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IEFA vs. AVSD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEFA vs. AVSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI EAFE ETF (IEFA) and Avantis Responsible International Equity ETF (AVSD). The values are adjusted to include any dividend payments, if applicable.

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IEFA vs. AVSD - Yearly Performance Comparison


2026 (YTD)2025202420232022
IEFA
iShares Core MSCI EAFE ETF
1.20%32.08%3.26%17.95%-8.43%
AVSD
Avantis Responsible International Equity ETF
-0.74%37.07%6.69%17.49%-9.69%

Returns By Period

In the year-to-date period, IEFA achieves a 1.20% return, which is significantly higher than AVSD's -0.74% return.


IEFA

1D
3.24%
1M
-7.92%
YTD
1.20%
6M
5.69%
1Y
24.17%
3Y*
14.50%
5Y*
7.80%
10Y*
8.86%

AVSD

1D
3.47%
1M
-9.11%
YTD
-0.74%
6M
4.06%
1Y
26.30%
3Y*
16.66%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IEFA vs. AVSD - Expense Ratio Comparison

IEFA has a 0.07% expense ratio, which is lower than AVSD's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

IEFA vs. AVSD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IEFA
IEFA Risk / Return Rank: 7979
Overall Rank
IEFA Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IEFA Sortino Ratio Rank: 8080
Sortino Ratio Rank
IEFA Omega Ratio Rank: 7979
Omega Ratio Rank
IEFA Calmar Ratio Rank: 7979
Calmar Ratio Rank
IEFA Martin Ratio Rank: 7878
Martin Ratio Rank

AVSD
AVSD Risk / Return Rank: 8080
Overall Rank
AVSD Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
AVSD Sortino Ratio Rank: 8282
Sortino Ratio Rank
AVSD Omega Ratio Rank: 8181
Omega Ratio Rank
AVSD Calmar Ratio Rank: 7777
Calmar Ratio Rank
AVSD Martin Ratio Rank: 7878
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.

IEFA vs. AVSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EAFE ETF (IEFA) and Avantis Responsible International Equity ETF (AVSD). 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.


IEFAAVSDDifference

Sharpe ratio

Return per unit of total volatility

1.38

1.51

-0.14

Sortino ratio

Return per unit of downside risk

1.97

2.12

-0.15

Omega ratio

Gain probability vs. loss probability

1.29

1.31

-0.02

Calmar ratio

Return relative to maximum drawdown

2.00

2.00

0.00

Martin ratio

Return relative to average drawdown

7.79

8.11

-0.32

IEFA vs. AVSD - Sharpe Ratio Comparison

The current IEFA Sharpe Ratio is 1.38, which is comparable to the AVSD Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of IEFA and AVSD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IEFAAVSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.51

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.69

-0.21

Correlation

The correlation between IEFA and AVSD is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IEFA vs. AVSD - Dividend Comparison

IEFA's dividend yield for the trailing twelve months is around 3.51%, more than AVSD's 2.65% yield.


TTM20252024202320222021202020192018201720162015
IEFA
iShares Core MSCI EAFE ETF
3.51%3.55%3.47%3.20%2.70%3.32%1.90%3.18%3.46%2.57%2.96%2.63%
AVSD
Avantis Responsible International Equity ETF
2.65%2.54%3.25%2.53%1.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IEFA vs. AVSD - Drawdown Comparison

The maximum IEFA drawdown since its inception was -34.78%, which is greater than AVSD's maximum drawdown of -25.56%. Use the drawdown chart below to compare losses from any high point for IEFA and AVSD.


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Drawdown Indicators


IEFAAVSDDifference

Max Drawdown

Largest peak-to-trough decline

-34.78%

-25.56%

-9.22%

Max Drawdown (1Y)

Largest decline over 1 year

-11.50%

-12.63%

+1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-30.41%

Max Drawdown (10Y)

Largest decline over 10 years

-34.78%

Current Drawdown

Current decline from peak

-8.15%

-9.33%

+1.18%

Average Drawdown

Average peak-to-trough decline

-6.74%

-5.00%

-1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

3.11%

-0.16%

Volatility

IEFA vs. AVSD - Volatility Comparison

iShares Core MSCI EAFE ETF (IEFA) and Avantis Responsible International Equity ETF (AVSD) have volatilities of 7.89% and 7.98%, 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


IEFAAVSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.89%

7.98%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

11.05%

11.23%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

17.64%

17.48%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.35%

16.53%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.24%

16.53%

+0.71%