PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
INEQ vs. EFAV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

INEQ vs. EFAV

Last updated Jul 12, 2026
Documentation

INEQ (Columbia International Equity Income ETF) and EFAV (iShares MSCI EAFE Min Vol Factor ETF) are both Foreign Large Cap Equities funds. INEQ is actively managed, while EFAV is passively managed. Over the past 10 years, INEQ returned 9.87%/yr vs 6.06%/yr for EFAV. A 0.74 correlation means they provide meaningful diversification when combined. INEQ charges 0.45%/yr vs 0.20%/yr for EFAV.

Performance

INEQ vs. EFAV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia International Equity Income ETF (INEQ) and iShares MSCI EAFE Min Vol Factor ETF (EFAV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, INEQ achieves a 7.86% return, which is significantly higher than EFAV's 5.86% return. Over the past 10 years, INEQ has outperformed EFAV with an annualized return of 9.87%, while EFAV has yielded a comparatively lower 6.06% annualized return.

INEQ

1D
1.15%
1M
0.44%
6M
6.75%
YTD
7.86%
1Y
23.14%
3Y*
19.56%
5Y*
12.35%
10Y*
9.87%

EFAV

1D
0.26%
1M
0.49%
6M
4.52%
YTD
5.86%
1Y
11.19%
3Y*
13.88%
5Y*
6.30%
10Y*
6.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INEQ vs. EFAV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
INEQ
Columbia International Equity Income ETF		7.86%39.85%6.02%20.88%-5.95%10.18%-0.52%15.83%-18.30%24.88%
EFAV
iShares MSCI EAFE Min Vol Factor ETF		5.86%26.00%5.30%12.52%-15.11%7.20%-0.06%16.67%-5.74%22.24%

Correlation

The correlation between INEQ and EFAV is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2016

0.74

The correlation between INEQ and EFAV has been stable across timeframes, ranging from 0.74 to 0.84 - a consistent structural relationship.

INEQ vs. EFAV - Sectors Allocation Comparison

Sectors
INEQ
EFAV

Financial Services

23.2%
19.4%

Industrials

13.3%
15.9%

Energy

12.1%
8.3%

Healthcare

12.0%
12.0%

Basic Materials

11.4%
1.5%

Communication Services

7.8%
9.6%

Technology

5.6%
4.6%

Consumer Cyclical

5.4%
5.0%

Consumer Defensive

4.8%
11.9%

Utilities

2.8%
8.8%

Real Estate

1.7%
3.0%

Financial Services

INEQ
23.2%
EFAV
19.4%

Industrials

INEQ
13.3%
EFAV
15.9%

Energy

INEQ
12.1%
EFAV
8.3%

Healthcare

INEQ
12.0%
EFAV
12.0%

Basic Materials

INEQ
11.4%
EFAV
1.5%

Communication Services

INEQ
7.8%
EFAV
9.6%

Technology

INEQ
5.6%
EFAV
4.6%

Consumer Cyclical

INEQ
5.4%
EFAV
5.0%

Consumer Defensive

INEQ
4.8%
EFAV
11.9%

Utilities

INEQ
2.8%
EFAV
8.8%

Real Estate

INEQ
1.7%
EFAV
3.0%

Compare stocks, funds, or ETFs

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

Columbia International Equity Income ETF

iShares MSCI EAFE Min Vol Factor ETF

Often compared with INEQ:
INEQ vs. CRUXINEQ vs. EISINEQ vs. JIVEINEQ vs. CRXPINEQ vs. IDVOINEQ vs. FNDFINEQ vs. DWX
Often compared with EFAV:
EFAV vs. EFVEFAV vs. EFAEFAV vs. ACWVEFAV vs. EEMVEFAV vs. USMVEFAV vs. EFASEFAV vs. SPLV

Return for Risk

INEQ vs. EFAV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
INEQ
INEQ Risk / Return Rank: 6161
Overall Rank
INEQ Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
INEQ Sortino Ratio Rank: 6363
Sortino Ratio Rank
INEQ Omega Ratio Rank: 6363
Omega Ratio Rank
INEQ Calmar Ratio Rank: 6060
Calmar Ratio Rank
INEQ Martin Ratio Rank: 5555
Martin Ratio Rank
EFAV
EFAV Risk / Return Rank: 3333
Overall Rank
EFAV Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
EFAV Sortino Ratio Rank: 3232
Sortino Ratio Rank
EFAV Omega Ratio Rank: 3131
Omega Ratio Rank
EFAV Calmar Ratio Rank: 3838
Calmar Ratio Rank
EFAV Martin Ratio Rank: 3232
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.

