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FUND vs. EFV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FUND vs. EFV

Last updated Jun 23, 2026

FUND (Sprott Focus Trust, Inc.) is a stock, while EFV (iShares MSCI EAFE Value ETF) is Foreign Large Cap Equities fund tracking the MSCI EAFE Value Index (Net). Over the past 10 years, FUND returned 12.47%/yr vs 10.72%/yr for EFV. A 0.63 correlation means they provide meaningful diversification when combined.

Performance

FUND vs. EFV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Focus Trust, Inc. (FUND) and iShares MSCI EAFE Value ETF (EFV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FUND achieves a 13.85% return, which is significantly higher than EFV's 10.44% return. Over the past 10 years, FUND has outperformed EFV with an annualized return of 12.47%, while EFV has yielded a comparatively lower 10.72% annualized return.

FUND

1D
-1.39%
1M
-3.98%
YTD
13.85%
6M
14.11%
1Y
38.58%
3Y*
15.49%
5Y*
10.39%
10Y*
12.47%

EFV

1D
0.23%
1M
0.27%
YTD
10.44%
6M
10.98%
1Y
30.78%
3Y*
22.39%
5Y*
13.04%
10Y*
10.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FUND vs. EFV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FUND
Sprott Focus Trust, Inc.		13.85%27.57%-1.08%6.94%-1.16%36.20%2.44%36.27%-19.56%22.23%
EFV
iShares MSCI EAFE Value ETF		10.44%42.22%5.35%18.85%-5.22%11.08%-2.97%15.80%-14.67%21.22%

Correlation

The correlation between FUND and EFV is 0.59, 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

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.64

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2005

0.63

The correlation between FUND and EFV has been stable across timeframes, ranging from 0.59 to 0.65 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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Sprott Focus Trust, Inc.

iShares MSCI EAFE Value ETF

Often compared with FUND:
FUND vs. AVUVFUND vs. SPYFUND vs. DFIVFUND vs. PFFFUND vs. XMHQFUND vs. AVDVFUND vs. FDVV
Often compared with EFV:
EFV vs. VEAEFV vs. EFAVEFV vs. DFIVXEFV vs. FIVAEFV vs. VOOEFV vs. VTRIXEFV vs. SCHF

Return for Risk

FUND vs. EFV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FUND
FUND Risk / Return Rank: 9191
Overall Rank
FUND Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FUND Sortino Ratio Rank: 9090
Sortino Ratio Rank
FUND Omega Ratio Rank: 8989
Omega Ratio Rank
FUND Calmar Ratio Rank: 8787
Calmar Ratio Rank
FUND Martin Ratio Rank: 9494
Martin Ratio Rank
EFV
EFV Risk / Return Rank: 6464
Overall Rank
EFV Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
EFV Sortino Ratio Rank: 6767
Sortino Ratio Rank
EFV Omega Ratio Rank: 6767
Omega Ratio Rank
EFV Calmar Ratio Rank: 5959
Calmar Ratio Rank
EFV Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FUND vs. EFV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Focus Trust, Inc. (FUND) 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.

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.

FUNDEFVDifference
Sharpe ratioReturn per unit of total volatility
2.41
2.14

+0.27

Sortino ratioReturn per unit of downside risk
3.08
2.95

+0.13

Omega ratioGain probability vs. loss probability

1.40

1.38

+0.02

Calmar ratioReturn relative to maximum drawdown

3.76

2.84

+0.92

Martin ratioReturn relative to average drawdown

16.56

10.47

+6.09

FUND vs. EFV - Sharpe Ratio Comparison

The current FUND Sharpe Ratio is 2.41, which is comparable to the EFV Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of FUND and EFV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

FUND vs. EFV - Drawdown Comparison

The maximum FUND drawdown since its inception was -65.37%, roughly equal to the maximum EFV drawdown of -63.94%. Use the drawdown chart below to compare losses from any high point for FUND and EFV.

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Drawdown Indicators

FUNDEFVDifference

Max Drawdown

Largest peak-to-trough decline

-65.37%

-63.94%

-1.43%

Max Drawdown (1Y)

Largest decline over 1 year

-10.32%

-10.90%

+0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-18.25%

-13.72%

-4.53%

Max Drawdown (5Y)

Largest decline over 5 years

-24.67%

-25.84%

+1.17%

Max Drawdown (10Y)

Largest decline over 10 years

-43.32%

-43.16%

-0.16%

Current Drawdown

Current decline from peak

-6.87%

-1.35%

-5.52%

Average Drawdown

Average peak-to-trough decline

-12.33%

-14.80%

+2.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

2.95%

-0.61%

Volatility

FUND vs. EFV - Volatility Comparison

Sprott Focus Trust, Inc. (FUND) has a higher volatility of 6.49% compared to iShares MSCI EAFE Value ETF (EFV) at 4.04%. This indicates that FUND's price experiences larger fluctuations and is considered to be riskier than EFV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FUNDEFVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.49%

4.04%

+2.45%

Volatility (6M)

Calculated over the trailing 6-month period

12.92%

11.94%

+0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

16.14%

14.47%

+1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.77%

15.98%

+2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.76%

17.80%

+1.96%

Dividends

FUND vs. EFV - Dividend Comparison

FUND's dividend yield for the trailing twelve months is around 6.19%, more than EFV's 4.76% yield.

PositionTTM20252024202320222021202020192018201720162015
EFV
iShares MSCI EAFE Value ETF		4.76%4.16%4.66%4.36%4.17%4.07%2.42%4.62%4.56%3.56%3.28%3.59%
FUND
Sprott Focus Trust, Inc.		6.19%6.65%8.27%6.22%6.72%8.79%7.93%6.30%11.92%6.59%5.76%7.59%

Frequently Asked Questions

FUND and EFV have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FUND has higher volatility (6.49%) compared to EFV (4.04%). In terms of maximum drawdown, FUND dropped -65.37% vs EFV's -63.94%.

FUND currently has the higher Sharpe Ratio (2.41 vs 2.14), 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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