IFV vs. VEA
Compare and contrast key facts about First Trust Dorsey Wright International Focus 5 ETF (IFV) and Vanguard FTSE Developed Markets ETF (VEA).
IFV and VEA 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. VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007. Both IFV and VEA 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 VEA.
Key characteristics
| IFV | VEA | |
|---|---|---|
| YTD Return | -1.07% | 1.63% |
| 1Y Return | 13.31% | 9.37% |
| 3Y Return (Ann) | -3.92% | 1.71% |
| 5Y Return (Ann) | 2.18% | 6.02% |
| Sharpe Ratio | 0.83 | 0.64 |
| Daily Std Dev | 14.89% | 12.76% |
| Max Drawdown | -48.89% | -60.70% |
| Current Drawdown | -16.96% | -3.72% |
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.
Performance
IFV vs. VEA - Performance Comparison
In the year-to-date period, IFV achieves a -1.07% return, which is significantly lower than VEA's 1.63% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IFV vs. VEA - Expense Ratio Comparison
IFV has a 1.06% expense ratio, which is higher than VEA's 0.05% expense ratio.
Risk-Adjusted Performance
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.
Dividends
IFV vs. VEA - Dividend Comparison
IFV's dividend yield for the trailing twelve months is around 3.16%, less than VEA's 3.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IFV First Trust Dorsey Wright International Focus 5 ETF | 3.16% | 2.88% | 3.79% | 1.04% | 1.53% | 2.91% | 1.86% | 1.43% | 1.10% | 1.52% | 0.21% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 3.38% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
IFV vs. VEA - Drawdown Comparison
The maximum IFV drawdown since its inception was -48.89%, smaller than the maximum VEA drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for IFV and VEA. For additional features, visit the drawdowns tool.
Volatility
IFV vs. VEA - Volatility Comparison
First Trust Dorsey Wright International Focus 5 ETF (IFV) has a higher volatility of 4.34% compared to Vanguard FTSE Developed Markets ETF (VEA) at 3.71%. This indicates that IFV's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.