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INTF vs. EFAV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

INTF vs. EFAV

Last updated Jun 4, 2026

INTF (iShares MSCI Intl Multifactor ETF) and EFAV (iShares Edge MSCI Min Vol EAFE ETF) are both Foreign Large Cap Equities funds from iShares - INTF tracks the MSCI World ex USA Diversified Multi-Factor while EFAV tracks the MSCI EAFE Minimum Volatility Index. Both are passively managed. Over the past 10 years, INTF returned 9.16%/yr vs 5.93%/yr for EFAV. Their correlation of 0.84 suggests significant overlap in exposure. INTF charges 0.30%/yr vs 0.20%/yr for EFAV.

Performance

INTF vs. EFAV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Intl Multifactor ETF (INTF) and iShares Edge MSCI Min Vol EAFE ETF (EFAV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, INTF achieves a 9.48% return, which is significantly higher than EFAV's 3.83% return. Over the past 10 years, INTF has outperformed EFAV with an annualized return of 9.16%, while EFAV has yielded a comparatively lower 5.93% annualized return.

INTF

1D
-0.84%
1M
2.45%
YTD
9.48%
6M
12.57%
1Y
25.20%
3Y*
19.52%
5Y*
9.49%
10Y*
9.16%

EFAV

1D
-0.68%
1M
-1.10%
YTD
3.83%
6M
5.18%
1Y
9.41%
3Y*
12.87%
5Y*
6.17%
10Y*
5.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INTF vs. EFAV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
INTF
iShares MSCI Intl Multifactor ETF		9.48%35.50%5.99%18.25%-12.31%11.70%2.83%18.46%-15.87%28.46%
EFAV
iShares Edge MSCI Min Vol EAFE ETF		3.83%26.00%5.30%12.52%-15.11%7.20%-0.06%16.67%-5.74%22.24%

Correlation

The correlation between INTF and EFAV is 0.82, 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

0.82

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

0.84

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

0.87

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

0.87

Correlation (All Time)
Calculated using the full available price history since May 5, 2015

0.84

The correlation between INTF and EFAV has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.

INTF vs. EFAV - Sectors Allocation Comparison

Sectors
INTF
EFAV

Financial Services

25.2%
19.9%

Industrials

19.1%
15.1%

Consumer Cyclical

9.0%
5.2%

Technology

8.5%
4.5%

Healthcare

8.2%
12.4%

Basic Materials

6.6%
1.6%

Consumer Defensive

6.3%
11.5%

Energy

5.9%
8.2%

Utilities

4.7%
9.1%

Communication Services

3.9%
9.7%

Real Estate

2.7%
2.9%

Financial Services

INTF
25.2%
EFAV
19.9%

Industrials

INTF
19.1%
EFAV
15.1%

Consumer Cyclical

INTF
9.0%
EFAV
5.2%

Technology

INTF
8.5%
EFAV
4.5%

Healthcare

INTF
8.2%
EFAV
12.4%

Basic Materials

INTF
6.6%
EFAV
1.6%

Consumer Defensive

INTF
6.3%
EFAV
11.5%

Energy

INTF
5.9%
EFAV
8.2%

Utilities

INTF
4.7%
EFAV
9.1%

Communication Services

INTF
3.9%
EFAV
9.7%

Real Estate

INTF
2.7%
EFAV
2.9%

Compare stocks, funds, or ETFs

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

iShares MSCI Intl Multifactor ETF

iShares Edge MSCI Min Vol EAFE ETF

Often compared with INTF:
INTF vs. IDHQINTF vs. LRGFINTF vs. VFMFINTF vs. SPYINTF vs. DFAIINTF vs. DFIVINTF vs. IVLU
Often compared with EFAV:
EFAV vs. EFVEFAV vs. EFAEFAV vs. ACWVEFAV vs. EEMVEFAV vs. USMVEFAV vs. EFASEFAV vs. SPLV

Return for Risk

INTF vs. EFAV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
INTF
INTF Risk / Return Rank: 5151
Overall Rank
INTF Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
INTF Sortino Ratio Rank: 4949
Sortino Ratio Rank
INTF Omega Ratio Rank: 4949
Omega Ratio Rank
INTF Calmar Ratio Rank: 5050
Calmar Ratio Rank
INTF Martin Ratio Rank: 5656
Martin Ratio Rank
EFAV
EFAV Risk / Return Rank: 2626
Overall Rank
EFAV Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
EFAV Sortino Ratio Rank: 2424
Sortino Ratio Rank
EFAV Omega Ratio Rank: 2424
Omega Ratio Rank
EFAV Calmar Ratio Rank: 2929
Calmar Ratio Rank
EFAV Martin Ratio Rank: 2828
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.

INTF vs. EFAV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Multifactor ETF (INTF) and iShares Edge MSCI Min Vol EAFE 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.

INTFEFAVDifference
Sharpe ratioReturn per unit of total volatility
1.74
0.92

+0.83

Sortino ratioReturn per unit of downside risk
2.44
1.33

+1.10

Omega ratioGain probability vs. loss probability

1.31

1.17

+0.14

Calmar ratioReturn relative to maximum drawdown

2.48

1.46

+1.02

Martin ratioReturn relative to average drawdown

9.82

4.10

+5.72

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

INTF vs. EFAV - Sharpe Ratio Comparison

The current INTF Sharpe Ratio is 1.74, which is higher than the EFAV Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of INTF 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.

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Sharpe Ratios by Period

INTFEFAVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

0.92

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.53

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.45

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.53

-0.09

Drawdowns

INTF vs. EFAV - Drawdown Comparison

The maximum INTF drawdown since its inception was -40.39%, which is greater than EFAV's maximum drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for INTF and EFAV.

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Drawdown Indicators

INTFEFAVDifference

Max Drawdown

Largest peak-to-trough decline

-40.39%

-27.56%

-12.83%

Max Drawdown (1Y)

Largest decline over 1 year

-10.20%

-6.46%

-3.74%

Max Drawdown (3Y)

Largest decline over 3 years

-13.64%

-8.75%

-4.89%

Max Drawdown (5Y)

Largest decline over 5 years

-29.26%

-27.46%

-1.80%

Max Drawdown (10Y)

Largest decline over 10 years

-40.39%

-27.56%

-12.83%

Current Drawdown

Current decline from peak

-1.03%

-5.61%

+4.58%

Average Drawdown

Average peak-to-trough decline

-7.70%

-4.77%

-2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.30%

+0.27%

Volatility

INTF vs. EFAV - Volatility Comparison

iShares MSCI Intl Multifactor ETF (INTF) has a higher volatility of 4.52% compared to iShares Edge MSCI Min Vol EAFE ETF (EFAV) at 3.17%. This indicates that INTF'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.

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Volatility by Period

INTFEFAVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

3.17%

+1.35%

Volatility (6M)

Calculated over the trailing 6-month period

11.98%

8.17%

+3.81%

Volatility (1Y)

Calculated over the trailing 1-year period

14.55%

10.35%

+4.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.16%

11.79%

+4.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.35%

13.21%

+4.14%

INTF vs. EFAV - Expense Ratio Comparison

INTF has a 0.30% expense ratio, which is higher than EFAV's 0.20% expense ratio.

Dividends

INTF vs. EFAV - Dividend Comparison

INTF's dividend yield for the trailing twelve months is around 2.62%, less than EFAV's 3.08% yield.

PositionTTM20252024202320222021202020192018201720162015
EFAV
iShares Edge MSCI Min Vol EAFE ETF		3.08%3.20%3.24%3.08%2.53%2.47%1.33%4.19%3.34%2.45%3.94%2.49%
INTF
iShares MSCI Intl Multifactor ETF		2.62%2.87%3.53%3.59%2.81%5.38%2.06%3.65%2.62%3.26%1.66%0.85%

Frequently Asked Questions

INTF and EFAV have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INTF has higher volatility (4.52%) compared to EFAV (3.17%). In terms of maximum drawdown, INTF dropped -40.39% vs EFAV's -27.56%.

On 10-year performance, INTF leads with 9.16% vs 5.93% for EFAV. On fees, EFAV is cheaper at 0.20% per year. On volatility, EFAV has been the lower-risk option at 3.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, INTF has performed better with a 9.16% return vs 5.93%. 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 0.30% for INTF.

EFAV has the higher dividend yield at 3.08%, compared with 2.62% for INTF.

INTF tracks MSCI World ex USA Diversified Multi-Factor, while EFAV tracks MSCI EAFE Minimum Volatility Index. Their fees differ too: 0.30% for INTF and 0.20% for EFAV.

INTF currently has the higher Sharpe Ratio (1.74 vs 0.92), 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.

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