INUTX vs. EFA
INUTX (Columbia Dividend Opportunity Fund) and EFA (iShares MSCI EAFE ETF) are both funds - INUTX is a Large Cap Value Equities fund managed by Columbia, while EFA is a Foreign Large Cap Equities fund tracking the MSCI EAFE Index (Net). Over the past 10 years, INUTX returned 10.51%/yr vs 9.14%/yr for EFA. A 0.78 correlation means they provide meaningful diversification when combined. INUTX charges 1.06%/yr vs 0.32%/yr for EFA.
Performance
INUTX vs. EFA - Performance Comparison
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Returns By Period
In the year-to-date period, INUTX achieves a 12.81% return, which is significantly higher than EFA's 9.29% return. Over the past 10 years, INUTX has outperformed EFA with an annualized return of 10.51%, while EFA has yielded a comparatively lower 9.14% annualized return.
INUTX
- 1D
- -0.49%
- 1M
- 3.29%
- YTD
- 12.81%
- 6M
- 13.71%
- 1Y
- 27.08%
- 3Y*
- 17.28%
- 5Y*
- 10.47%
- 10Y*
- 10.51%
EFA
- 1D
- 0.80%
- 1M
- 2.85%
- YTD
- 9.29%
- 6M
- 11.52%
- 1Y
- 21.48%
- 3Y*
- 16.97%
- 5Y*
- 8.46%
- 10Y*
- 9.14%
INUTX vs. EFA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
INUTX Columbia Dividend Opportunity Fund | 12.81% | 15.64% | 14.41% | 4.88% | -1.68% | 26.09% | 0.76% | 23.31% | -5.32% | 12.93% |
EFA iShares MSCI EAFE ETF | 9.29% | 31.55% | 3.49% | 18.36% | -14.39% | 11.45% | 7.60% | 22.04% | -13.82% | 25.07% |
Correlation
The correlation between INUTX and EFA is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Aug 20, 2001 | 0.78 |
The correlation between INUTX and EFA shifts across timeframes, from 0.62 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
INUTX vs. EFA — Risk / Return Rank
INUTX
EFA
INUTX vs. EFA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Opportunity Fund (INUTX) and iShares MSCI EAFE ETF (EFA). 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.
| INUTX | EFA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.19 | ||
| Sortino ratioReturn per unit of downside risk | +1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.26 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 1.89 | +1.62 |
| Martin ratioReturn relative to average drawdown | 12.96 | 7.08 | +5.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| INUTX | EFA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.63 | 1.43 | +1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.52 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.53 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.31 | +0.30 |
Drawdowns
INUTX vs. EFA - Drawdown Comparison
The maximum INUTX drawdown since its inception was -55.57%, smaller than the maximum EFA drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for INUTX and EFA.
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Drawdown Indicators
| INUTX | EFA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.57% | -61.04% | +5.47% |
Max Drawdown (1Y)Largest decline over 1 year | -7.60% | -11.42% | +3.82% |
Max Drawdown (3Y)Largest decline over 3 years | -14.17% | -14.05% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -16.15% | -29.53% | +13.38% |
Max Drawdown (10Y)Largest decline over 10 years | -34.77% | -34.19% | -0.58% |
Current DrawdownCurrent decline from peak | -0.49% | -0.67% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -7.67% | -11.93% | +4.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 3.04% | -0.99% |
Volatility
INUTX vs. EFA - Volatility Comparison
The current volatility for Columbia Dividend Opportunity Fund (INUTX) is 2.81%, while iShares MSCI EAFE ETF (EFA) has a volatility of 4.88%. This indicates that INUTX experiences smaller price fluctuations and is considered to be less risky than EFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| INUTX | EFA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 4.88% | -2.07% |
Volatility (6M)Calculated over the trailing 6-month period | 7.53% | 12.53% | -5.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.15% | 15.05% | -4.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.60% | 16.48% | -2.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.86% | 17.26% | -1.40% |
INUTX vs. EFA - Expense Ratio Comparison
INUTX has a 1.06% expense ratio, which is higher than EFA's 0.32% expense ratio.
Dividends
INUTX vs. EFA - Dividend Comparison
INUTX's dividend yield for the trailing twelve months is around 7.19%, more than EFA's 3.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFA iShares MSCI EAFE ETF | 3.09% | 3.38% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% |
INUTX Columbia Dividend Opportunity Fund | 7.19% | 8.05% | 7.27% | 3.76% | 7.82% | 12.77% | 4.22% | 12.47% | 12.99% | 10.68% | 3.84% | 5.80% |
Frequently Asked Questions
INUTX and EFA have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EFA has higher volatility (4.88%) compared to INUTX (2.81%). In terms of maximum drawdown, INUTX dropped -55.57% vs EFA's -61.04%.
INUTX currently has the higher Sharpe Ratio (2.63 vs 1.43), 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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