INEQ vs. EFAV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia International Equity Income ETF (INEQ) and iShares MSCI EAFE Min Vol Factor ETF (EFAV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

INEQEFAVDifference
Sharpe ratioReturn per unit of total volatility
1.66
0.98

+0.68

Sortino ratioReturn per unit of downside risk
2.35
1.44

+0.91

Omega ratioGain probability vs. loss probability

1.30

1.18

+0.12

Calmar ratioReturn relative to maximum drawdown

2.37

1.57

+0.80

Martin ratioReturn relative to average drawdown

7.67

3.70

+3.97

INEQ vs. EFAV - Sharpe Ratio Comparison

The current INEQ Sharpe Ratio is 1.66, which is higher than the EFAV Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of INEQ and EFAV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

INEQ vs. EFAV - Drawdown Comparison

The maximum INEQ drawdown since its inception was -41.71%, which is greater than EFAV's maximum drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for INEQ and EFAV.

Loading charts...

Drawdown Indicators

INEQEFAVDifference

Max Drawdown

Largest peak-to-trough decline

-41.71%

-27.56%

-14.15%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

-6.66%

-2.90%

Max Drawdown (3Y)

Largest decline over 3 years

-14.38%

-8.75%

-5.63%

Max Drawdown (5Y)

Largest decline over 5 years

-24.51%

-27.46%

+2.95%

Max Drawdown (10Y)

Largest decline over 10 years

-41.71%

-27.56%

-14.15%

Current Drawdown

Current decline from peak

-3.02%

-3.76%

+0.74%

Average Drawdown

Average peak-to-trough decline

-7.03%

-4.77%

-2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

2.83%

+0.13%

Volatility

INEQ vs. EFAV - Volatility Comparison

Columbia International Equity Income ETF (INEQ) has a higher volatility of 3.95% compared to iShares MSCI EAFE Min Vol Factor ETF (EFAV) at 3.46%. This indicates that INEQ's price experiences larger fluctuations and is considered to be riskier than EFAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

INEQEFAVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

3.46%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

11.33%

8.80%

+2.53%

Volatility (1Y)

Calculated over the trailing 1-year period

13.68%

10.71%

+2.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.31%

11.84%

+3.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.35%

13.02%

+3.33%

INEQ vs. EFAV - Expense Ratio Comparison

INEQ has a 0.45% expense ratio, which is higher than EFAV's 0.20% expense ratio.

Dividends

INEQ vs. EFAV - Dividend Comparison

INEQ's dividend yield for the trailing twelve months is around 9.68%, more than EFAV's 3.19% yield.

PositionTTM20252024202320222021202020192018201720162015
EFAV
iShares MSCI EAFE Min Vol Factor ETF		3.19%3.20%3.24%3.08%2.53%2.47%1.33%4.19%3.34%2.45%3.94%2.49%
INEQ
Columbia International Equity Income ETF		9.68%9.76%3.11%3.27%3.57%3.43%2.64%3.34%7.25%4.63%2.52%0.00%

Frequently Asked Questions

INEQ and EFAV have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INEQ has higher volatility (3.95%) compared to EFAV (3.46%). In terms of maximum drawdown, INEQ dropped -41.71% vs EFAV's -27.56%.

On 10-year performance, INEQ leads with 9.87% vs 6.06% for EFAV. On fees, EFAV is cheaper at 0.20% per year. On volatility, EFAV has been the lower-risk option at 3.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, INEQ has performed better with a 9.87% return vs 6.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EFAV is cheaper with a 0.20% expense ratio, compared with 0.45% for INEQ.

INEQ has the higher dividend yield at 9.68%, compared with 3.19% for EFAV.

They also come from different issuers: Columbia Threadneedle and iShares. Their fees differ too: 0.45% for INEQ and 0.20% for EFAV.

INEQ currently has the higher Sharpe Ratio (1.66 vs 0.98), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for INEQ and EFAV

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