PortfoliosLab logoPortfoliosLab logo
IFLO vs. EFAS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IFLO vs. EFAS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares International Free Cash Flow ETF (IFLO) and Global X MSCI SuperDividend® EAFE ETF (EFAS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IFLO achieves a 19.31% return, which is significantly higher than EFAS's 12.96% return.


IFLO

1D
-0.67%
1M
5.90%
YTD
19.31%
6M
21.20%
1Y
3Y*
5Y*
10Y*

EFAS

1D
-0.58%
1M
-0.80%
YTD
12.96%
6M
17.29%
1Y
28.68%
3Y*
24.47%
5Y*
12.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IFLO vs. EFAS - Yearly Performance Comparison


Correlation

The correlation between IFLO and EFAS is 0.69, 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 Jun 27, 2025

0.69

IFLO vs. EFAS - Sectors Allocation Comparison


Sectors
IFLO
EFAS

Industrials

18.9%
9.9%

Technology

18.1%
0.1%

Consumer Cyclical

14.0%
1.9%

Energy

13.6%
13.7%

Healthcare

12.6%
0.1%

Basic Materials

11.6%
1.8%

Communication Services

6.2%
8.6%

Consumer Defensive

2.9%
8.1%

Utilities

1.2%
14.4%

Financial Services

0.9%
30.1%

Real Estate

0.0%
11.3%

Industrials

IFLO
18.9%
EFAS
9.9%

Technology

IFLO
18.1%
EFAS
0.1%

Consumer Cyclical

IFLO
14.0%
EFAS
1.9%

Energy

IFLO
13.6%
EFAS
13.7%

Healthcare

IFLO
12.6%
EFAS
0.1%

Basic Materials

IFLO
11.6%
EFAS
1.8%

Communication Services

IFLO
6.2%
EFAS
8.6%

Consumer Defensive

IFLO
2.9%
EFAS
8.1%

Utilities

IFLO
1.2%
EFAS
14.4%

Financial Services

IFLO
0.9%
EFAS
30.1%

Real Estate

IFLO
0.0%
EFAS
11.3%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IFLO vs. EFAS — Risk / Return Rank

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

IFLO

EFAS
EFAS Risk / Return Rank: 8181
Overall Rank
EFAS Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EFAS Sortino Ratio Rank: 8484
Sortino Ratio Rank
EFAS Omega Ratio Rank: 7878
Omega Ratio Rank
EFAS Calmar Ratio Rank: 8989
Calmar Ratio Rank
EFAS Martin Ratio Rank: 7575
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.

IFLO vs. EFAS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares International Free Cash Flow ETF (IFLO) and Global X MSCI SuperDividend® EAFE ETF (EFAS). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IFLO vs. EFAS - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


IFLOEFASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

2.67

0.56

+2.11

Drawdowns

IFLO vs. EFAS - Drawdown Comparison

The maximum IFLO drawdown since its inception was -6.44%, smaller than the maximum EFAS drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for IFLO and EFAS.


Loading charts...

Drawdown Indicators


IFLOEFASDifference

Max Drawdown

Largest peak-to-trough decline

-6.44%

-44.38%

+37.94%

Max Drawdown (1Y)

Largest decline over 1 year

-5.30%

Max Drawdown (3Y)

Largest decline over 3 years

-11.84%

Max Drawdown (5Y)

Largest decline over 5 years

-28.81%

Current Drawdown

Current decline from peak

-0.67%

-3.01%

+2.34%

Average Drawdown

Average peak-to-trough decline

-1.22%

-7.08%

+5.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

Volatility

IFLO vs. EFAS - Volatility Comparison


Loading charts...

Volatility by Period


IFLOEFASDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.96%

Volatility (6M)

Calculated over the trailing 6-month period

8.20%

Volatility (1Y)

Calculated over the trailing 1-year period

14.16%

10.60%

+3.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.16%

15.59%

-1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.16%

18.33%

-4.17%

IFLO vs. EFAS - Expense Ratio Comparison

Both IFLO and EFAS have an expense ratio of 0.56%.


Dividends

IFLO vs. EFAS - Dividend Comparison

IFLO's dividend yield for the trailing twelve months is around 1.03%, less than EFAS's 5.05% yield.


PositionTTM2025202420232022202120202019201820172016
EFAS
Global X MSCI SuperDividend® EAFE ETF
5.05%4.83%6.76%6.33%7.28%5.19%4.34%5.75%6.63%6.15%0.21%
IFLO
VictoryShares International Free Cash Flow ETF
1.03%0.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IFLO and EFAS have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.56% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IFLO and EFAS have the same expense ratio: 0.56% per year.

EFAS has the higher dividend yield at 5.05%, compared with 1.03% for IFLO.

They also come from different issuers: VictoryShares and Global X.

Portfolio Optimizer

Find the right allocation for IFLO and EFAS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer