IDV vs. EICIX
IDV (iShares International Select Dividend ETF) and EICIX (EIC Value Fund) are both funds - IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend, while EICIX is a Large Cap Value Equities fund managed by Equity Investment Corp. Over the past 10 years, IDV returned 10.92%/yr vs 11.48%/yr for EICIX. A 0.74 correlation means they provide meaningful diversification when combined. IDV charges 0.49%/yr vs 0.95%/yr for EICIX.
Performance
IDV vs. EICIX - Performance Comparison
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Returns By Period
In the year-to-date period, IDV achieves a 13.60% return, which is significantly higher than EICIX's 5.81% return. Over the past 10 years, IDV has underperformed EICIX with an annualized return of 10.92%, while EICIX has yielded a comparatively higher 11.48% annualized return.
IDV
- 1D
- 0.31%
- 1M
- 0.43%
- YTD
- 13.60%
- 6M
- 15.83%
- 1Y
- 36.40%
- 3Y*
- 25.11%
- 5Y*
- 12.17%
- 10Y*
- 10.92%
EICIX
- 1D
- 0.80%
- 1M
- 4.47%
- YTD
- 5.81%
- 6M
- 4.81%
- 1Y
- 13.57%
- 3Y*
- 15.33%
- 5Y*
- 10.21%
- 10Y*
- 11.48%
IDV vs. EICIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDV iShares International Select Dividend ETF | 13.60% | 52.16% | 4.00% | 10.32% | -6.40% | 12.00% | -5.94% | 23.56% | -10.37% | 19.74% |
EICIX EIC Value Fund | 5.81% | 16.01% | 11.55% | 12.91% | 0.90% | 30.08% | 4.27% | 22.64% | -7.80% | 14.42% |
Correlation
The correlation between IDV and EICIX is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since May 2, 2011 | 0.74 |
The correlation between IDV and EICIX shifts across timeframes, from 0.58 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IDV vs. EICIX — Risk / Return Rank
IDV
EICIX
IDV vs. EICIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and EIC Value Fund (EICIX). 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.
| IDV | EICIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.55 | ||
| Sortino ratioReturn per unit of downside risk | +1.81 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.20 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 4.13 | 1.54 | +2.60 |
| Martin ratioReturn relative to average drawdown | 15.32 | 3.81 | +11.51 |
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Drawdowns
IDV vs. EICIX - Drawdown Comparison
The maximum IDV drawdown since its inception was -70.14%, which is greater than EICIX's maximum drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for IDV and EICIX.
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Drawdown Indicators
| IDV | EICIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.14% | -34.26% | -35.88% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -8.55% | +0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -11.86% | -11.10% | -0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -29.19% | -17.36% | -11.83% |
Max Drawdown (10Y)Largest decline over 10 years | -42.50% | -34.26% | -8.24% |
Current DrawdownCurrent decline from peak | -1.70% | -3.66% | +1.96% |
Average DrawdownAverage peak-to-trough decline | -15.38% | -3.41% | -11.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 3.39% | -1.09% |
Volatility
IDV vs. EICIX - Volatility Comparison
iShares International Select Dividend ETF (IDV) has a higher volatility of 4.24% compared to EIC Value Fund (EICIX) at 2.99%. This indicates that IDV's price experiences larger fluctuations and is considered to be riskier than EICIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDV | EICIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 2.99% | +1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 10.88% | 8.16% | +2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.10% | 11.55% | +1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.58% | 14.59% | +0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.92% | 16.27% | +1.65% |
IDV vs. EICIX - Expense Ratio Comparison
IDV has a 0.49% expense ratio, which is lower than EICIX's 0.95% expense ratio.
Dividends
IDV vs. EICIX - Dividend Comparison
IDV's dividend yield for the trailing twelve months is around 4.40%, less than EICIX's 8.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EICIX EIC Value Fund | 8.46% | 8.95% | 9.47% | 4.09% | 6.07% | 11.14% | 6.05% | 7.71% | 10.82% | 8.51% | 2.03% | 3.42% |
IDV iShares International Select Dividend ETF | 4.40% | 4.94% | 6.46% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.52% | 4.69% | 5.08% |
Frequently Asked Questions
IDV and EICIX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDV has higher volatility (4.24%) compared to EICIX (2.99%). In terms of maximum drawdown, IDV dropped -70.14% vs EICIX's -34.26%.
IDV currently has the higher Sharpe Ratio (2.69 vs 1.14), 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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