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RINT vs. EFAV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RINT vs. EFAV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments International Developed Equity ETF (RINT) and iShares Edge MSCI Min Vol EAFE ETF (EFAV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RINT achieves a 8.39% return, which is significantly higher than EFAV's 3.83% return.


RINT

1D
-0.77%
1M
3.99%
YTD
8.39%
6M
11.05%
1Y
21.90%
3Y*
5Y*
10Y*

EFAV

1D
-0.68%
1M
-1.10%
YTD
3.83%
6M
5.18%
1Y
9.41%
3Y*
12.87%
5Y*
6.17%
10Y*
5.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RINT vs. EFAV - Yearly Performance Comparison


Correlation

The correlation between RINT and EFAV is 0.77, 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

0.77

Correlation (All Time)
Calculated using the full available price history since May 15, 2025

0.77

The correlation between RINT and EFAV has been stable across timeframes, ranging from 0.77 to 0.77 - a consistent structural relationship.

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Return for Risk

RINT vs. EFAV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RINT
RINT Risk / Return Rank: 4242
Overall Rank
RINT Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
RINT Sortino Ratio Rank: 4343
Sortino Ratio Rank
RINT Omega Ratio Rank: 4444
Omega Ratio Rank
RINT Calmar Ratio Rank: 3838
Calmar Ratio Rank
RINT Martin Ratio Rank: 4444
Martin Ratio Rank

EFAV
EFAV Risk / Return Rank: 2626
Overall Rank
EFAV Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
EFAV Sortino Ratio Rank: 2424
Sortino Ratio Rank
EFAV Omega Ratio Rank: 2424
Omega Ratio Rank
EFAV Calmar Ratio Rank: 2929
Calmar Ratio Rank
EFAV Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RINT vs. EFAV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments International Developed Equity ETF (RINT) 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.


RINTEFAVDifference
Sharpe ratioReturn per unit of total volatility

+0.57

Sortino ratioReturn per unit of downside risk

+0.78

Omega ratioGain probability vs. loss probability

1.27

1.17

+0.11

Calmar ratioReturn relative to maximum drawdown

1.85

1.46

+0.38

Martin ratioReturn relative to average drawdown

6.94

4.10

+2.84

RINT vs. EFAV - Sharpe Ratio Comparison

The current RINT Sharpe Ratio is 1.49, which is higher than the EFAV Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of RINT and EFAV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


RINTEFAVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

0.92

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

1.72

0.53

+1.18

Drawdowns

RINT vs. EFAV - Drawdown Comparison

The maximum RINT drawdown since its inception was -11.91%, smaller than the maximum EFAV drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for RINT and EFAV.


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Drawdown Indicators


RINTEFAVDifference

Max Drawdown

Largest peak-to-trough decline

-11.91%

-27.56%

+15.65%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-6.46%

-5.45%

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 Drawdown

Current decline from peak

-0.86%

-5.61%

+4.75%

Average Drawdown

Average peak-to-trough decline

-1.82%

-4.77%

+2.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

2.30%

+0.86%

Volatility

RINT vs. EFAV - Volatility Comparison

Russell Investments International Developed Equity ETF (RINT) has a higher volatility of 4.31% compared to iShares Edge MSCI Min Vol EAFE ETF (EFAV) at 3.17%. This indicates that RINT'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


RINTEFAVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

3.17%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.36%

8.17%

+4.19%

Volatility (1Y)

Calculated over the trailing 1-year period

14.79%

10.35%

+4.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.64%

11.79%

+2.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.64%

13.21%

+1.43%

RINT vs. EFAV - Expense Ratio Comparison

RINT has a 0.49% expense ratio, which is higher than EFAV's 0.20% expense ratio.


Dividends

RINT vs. EFAV - Dividend Comparison

RINT's dividend yield for the trailing twelve months is around 0.82%, less than EFAV's 3.08% yield.


PositionTTM20252024202320222021202020192018201720162015
EFAV
iShares Edge MSCI Min Vol EAFE ETF
3.08%3.20%3.24%3.08%2.53%2.47%1.33%4.19%3.34%2.45%3.94%2.49%
RINT
Russell Investments International Developed Equity ETF
0.82%0.89%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RINT and EFAV have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RINT has higher volatility (4.31%) compared to EFAV (3.17%). In terms of maximum drawdown, RINT dropped -11.91% vs EFAV's -27.56%.

On 1-year performance, RINT leads with 21.90% vs 9.41% for EFAV. On fees, EFAV is cheaper at 0.20% per year. On volatility, EFAV has been the lower-risk option at 3.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RINT has performed better with a 21.90% return vs 9.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EFAV is cheaper with a 0.20% expense ratio, compared with 0.49% for RINT.

EFAV has the higher dividend yield at 3.08%, compared with 0.82% for RINT.

They also come from different issuers: Russell and iShares. Their fees differ too: 0.49% for RINT and 0.20% for EFAV.

RINT currently has the higher Sharpe Ratio (1.49 vs 0.92), 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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