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IEFA vs. VXUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IEFA and VXUS is 0.80, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

IEFA vs. VXUS - Performance Comparison

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

80.00%90.00%100.00%110.00%120.00%130.00%NovemberDecember2025FebruaryMarchApril
128.15%
103.99%
IEFA
VXUS

Key characteristics

Sharpe Ratio

IEFA:

0.66

VXUS:

0.64

Sortino Ratio

IEFA:

1.05

VXUS:

1.01

Omega Ratio

IEFA:

1.14

VXUS:

1.13

Calmar Ratio

IEFA:

0.84

VXUS:

0.80

Martin Ratio

IEFA:

2.47

VXUS:

2.52

Ulcer Index

IEFA:

4.70%

VXUS:

4.29%

Daily Std Dev

IEFA:

17.63%

VXUS:

16.97%

Max Drawdown

IEFA:

-34.79%

VXUS:

-35.97%

Current Drawdown

IEFA:

-0.72%

VXUS:

-1.41%

Returns By Period

In the year-to-date period, IEFA achieves a 11.10% return, which is significantly higher than VXUS's 7.84% return. Over the past 10 years, IEFA has outperformed VXUS with an annualized return of 5.40%, while VXUS has yielded a comparatively lower 4.75% annualized return.


IEFA

YTD

11.10%

1M

1.43%

6M

6.59%

1Y

12.41%

5Y*

11.88%

10Y*

5.40%

VXUS

YTD

7.84%

1M

0.40%

6M

3.62%

1Y

11.17%

5Y*

10.95%

10Y*

4.75%

*Annualized

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IEFA vs. VXUS - Expense Ratio Comparison

Both IEFA and VXUS have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for IEFA: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IEFA: 0.07%
Expense ratio chart for VXUS: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VXUS: 0.07%

Risk-Adjusted Performance

IEFA vs. VXUS — Risk-Adjusted Performance Rank

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

IEFA
The Risk-Adjusted Performance Rank of IEFA is 6969
Overall Rank
The Sharpe Ratio Rank of IEFA is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of IEFA is 6767
Sortino Ratio Rank
The Omega Ratio Rank of IEFA is 6565
Omega Ratio Rank
The Calmar Ratio Rank of IEFA is 7878
Calmar Ratio Rank
The Martin Ratio Rank of IEFA is 6666
Martin Ratio Rank

VXUS
The Risk-Adjusted Performance Rank of VXUS is 6767
Overall Rank
The Sharpe Ratio Rank of VXUS is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IEFA vs. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EAFE ETF (IEFA) and Vanguard Total International Stock ETF (VXUS). 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 chart of Sharpe ratio for IEFA, currently valued at 0.66, compared to the broader market-1.000.001.002.003.004.00
IEFA: 0.66
VXUS: 0.64
The chart of Sortino ratio for IEFA, currently valued at 1.05, compared to the broader market-2.000.002.004.006.008.00
IEFA: 1.05
VXUS: 1.01
The chart of Omega ratio for IEFA, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
IEFA: 1.14
VXUS: 1.13
The chart of Calmar ratio for IEFA, currently valued at 0.84, compared to the broader market0.002.004.006.008.0010.0012.00
IEFA: 0.84
VXUS: 0.80
The chart of Martin ratio for IEFA, currently valued at 2.47, compared to the broader market0.0020.0040.0060.00
IEFA: 2.47
VXUS: 2.52

The current IEFA Sharpe Ratio is 0.66, which is comparable to the VXUS Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of IEFA and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.66
0.64
IEFA
VXUS

Dividends

IEFA vs. VXUS - Dividend Comparison

IEFA's dividend yield for the trailing twelve months is around 3.12%, more than VXUS's 3.08% yield.


TTM20242023202220212020201920182017201620152014
IEFA
iShares Core MSCI EAFE ETF
3.12%3.47%3.20%2.70%3.32%1.90%3.18%3.46%2.57%2.96%2.63%3.10%
VXUS
Vanguard Total International Stock ETF
3.08%3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%

Drawdowns

IEFA vs. VXUS - Drawdown Comparison

The maximum IEFA drawdown since its inception was -34.79%, roughly equal to the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for IEFA and VXUS. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.72%
-1.41%
IEFA
VXUS

Volatility

IEFA vs. VXUS - Volatility Comparison

iShares Core MSCI EAFE ETF (IEFA) has a higher volatility of 11.85% compared to Vanguard Total International Stock ETF (VXUS) at 11.22%. This indicates that IEFA's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.85%
11.22%
IEFA
VXUS