IEFA vs. VXUS
Compare and contrast key facts about iShares Core MSCI EAFE ETF (IEFA) and Vanguard Total International Stock ETF (VXUS).
IEFA and VXUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Investable Market Index. It was launched on Oct 18, 2012. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011. Both IEFA and VXUS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IEFA or VXUS.
Performance
IEFA vs. VXUS - Performance Comparison
Returns By Period
In the year-to-date period, IEFA achieves a 4.58% return, which is significantly lower than VXUS's 6.78% return. Over the past 10 years, IEFA has outperformed VXUS with an annualized return of 5.15%, while VXUS has yielded a comparatively lower 4.78% annualized return.
IEFA
4.58%
-2.61%
-2.29%
11.11%
5.53%
5.15%
VXUS
6.78%
-2.42%
0.03%
12.91%
5.53%
4.78%
Key characteristics
| IEFA | VXUS | |
|---|---|---|
| Sharpe Ratio | 0.87 | 1.02 |
| Sortino Ratio | 1.27 | 1.47 |
| Omega Ratio | 1.15 | 1.18 |
| Calmar Ratio | 1.27 | 1.21 |
| Martin Ratio | 3.83 | 5.02 |
| Ulcer Index | 2.90% | 2.57% |
| Daily Std Dev | 12.80% | 12.68% |
| Max Drawdown | -34.78% | -35.97% |
| Current Drawdown | -8.19% | -6.82% |
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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%.
Correlation
The correlation between IEFA and VXUS is 0.97, 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.
Risk-Adjusted Performance
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.
Dividends
IEFA vs. VXUS - Dividend Comparison
IEFA's dividend yield for the trailing twelve months is around 3.15%, more than VXUS's 3.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEFA iShares Core MSCI EAFE ETF | 3.15% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% | 3.10% | 2.16% |
VXUS Vanguard Total International Stock ETF | 3.00% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
IEFA vs. VXUS - Drawdown Comparison
The maximum IEFA drawdown since its inception was -34.78%, 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.
Volatility
IEFA vs. VXUS - Volatility Comparison
iShares Core MSCI EAFE ETF (IEFA) and Vanguard Total International Stock ETF (VXUS) have volatilities of 3.68% and 3.73%, 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.