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MAIIX vs. VXUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MAIIX and VXUS is 0.96, 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.


-0.50.00.51.01.0

Performance

MAIIX vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE International Index Fund (MAIIX) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-4.89%
-1.65%
MAIIX
VXUS

Key characteristics

Sharpe Ratio

MAIIX:

0.20

VXUS:

0.49

Sortino Ratio

MAIIX:

0.36

VXUS:

0.75

Omega Ratio

MAIIX:

1.04

VXUS:

1.09

Calmar Ratio

MAIIX:

0.22

VXUS:

0.62

Martin Ratio

MAIIX:

0.73

VXUS:

2.03

Ulcer Index

MAIIX:

3.70%

VXUS:

3.08%

Daily Std Dev

MAIIX:

13.41%

VXUS:

12.88%

Max Drawdown

MAIIX:

-62.24%

VXUS:

-35.97%

Current Drawdown

MAIIX:

-12.47%

VXUS:

-10.02%

Returns By Period

In the year-to-date period, MAIIX achieves a 0.05% return, which is significantly lower than VXUS's 3.12% return. Both investments have delivered pretty close results over the past 10 years, with MAIIX having a 4.77% annualized return and VXUS not far ahead at 4.79%.


MAIIX

YTD

0.05%

1M

-4.11%

6M

-4.90%

1Y

1.12%

5Y*

4.17%

10Y*

4.77%

VXUS

YTD

3.12%

1M

-3.29%

6M

-2.23%

1Y

6.25%

5Y*

4.03%

10Y*

4.79%

Compare stocks, funds, or ETFs

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


MAIIX vs. VXUS - Expense Ratio Comparison

MAIIX has a 0.09% expense ratio, which is higher than VXUS's 0.07% 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%.


MAIIX
iShares MSCI EAFE International Index Fund
Expense ratio chart for MAIIX: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

MAIIX vs. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE International Index Fund (MAIIX) and Vanguard Total International Stock ETF (VXUS). 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.


Sharpe ratio
The chart of Sharpe ratio for MAIIX, currently valued at 0.20, compared to the broader market-1.000.001.002.003.004.000.200.49
The chart of Sortino ratio for MAIIX, currently valued at 0.36, compared to the broader market-2.000.002.004.006.008.0010.000.360.75
The chart of Omega ratio for MAIIX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.003.501.041.09
The chart of Calmar ratio for MAIIX, currently valued at 0.22, compared to the broader market0.002.004.006.008.0010.0012.0014.000.220.62
The chart of Martin ratio for MAIIX, currently valued at 0.73, compared to the broader market0.0020.0040.0060.000.732.03
MAIIX
VXUS

The current MAIIX Sharpe Ratio is 0.20, which is lower than the VXUS Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of MAIIX and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.20
0.49
MAIIX
VXUS

Dividends

MAIIX vs. VXUS - Dividend Comparison

MAIIX's dividend yield for the trailing twelve months is around 0.27%, less than VXUS's 1.67% yield.


TTM20232022202120202019201820172016201520142013
MAIIX
iShares MSCI EAFE International Index Fund
0.27%3.16%2.76%3.00%1.95%3.29%4.53%2.42%2.81%2.40%0.80%2.39%
VXUS
Vanguard Total International Stock ETF
1.67%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%2.70%

Drawdowns

MAIIX vs. VXUS - Drawdown Comparison

The maximum MAIIX drawdown since its inception was -62.24%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for MAIIX and VXUS. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.47%
-10.02%
MAIIX
VXUS

Volatility

MAIIX vs. VXUS - Volatility Comparison

iShares MSCI EAFE International Index Fund (MAIIX) has a higher volatility of 5.12% compared to Vanguard Total International Stock ETF (VXUS) at 3.77%. This indicates that MAIIX's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.12%
3.77%
MAIIX
VXUS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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