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IFV vs. VEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IFV and VEA is 0.82, 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.


-0.50.00.51.00.8

Performance

IFV vs. VEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dorsey Wright International Focus 5 ETF (IFV) and Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
-0.17%
1.97%
IFV
VEA

Key characteristics

Sharpe Ratio

IFV:

0.56

VEA:

1.05

Sortino Ratio

IFV:

0.87

VEA:

1.50

Omega Ratio

IFV:

1.10

VEA:

1.19

Calmar Ratio

IFV:

0.44

VEA:

1.38

Martin Ratio

IFV:

1.68

VEA:

3.25

Ulcer Index

IFV:

4.74%

VEA:

4.14%

Daily Std Dev

IFV:

14.17%

VEA:

12.85%

Max Drawdown

IFV:

-48.89%

VEA:

-60.69%

Current Drawdown

IFV:

-12.43%

VEA:

-1.93%

Returns By Period

In the year-to-date period, IFV achieves a 3.98% return, which is significantly lower than VEA's 7.72% return. Over the past 10 years, IFV has underperformed VEA with an annualized return of 2.30%, while VEA has yielded a comparatively higher 5.59% annualized return.


IFV

YTD

3.98%

1M

5.06%

6M

-0.17%

1Y

4.17%

5Y*

1.16%

10Y*

2.30%

VEA

YTD

7.72%

1M

6.05%

6M

1.98%

1Y

10.74%

5Y*

6.47%

10Y*

5.59%

*Annualized

Compare stocks, funds, or ETFs

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


IFV vs. VEA - Expense Ratio Comparison

IFV has a 1.06% expense ratio, which is higher than VEA's 0.05% expense ratio.


IFV
First Trust Dorsey Wright International Focus 5 ETF
Expense ratio chart for IFV: current value at 1.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.06%
Expense ratio chart for VEA: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

IFV vs. VEA — Risk-Adjusted Performance Rank

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

IFV
The Risk-Adjusted Performance Rank of IFV is 1818
Overall Rank
The Sharpe Ratio Rank of IFV is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of IFV is 1818
Sortino Ratio Rank
The Omega Ratio Rank of IFV is 1717
Omega Ratio Rank
The Calmar Ratio Rank of IFV is 2121
Calmar Ratio Rank
The Martin Ratio Rank of IFV is 1818
Martin Ratio Rank

VEA
The Risk-Adjusted Performance Rank of VEA is 3838
Overall Rank
The Sharpe Ratio Rank of VEA is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of VEA is 3636
Sortino Ratio Rank
The Omega Ratio Rank of VEA is 3535
Omega Ratio Rank
The Calmar Ratio Rank of VEA is 4848
Calmar Ratio Rank
The Martin Ratio Rank of VEA is 3232
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.

IFV vs. VEA - 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 Vanguard FTSE Developed Markets ETF (VEA). 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.


Sharpe ratio
The chart of Sharpe ratio for IFV, currently valued at 0.56, compared to the broader market0.002.004.000.561.05
The chart of Sortino ratio for IFV, currently valued at 0.87, compared to the broader market-2.000.002.004.006.008.0010.0012.000.871.50
The chart of Omega ratio for IFV, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.19
The chart of Calmar ratio for IFV, currently valued at 0.44, compared to the broader market0.005.0010.0015.000.441.38
The chart of Martin ratio for IFV, currently valued at 1.68, compared to the broader market0.0020.0040.0060.0080.00100.001.683.25
IFV
VEA

The current IFV Sharpe Ratio is 0.56, which is lower than the VEA Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of IFV and VEA, 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.56
1.05
IFV
VEA

Dividends

IFV vs. VEA - Dividend Comparison

IFV's dividend yield for the trailing twelve months is around 2.23%, less than VEA's 3.12% yield.


TTM20242023202220212020201920182017201620152014
IFV
First Trust Dorsey Wright International Focus 5 ETF
2.23%2.32%2.88%3.79%1.05%1.53%2.92%1.87%1.43%1.10%1.52%0.21%
VEA
Vanguard FTSE Developed Markets ETF
3.12%3.36%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%

Drawdowns

IFV vs. VEA - Drawdown Comparison

The maximum IFV drawdown since its inception was -48.89%, smaller than the maximum VEA drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for IFV and VEA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-12.43%
-1.93%
IFV
VEA

Volatility

IFV vs. VEA - Volatility Comparison

The current volatility for First Trust Dorsey Wright International Focus 5 ETF (IFV) is 2.95%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 3.53%. This indicates that IFV experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.95%
3.53%
IFV
VEA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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