSCI EAFE ETF | 12.15% | 31.55% | 3.49% | 18.36% | -14.39% | 11.45% | 7.60% | 22.04% | -13.82% | 25.07% |
Correlation
The correlation between FILFX and EFA is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2006 | 0.94 |
The correlation between FILFX and EFA shifts across timeframes, from 0.82 (1 year) to 0.94 (all time), reflecting how their relationship changes across market environments.
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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.
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.
| FILFX | EFA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.29 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 2.25 | +0.35 |
| Martin ratioReturn relative to average drawdown | 9.62 | 8.51 | +1.10 |
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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 (3Y)Largest decline over 3 years | -13.60% | -14.05% | +0.45% |
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 | -0.59% | -0.21% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -13.27% | -11.86% | -1.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 3.02% | -0.14% |
Volatility
FILFX vs. EFA - Volatility Comparison
Strategic Advisers International Fund (FILFX) and iShares MSCI EAFE ETF (EFA) have volatilities of 4.41% and 4.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 4.41% | 4.53% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 13.10% | 13.68% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.79% | 15.78% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 16.62% | -0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 17.01% | -0.72% |
FILFX vs. EFA - Expense Ratio Comparison
FILFX has a 0.56% expense ratio, which is higher than EFA's 0.32% expense ratio.
Dividends
FILFX vs. EFA - Dividend Comparison
FILFX's dividend yield for the trailing twelve months is around 9.42%, more than EFA's 3.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFA iShares MSCI EAFE ETF | 3.17% | 3.38% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% |
FILFX Strategic Advisers International Fund | 9.42% | 7.33% | 3.91% | 2.45% | 4.58% | 8.87% | 1.75% | 3.26% | 6.71% | 3.13% | 2.16% | 3.21% |
Frequently Asked Questions
FILFX and EFA have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EFA has higher volatility (4.53%) compared to FILFX (4.41%). In terms of maximum drawdown, FILFX dropped -60.75% vs EFA's -61.04%.
FILFX currently has the higher Sharpe Ratio (1.85 vs 1.63), 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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