IVAL vs. EFAV
Compare and contrast key facts about Alpha Architect International Quantitative Value ETF (IVAL) and iShares Edge MSCI Min Vol EAFE ETF (EFAV).
IVAL and EFAV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IVAL is an actively managed fund by Alpha Architect. It was launched on Dec 16, 2014. EFAV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Minimum Volatility Index. It was launched on Oct 18, 2011.
Performance
IVAL vs. EFAV - Performance Comparison
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IVAL vs. EFAV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVAL Alpha Architect International Quantitative Value ETF | 8.42% | 34.92% | -0.71% | 20.61% | -10.06% | -0.22% | -4.94% | 21.26% | -22.50% | 31.03% |
EFAV iShares Edge MSCI Min Vol EAFE ETF | 5.94% | 26.00% | 5.30% | 12.52% | -15.11% | 7.20% | -0.06% | 16.67% | -5.74% | 22.24% |
Returns By Period
In the year-to-date period, IVAL achieves a 8.42% return, which is significantly higher than EFAV's 5.94% return. Over the past 10 years, IVAL has outperformed EFAV with an annualized return of 7.75%, while EFAV has yielded a comparatively lower 6.46% annualized return.
IVAL
- 1D
- 2.88%
- 1M
- -7.11%
- YTD
- 8.42%
- 6M
- 14.13%
- 1Y
- 37.22%
- 3Y*
- 17.52%
- 5Y*
- 8.19%
- 10Y*
- 7.75%
EFAV
- 1D
- 1.98%
- 1M
- -3.69%
- YTD
- 5.94%
- 6M
- 9.18%
- 1Y
- 21.13%
- 3Y*
- 14.12%
- 5Y*
- 7.53%
- 10Y*
- 6.46%
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IVAL vs. EFAV - Expense Ratio Comparison
IVAL has a 0.39% expense ratio, which is higher than EFAV's 0.20% expense ratio.
Return for Risk
IVAL vs. EFAV — Risk / Return Rank
IVAL
EFAV
IVAL vs. EFAV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect International Quantitative Value ETF (IVAL) 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.
| IVAL | EFAV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.13 | 1.74 | +0.39 |
Sortino ratioReturn per unit of downside risk | 2.85 | 2.33 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.34 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 3.24 | 2.88 | +0.36 |
Martin ratioReturn relative to average drawdown | 12.61 | 10.58 | +2.03 |
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
| IVAL | EFAV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 1.74 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.65 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.49 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.55 | -0.23 |
Correlation
The correlation between IVAL and EFAV is 0.73, 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.
Dividends
IVAL vs. EFAV - Dividend Comparison
IVAL's dividend yield for the trailing twelve months is around 2.77%, less than EFAV's 3.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVAL Alpha Architect International Quantitative Value ETF | 2.77% | 2.75% | 3.60% | 5.15% | 8.00% | 3.95% | 2.07% | 2.51% | 2.93% | 1.73% | 2.02% | 1.86% |
EFAV iShares Edge MSCI Min Vol EAFE ETF | 3.02% | 3.20% | 3.24% | 3.08% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% |
Drawdowns
IVAL vs. EFAV - Drawdown Comparison
The maximum IVAL drawdown since its inception was -46.09%, which is greater than EFAV's maximum drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for IVAL and EFAV.
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Drawdown Indicators
| IVAL | EFAV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.09% | -27.56% | -18.53% |
Max Drawdown (1Y)Largest decline over 1 year | -11.24% | -7.14% | -4.10% |
Max Drawdown (5Y)Largest decline over 5 years | -31.01% | -27.46% | -3.55% |
Max Drawdown (10Y)Largest decline over 10 years | -46.09% | -27.56% | -18.53% |
Current DrawdownCurrent decline from peak | -7.11% | -3.69% | -3.42% |
Average DrawdownAverage peak-to-trough decline | -12.12% | -4.78% | -7.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 1.94% | +0.95% |
Volatility
IVAL vs. EFAV - Volatility Comparison
Alpha Architect International Quantitative Value ETF (IVAL) has a higher volatility of 7.41% compared to iShares Edge MSCI Min Vol EAFE ETF (EFAV) at 5.19%. This indicates that IVAL'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
| IVAL | EFAV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.41% | 5.19% | +2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 11.38% | 7.57% | +3.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.60% | 12.22% | +5.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.67% | 11.74% | +5.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.91% | 13.21% | +5.70% |