ICPY vs. EFAV
ICPY (Tweedy, Browne International Insider + Value ETF) and EFAV (iShares MSCI EAFE Min Vol Factor ETF) are both Foreign Large Cap Equities funds. ICPY is actively managed, while EFAV is passively managed. A 0.66 correlation means they provide meaningful diversification when combined. ICPY charges 0.80%/yr vs 0.20%/yr for EFAV.
Performance
ICPY vs. EFAV - Performance Comparison
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Returns By Period
In the year-to-date period, ICPY achieves a 12.60% return, which is significantly higher than EFAV's 3.67% return.
ICPY
- 1D
- -0.08%
- 1M
- -1.61%
- YTD
- 12.60%
- 6M
- 13.91%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EFAV
- 1D
- 0.78%
- 1M
- -1.77%
- YTD
- 3.67%
- 6M
- 3.18%
- 1Y
- 8.86%
- 3Y*
- 12.76%
- 5Y*
- 5.98%
- 10Y*
- 6.24%
ICPY vs. EFAV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ICPY Tweedy, Browne International Insider + Value ETF | 12.60% | 13.79% |
EFAV iShares MSCI EAFE Min Vol Factor ETF | 3.67% | 2.17% |
Correlation
The correlation between ICPY and EFAV is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 10, 2025 | 0.66 |
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Return for Risk
ICPY vs. EFAV — Risk / Return Rank
ICPY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EFAV
ICPY vs. EFAV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tweedy, Browne International Insider + Value ETF (ICPY) and iShares MSCI EAFE Min Vol Factor ETF (EFAV). 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.
| ICPY | EFAV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.16 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.34 | — |
| Martin ratioReturn relative to average drawdown | — | 3.29 | — |
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Drawdowns
ICPY vs. EFAV - Drawdown Comparison
The maximum ICPY drawdown since its inception was -8.86%, smaller than the maximum EFAV drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for ICPY and EFAV.
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Drawdown Indicators
| ICPY | EFAV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.86% | -27.56% | +18.70% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.66% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -8.75% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.46% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.56% | — |
Current DrawdownCurrent decline from peak | -2.71% | -5.75% | +3.04% |
Average DrawdownAverage peak-to-trough decline | -1.57% | -4.77% | +3.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.70% | — |
Volatility
ICPY vs. EFAV - Volatility Comparison
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Volatility by Period
| ICPY | EFAV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.19% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.53% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.09% | 10.55% | +4.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.09% | 11.82% | +3.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.09% | 13.05% | +2.04% |
ICPY vs. EFAV - Expense Ratio Comparison
ICPY has a 0.80% expense ratio, which is higher than EFAV's 0.20% expense ratio.
Dividends
ICPY vs. EFAV - Dividend Comparison
ICPY's dividend yield for the trailing twelve months is around 4.05%, more than EFAV's 3.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFAV iShares MSCI EAFE Min Vol Factor ETF | 3.26% | 3.20% | 3.24% | 3.08% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% |
ICPY Tweedy, Browne International Insider + Value ETF | 4.05% | 4.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ICPY and EFAV have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EFAV is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EFAV is cheaper with a 0.20% expense ratio, compared with 0.80% for ICPY.
ICPY has the higher dividend yield at 4.05%, compared with 3.26% for EFAV.
They also come from different issuers: Tweedy, Browne and iShares. Their fees differ too: 0.80% for ICPY and 0.20% for EFAV.
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