FPURX vs. EFV
FPURX (Fidelity Puritan Fund) and EFV (iShares MSCI EAFE Value ETF) are both funds - FPURX is a Diversified Portfolio fund actively managed by Fidelity, while EFV is a Foreign Large Cap Equities fund tracking the MSCI EAFE Value Index. FPURX is actively managed, while EFV is passively managed. Over the past 10 years, FPURX returned 11.26%/yr vs 9.94%/yr for EFV. A 0.77 correlation means they provide meaningful diversification when combined. FPURX charges 0.50%/yr vs 0.39%/yr for EFV.
Performance
FPURX vs. EFV - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with FPURX having a 7.88% return and EFV slightly higher at 8.07%. Over the past 10 years, FPURX has outperformed EFV with an annualized return of 11.26%, while EFV has yielded a comparatively lower 9.94% annualized return.
FPURX
- 1D
- -2.61%
- 1M
- 0.00%
- YTD
- 7.88%
- 6M
- 7.79%
- 1Y
- 20.33%
- 3Y*
- 16.40%
- 5Y*
- 9.00%
- 10Y*
- 11.26%
EFV
- 1D
- 0.35%
- 1M
- -1.10%
- YTD
- 8.07%
- 6M
- 12.00%
- 1Y
- 25.73%
- 3Y*
- 21.26%
- 5Y*
- 11.92%
- 10Y*
- 9.94%
FPURX vs. EFV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FPURX Fidelity Puritan Fund | 7.88% | 12.22% | 18.94% | 20.20% | -17.35% | 18.92% | 20.58% | 21.27% | -4.18% | 18.28% |
EFV iShares MSCI EAFE Value ETF | 8.07% | 42.22% | 5.35% | 18.85% | -5.22% | 11.08% | -2.97% | 15.80% | -14.67% | 21.22% |
Correlation
The correlation between FPURX and EFV is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2005 | 0.77 |
The correlation between FPURX and EFV shifts across timeframes, from 0.59 (3 years) to 0.77 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FPURX vs. EFV — Risk / Return Rank
FPURX
EFV
FPURX vs. EFV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Puritan Fund (FPURX) and iShares MSCI EAFE Value ETF (EFV). 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.
| FPURX | EFV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.32 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 2.37 | +0.50 |
| Martin ratioReturn relative to average drawdown | 12.71 | 8.79 | +3.92 |
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
| FPURX | EFV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.05 | 1.80 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.75 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 0.56 | +0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.26 | +0.46 |
Drawdowns
FPURX vs. EFV - Drawdown Comparison
The maximum FPURX drawdown since its inception was -31.76%, smaller than the maximum EFV drawdown of -63.94%. Use the drawdown chart below to compare losses from any high point for FPURX and EFV.
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Drawdown Indicators
| FPURX | EFV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.76% | -63.94% | +32.18% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -10.90% | +3.66% |
Max Drawdown (3Y)Largest decline over 3 years | -16.51% | -13.72% | -2.79% |
Max Drawdown (5Y)Largest decline over 5 years | -22.53% | -25.84% | +3.31% |
Max Drawdown (10Y)Largest decline over 10 years | -23.93% | -43.16% | +19.23% |
Current DrawdownCurrent decline from peak | -2.61% | -3.47% | +0.86% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -14.82% | +10.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 2.93% | -1.30% |
Volatility
FPURX vs. EFV - Volatility Comparison
Fidelity Puritan Fund (FPURX) and iShares MSCI EAFE Value ETF (EFV) have volatilities of 3.95% and 3.81%, 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
| FPURX | EFV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 3.81% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 8.26% | 11.74% | -3.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.12% | 14.35% | -4.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.32% | 15.98% | -2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.12% | 17.87% | -4.75% |
FPURX vs. EFV - Expense Ratio Comparison
FPURX has a 0.50% expense ratio, which is higher than EFV's 0.39% expense ratio.
Dividends
FPURX vs. EFV - Dividend Comparison
FPURX's dividend yield for the trailing twelve months is around 6.33%, more than EFV's 3.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFV iShares MSCI EAFE Value ETF | 3.85% | 4.16% | 4.66% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.28% | 3.59% |
FPURX Fidelity Puritan Fund | 6.32% | 6.83% | 11.30% | 5.34% | 9.38% | 13.10% | 5.10% | 4.29% | 15.26% | 3.78% | 3.71% | 7.49% |
Frequently Asked Questions
FPURX and EFV have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FPURX has higher volatility (3.95%) compared to EFV (3.81%). In terms of maximum drawdown, FPURX dropped -31.76% vs EFV's -63.94%.
FPURX currently has the higher Sharpe Ratio (2.05 vs 1.80), 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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