VB vs. EFV
VB (Vanguard Small-Cap ETF) and EFV (iShares MSCI EAFE Value ETF) are both exchange-traded funds - VB is a Small Cap Blend Equities fund tracking the CRSP US Small Cap Index, while EFV is a Foreign Large Cap Equities fund tracking the MSCI EAFE Value Index (Net). Both are passively managed. Over the past 10 years, VB returned 11.04%/yr vs 10.51%/yr for EFV. Their 0.74 correlation means they have sometimes moved together and sometimes differently. VB charges 0.03%/yr vs 0.31%/yr for EFV.
Performance
VB vs. EFV - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with VB having a 16.95% return and EFV slightly lower at 16.57%. Both investments have delivered pretty close results over the past 10 years, with VB having a 11.04% annualized return and EFV not far behind at 10.51%.
VB
- 1D
- 1.52%
- 1M
- -0.23%
- 6M
- 11.01%
- YTD
- 16.95%
- 1Y
- 27.83%
- 3Y*
- 15.29%
- 5Y*
- 7.95%
- 10Y*
- 11.04%
- ALL TIME*
- 9.95%
EFV
- 1D
- 0.26%
- 1M
- 4.16%
- 6M
- 9.61%
- YTD
- 16.57%
- 1Y
- 34.58%
- 3Y*
- 23.11%
- 5Y*
- 14.34%
- 10Y*
- 10.51%
- ALL TIME*
- 6.15%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $246.44M | $344.02M | $395.70M | |
| $124.44M | $120.08M | $165.69M |
VB vs. EFV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VB Vanguard Small-Cap ETF | 16.95% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 19.19% | 27.34% | -9.34% | 16.26% |
EFV iShares MSCI EAFE Value ETF | 16.57% | 42.22% | 5.35% | 18.85% | -5.22% | 11.08% | -2.97% | 15.80% | -14.67% | 21.22% |
Correlation
The correlation between VB and EFV is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.62 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2005 | 0.74 |
The correlation between VB and EFV shifts across timeframes, from 0.62 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.
VB vs. EFV - Sectors Allocation Comparison
Sectors
VB
EFV
Industrials
Technology
Healthcare
Financial Services
Consumer Cyclical
Real Estate
Basic Materials
Energy
Consumer Defensive
Utilities
Communication Services
Industrials
VB
EFV
Technology
VB
EFV
Healthcare
VB
EFV
Financial Services
VB
EFV
Consumer Cyclical
VB
EFV
Real Estate
VB
EFV
Basic Materials
VB
EFV
Energy
VB
EFV
Consumer Defensive
VB
EFV
Utilities
VB
EFV
Communication Services
VB
EFV
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Return for Risk
VB vs. EFV — Risk / Return Rank
VB
EFV
VB vs. EFV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap ETF (VB) and iShares MSCI EAFE Value ETF (EFV). 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.
| VB | EFV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.43 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 3.19 | -0.08 |
| Martin ratioReturn relative to average drawdown | 11.36 | 11.90 | -0.54 |
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Drawdowns
VB vs. EFV - Drawdown Comparison
The maximum VB drawdown since its inception was -59.56%, smaller than the maximum EFV drawdown of -63.94%. Use the drawdown chart below to compare losses from any high point for VB and EFV.
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Drawdown Indicators
| VB | EFV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.56% | -63.94% | +4.38% |
Max Drawdown (1Y)Largest decline over 1 year | -8.98% | -10.90% | +1.92% |
Max Drawdown (3Y)Largest decline over 3 years | -25.36% | -13.72% | -11.64% |
Max Drawdown (5Y)Largest decline over 5 years | -28.15% | -25.84% | -2.31% |
Max Drawdown (10Y)Largest decline over 10 years | -42.05% | -43.16% | +1.11% |
Current DrawdownCurrent decline from peak | -1.15% | -0.27% | -0.88% |
Average DrawdownAverage peak-to-trough decline | -8.39% | -14.72% | +6.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 2.91% | -0.45% |
Volatility
VB vs. EFV - Volatility Comparison
Vanguard Small-Cap ETF (VB) and iShares MSCI EAFE Value ETF (EFV) have volatilities of 3.71% and 3.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VB | EFV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.71% | 3.85% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 12.04% | 12.21% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.44% | 14.39% | +2.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.71% | 15.95% | +4.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.38% | 17.46% | +3.92% |
VB vs. EFV - Expense Ratio Comparison
VB has a 0.03% expense ratio, which is lower than EFV's 0.31% expense ratio.
Dividends
VB vs. EFV - Dividend Comparison
VB's dividend yield for the trailing twelve months is around 1.20%, less than EFV's 4.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFV iShares MSCI EAFE Value ETF | 4.51% | 4.16% | 4.66% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.28% | 3.59% |
VB Vanguard Small-Cap ETF | 1.20% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
Frequently Asked Questions
VB and EFV have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EFV has higher volatility (3.85%) compared to VB (3.71%). In terms of maximum drawdown, VB dropped -59.56% vs EFV's -63.94%.
On 10-year performance, VB leads with 11.04% vs 10.51% for EFV. On fees, VB is cheaper at 0.03% per year. On volatility, VB has been the lower-risk option at 3.71%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VB has performed better with a 11.04% return vs 10.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VB is cheaper with a 0.03% expense ratio, compared with 0.31% for EFV.
EFV has the higher dividend yield at 4.51%, compared with 1.20% for VB.
VB is categorized as Small Cap Blend Equities, while EFV is Foreign Large Cap Equities. VB tracks CRSP US Small Cap Index, while EFV tracks MSCI EAFE Value Index (Net). They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.03% for VB and 0.31% for EFV.
EFV currently has the higher Sharpe Ratio (2.42 vs 1.70), 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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