MAIIX vs. VT
MAIIX (iShares MSCI EAFE International Index Fund) and VT (Vanguard Total World Stock ETF) are both funds - MAIIX is a Foreign Large Cap Equities fund managed by BlackRock, while VT is a Global Equities fund tracking the FTSE Global All Cap Index. Over the past 10 years, MAIIX returned 10.21%/yr vs 12.96%/yr for VT. Their correlation of 0.91 suggests significant overlap in exposure. MAIIX charges 0.09%/yr vs 0.06%/yr for VT.
Performance
MAIIX vs. VT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MAIIX achieves a 10.90% return, which is significantly higher than VT's 10.06% return. Over the past 10 years, MAIIX has underperformed VT with an annualized return of 10.21%, while VT has yielded a comparatively higher 12.96% annualized return.
MAIIX
- 1D
- 0.19%
- 1M
- 2.19%
- YTD
- 10.90%
- 6M
- 10.39%
- 1Y
- 24.71%
- 3Y*
- 17.68%
- 5Y*
- 9.38%
- 10Y*
- 10.21%
VT
- 1D
- -2.05%
- 1M
- -0.44%
- YTD
- 10.06%
- 6M
- 9.32%
- 1Y
- 25.71%
- 3Y*
- 19.92%
- 5Y*
- 10.51%
- 10Y*
- 12.96%
MAIIX vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MAIIX iShares MSCI EAFE International Index Fund | 10.90% | 31.62% | 3.65% | 18.35% | -14.15% | 11.25% | 8.03% | 21.82% | -13.43% | 25.24% |
VT Vanguard Total World Stock ETF | 10.06% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
Correlation
The correlation between MAIIX and VT is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2008 | 0.91 |
The correlation between MAIIX and VT has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MAIIX vs. VT — Risk / Return Rank
MAIIX
VT
MAIIX vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE International Index Fund (MAIIX) and Vanguard Total World Stock ETF (VT). 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.
| MAIIX | VT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.35 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 2.67 | -0.39 |
| Martin ratioReturn relative to average drawdown | 8.51 | 11.57 | -3.07 |
Loading charts...
Drawdowns
MAIIX vs. VT - Drawdown Comparison
The maximum MAIIX drawdown since its inception was -61.05%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for MAIIX and VT.
Loading charts...
Drawdown Indicators
| MAIIX | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.05% | -50.27% | -10.78% |
Max Drawdown (1Y)Largest decline over 1 year | -11.31% | -9.67% | -1.64% |
Max Drawdown (3Y)Largest decline over 3 years | -13.68% | -16.51% | +2.83% |
Max Drawdown (5Y)Largest decline over 5 years | -29.31% | -26.38% | -2.93% |
Max Drawdown (10Y)Largest decline over 10 years | -34.01% | -34.24% | +0.23% |
Current DrawdownCurrent decline from peak | 0.00% | -2.80% | +2.80% |
Average DrawdownAverage peak-to-trough decline | -15.31% | -7.00% | -8.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.23% | +0.79% |
Volatility
MAIIX vs. VT - Volatility Comparison
The current volatility for iShares MSCI EAFE International Index Fund (MAIIX) is 4.80%, while Vanguard Total World Stock ETF (VT) has a volatility of 5.65%. This indicates that MAIIX experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MAIIX | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 5.65% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 12.89% | 11.32% | +1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.53% | 13.58% | +1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 16.19% | +0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.63% | 17.20% | -0.57% |
MAIIX vs. VT - Expense Ratio Comparison
MAIIX has a 0.09% expense ratio, which is higher than VT's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
MAIIX vs. VT - Dividend Comparison
MAIIX's dividend yield for the trailing twelve months is around 3.34%, more than VT's 1.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAIIX iShares MSCI EAFE International Index Fund | 3.34% | 3.71% | 3.38% | 3.16% | 2.76% | 3.00% | 1.94% | 3.29% | 4.53% | 2.42% | 2.81% | 2.40% |
VT Vanguard Total World Stock ETF | 1.61% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Frequently Asked Questions
MAIIX and VT have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VT has higher volatility (5.65%) compared to MAIIX (4.80%). In terms of maximum drawdown, MAIIX dropped -61.05% vs VT's -50.27%.
VT currently has the higher Sharpe Ratio (1.91 vs 1.66), 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.
Find the right allocation for MAIIX and VT
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