FUND vs. EFV

In the year-to-date period, FUND achieves a -0.45% return, which is significantly lower than EFV's 21.29% return. Over the past 10 years, FUND has outperformed EFV with an annualized return of 7.24%, while EFV has yielded a comparatively lower 5.44% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

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.

The current FUND Sharpe Ratio is -0.04, which is lower than the EFV Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of FUND and EFV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FUND's dividend yield for the trailing twelve months is around 8.49%, more than EFV's 3.85% yield.

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.

Sprott Focus Trust, Inc. (FUND) and iShares MSCI EAFE Value ETF (EFV) have volatilities of 3.12% and 3.00%, 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.