IFV vs. EFV
Compare and contrast key facts about First Trust Dorsey Wright International Focus 5 ETF (IFV) and iShares MSCI EAFE Value ETF (EFV).
IFV and EFV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IFV is a passively managed fund by First Trust that tracks the performance of the Dorsey Wright International Focus Five Index. It was launched on Jul 22, 2014. EFV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Value Index. It was launched on Aug 1, 2005. Both IFV and EFV 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: IFV or EFV.
Correlation
The correlation between IFV and EFV is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IFV vs. EFV - Performance Comparison
Key characteristics
IFV:
0.65
EFV:
1.22
IFV:
1.04
EFV:
1.73
IFV:
1.13
EFV:
1.24
IFV:
0.54
EFV:
1.49
IFV:
2.14
EFV:
4.99
IFV:
5.29%
EFV:
4.11%
IFV:
17.38%
EFV:
16.84%
IFV:
-48.89%
EFV:
-63.94%
IFV:
-7.39%
EFV:
0.00%
Returns By Period
In the year-to-date period, IFV achieves a 9.96% return, which is significantly lower than EFV's 17.38% return. Over the past 10 years, IFV has underperformed EFV with an annualized return of 2.45%, while EFV has yielded a comparatively higher 5.15% annualized return.
IFV
9.96%
4.72%
6.35%
10.15%
10.36%
2.45%
EFV
17.38%
4.27%
13.55%
18.87%
15.54%
5.15%
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IFV vs. EFV - Expense Ratio Comparison
IFV has a 1.06% expense ratio, which is higher than EFV's 0.39% expense ratio.
Risk-Adjusted Performance
IFV vs. EFV — Risk-Adjusted Performance Rank
IFV
EFV
IFV vs. EFV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright International Focus 5 ETF (IFV) and iShares MSCI EAFE Value ETF (EFV). 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
IFV vs. EFV - Dividend Comparison
IFV's dividend yield for the trailing twelve months is around 1.76%, less than EFV's 3.97% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IFV First Trust Dorsey Wright International Focus 5 ETF | 1.76% | 2.32% | 2.88% | 3.79% | 1.05% | 1.53% | 2.92% | 1.87% | 1.43% | 1.10% | 1.52% | 0.21% |
EFV iShares MSCI EAFE Value ETF | 3.97% | 4.66% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.28% | 3.59% | 4.87% |
Drawdowns
IFV vs. EFV - Drawdown Comparison
The maximum IFV drawdown since its inception was -48.89%, smaller than the maximum EFV drawdown of -63.94%. Use the drawdown chart below to compare losses from any high point for IFV and EFV. For additional features, visit the drawdowns tool.
Volatility
IFV vs. EFV - Volatility Comparison
The current volatility for First Trust Dorsey Wright International Focus 5 ETF (IFV) is 10.69%, while iShares MSCI EAFE Value ETF (EFV) has a volatility of 11.40%. This indicates that IFV experiences smaller price fluctuations and is considered to be less risky than EFV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.