OAKI vs. EFAV
OAKI (Oakmark International Large Cap ETF) and EFAV (iShares MSCI EAFE Min Vol Factor ETF) are both Foreign Large Cap Equities funds. OAKI is actively managed, while EFAV is passively managed. A 0.71 correlation means they provide meaningful diversification when combined. OAKI charges 0.65%/yr vs 0.20%/yr for EFAV.
Performance
OAKI vs. EFAV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, OAKI achieves a 2.40% return, which is significantly lower than EFAV's 6.01% return.
OAKI
- 1D
- -0.29%
- 1M
- 4.79%
- 6M
- 0.54%
- YTD
- 2.40%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EFAV
- 1D
- 0.52%
- 1M
- 2.78%
- 6M
- 5.23%
- YTD
- 6.01%
- 1Y
- 10.92%
- 3Y*
- 14.20%
- 5Y*
- 6.54%
- 10Y*
- 6.20%
OAKI vs. EFAV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
OAKI Oakmark International Large Cap ETF | 2.40% | 0.73% |
EFAV iShares MSCI EAFE Min Vol Factor ETF | 6.01% | 1.50% |
Correlation
The correlation between OAKI and EFAV is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 11, 2025 | 0.71 |
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
OAKI vs. EFAV — Risk / Return Rank
OAKI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EFAV
OAKI vs. EFAV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oakmark International Large Cap ETF (OAKI) and iShares MSCI EAFE Min Vol Factor 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.
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.
| OAKI | EFAV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.19 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.65 | — |
| Martin ratioReturn relative to average drawdown | — | 3.91 | — |
Loading charts...
Drawdowns
OAKI vs. EFAV - Drawdown Comparison
The maximum OAKI drawdown since its inception was -13.94%, smaller than the maximum EFAV drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for OAKI and EFAV.
Loading charts...
Drawdown Indicators
| OAKI | EFAV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.94% | -27.56% | +13.62% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.66% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -8.75% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.46% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.56% | — |
Current DrawdownCurrent decline from peak | -2.82% | -3.62% | +0.80% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -4.77% | +0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.80% | — |
Volatility
OAKI vs. EFAV - Volatility Comparison
Loading charts...
Volatility by Period
| OAKI | EFAV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.72% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.80% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.31% | 10.73% | +7.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.31% | 11.86% | +6.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 13.03% | +5.28% |
OAKI vs. EFAV - Expense Ratio Comparison
OAKI has a 0.65% expense ratio, which is higher than EFAV's 0.20% expense ratio.
Dividends
OAKI vs. EFAV - Dividend Comparison
OAKI's dividend yield for the trailing twelve months is around 0.04%, less than EFAV's 3.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFAV iShares MSCI EAFE Min Vol Factor ETF | 3.18% | 3.20% | 3.24% | 3.08% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% |
OAKI Oakmark International Large Cap ETF | 0.04% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
OAKI and EFAV have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EFAV is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EFAV is cheaper with a 0.20% expense ratio, compared with 0.65% for OAKI.
EFAV has the higher dividend yield at 3.18%, compared with 0.04% for OAKI.
They also come from different issuers: Oakmark and iShares. Their fees differ too: 0.65% for OAKI and 0.20% for EFAV.
Find the right allocation for OAKI and EFAV
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