TLCI vs. EFAV
TLCI (Touchstone International Equity ETF) and EFAV (iShares Edge MSCI Min Vol EAFE ETF) are both Foreign Large Cap Equities funds. TLCI is actively managed, while EFAV is passively managed. Over the past year, TLCI returned -0.25% vs 9.41% for EFAV. A 0.69 correlation means they provide meaningful diversification when combined. TLCI charges 0.37%/yr vs 0.20%/yr for EFAV.
Performance
TLCI vs. EFAV - Performance Comparison
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Returns By Period
In the year-to-date period, TLCI achieves a -0.42% return, which is significantly lower than EFAV's 3.83% return.
TLCI
- 1D
- -0.51%
- 1M
- 3.50%
- YTD
- -0.42%
- 6M
- -0.07%
- 1Y
- -0.25%
- 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%
TLCI vs. EFAV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TLCI Touchstone International Equity ETF | -0.42% | 3.99% |
EFAV iShares Edge MSCI Min Vol EAFE ETF | 3.83% | 14.02% |
Correlation
The correlation between TLCI and EFAV is 0.73, 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 | 0.73 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2025 | 0.69 |
The correlation between TLCI and EFAV has been stable across timeframes, ranging from 0.69 to 0.73 - a consistent structural relationship.
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Return for Risk
TLCI vs. EFAV — Risk / Return Rank
TLCI
EFAV
TLCI vs. EFAV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone International Equity ETF (TLCI) 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.
| TLCI | EFAV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.17 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 1.46 | -1.48 |
| Martin ratioReturn relative to average drawdown | -0.06 | 4.10 | -4.17 |
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
| TLCI | EFAV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 0.92 | -0.94 |
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 | 0.18 | 0.53 | -0.35 |
Drawdowns
TLCI vs. EFAV - Drawdown Comparison
The maximum TLCI drawdown since its inception was -12.15%, smaller than the maximum EFAV drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for TLCI and EFAV.
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Drawdown Indicators
| TLCI | EFAV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.15% | -27.56% | +15.41% |
Max Drawdown (1Y)Largest decline over 1 year | -11.83% | -6.46% | -5.37% |
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 | -4.37% | -5.61% | +1.24% |
Average DrawdownAverage peak-to-trough decline | -2.84% | -4.77% | +1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 2.30% | +1.52% |
Volatility
TLCI vs. EFAV - Volatility Comparison
Touchstone International Equity ETF (TLCI) has a higher volatility of 4.07% compared to iShares Edge MSCI Min Vol EAFE ETF (EFAV) at 3.17%. This indicates that TLCI'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
| TLCI | EFAV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 3.17% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 10.97% | 8.17% | +2.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.22% | 10.35% | +2.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.75% | 11.79% | +3.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.75% | 13.21% | +2.54% |
TLCI vs. EFAV - Expense Ratio Comparison
TLCI has a 0.37% expense ratio, which is higher than EFAV's 0.20% expense ratio.
Dividends
TLCI vs. EFAV - Dividend Comparison
TLCI's dividend yield for the trailing twelve months is around 0.60%, less than EFAV's 3.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TLCI Touchstone International Equity ETF | 0.60% | 0.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TLCI and EFAV have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TLCI has higher volatility (4.07%) compared to EFAV (3.17%). In terms of maximum drawdown, TLCI dropped -12.15% vs EFAV's -27.56%.
On 1-year performance, EFAV leads with 9.41% vs -0.25% for TLCI. 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, EFAV has performed better with a 9.41% return vs -0.25%. 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 0.37% for TLCI.
EFAV has the higher dividend yield at 3.08%, compared with 0.60% for TLCI.
They also come from different issuers: Touchstone and iShares. Their fees differ too: 0.37% for TLCI and 0.20% for EFAV.
EFAV currently has the higher Sharpe Ratio (0.92 vs -0.02), 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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