PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
VDI vs. EFAV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VDI vs. EFAV

Last updated Jul 12, 2026
Documentation

VDI (Virtus International Dividend ETF) and EFAV (iShares MSCI EAFE Min Vol Factor ETF) are both Foreign Large Cap Equities funds. VDI is actively managed, while EFAV is passively managed. A 0.72 correlation means they provide meaningful diversification when combined. VDI charges 0.39%/yr vs 0.20%/yr for EFAV.

Performance

VDI vs. EFAV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus International Dividend ETF (VDI) and iShares MSCI EAFE Min Vol Factor ETF (EFAV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VDI achieves a 15.45% return, which is significantly higher than EFAV's 5.86% return.

VDI

1D
0.65%
1M
0.38%
6M
12.85%
YTD
15.45%
1Y
—
3Y*
—
5Y*
—
10Y*
—

EFAV

1D
0.26%
1M
0.35%
6M
4.52%
YTD
5.86%
1Y
11.19%
3Y*
13.88%
5Y*
6.30%
10Y*
6.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDI vs. EFAV - Yearly Performance Comparison

2026 (YTD)2025
VDI
Virtus International Dividend ETF		15.45%3.29%
EFAV
iShares MSCI EAFE Min Vol Factor ETF		5.86%1.59%

Correlation

The correlation between VDI and EFAV is 0.72, 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 3, 2025

0.72

VDI vs. EFAV - Sectors Allocation Comparison

Sectors
VDI
EFAV

Financial Services

35.7%
19.4%

Industrials

14.9%
15.9%

Technology

9.0%
4.6%

Energy

8.0%
8.3%

Basic Materials

7.5%
1.5%

Healthcare

6.2%
12.0%

Utilities

6.1%
8.8%

Consumer Defensive

4.2%
11.9%

Consumer Cyclical

3.4%
5.0%

Communication Services

2.7%
9.6%

Real Estate

2.3%
3.0%

Financial Services

VDI
35.7%
EFAV
19.4%

Industrials

VDI
14.9%
EFAV
15.9%

Technology

VDI
9.0%
EFAV
4.6%

Energy

VDI
8.0%
EFAV
8.3%

Basic Materials

VDI
7.5%
EFAV
1.5%

Healthcare

VDI
6.2%
EFAV
12.0%

Utilities

VDI
6.1%
EFAV
8.8%

Consumer Defensive

VDI
4.2%
EFAV
11.9%

Consumer Cyclical

VDI
3.4%
EFAV
5.0%

Communication Services

VDI
2.7%
EFAV
9.6%

Real Estate

VDI
2.3%
EFAV
3.0%

Compare stocks, funds, or ETFs

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

Virtus International Dividend ETF

iShares MSCI EAFE Min Vol Factor ETF

Often compared with VDI:
VDI vs. VUSVDI vs. VSHYVDI vs. ASMFVDI vs. KMIDVDI vs. VEUVDI vs. ASGMVDI vs. PCLO
Often compared with EFAV:
EFAV vs. EFVEFAV vs. EFAEFAV vs. ACWVEFAV vs. EEMVEFAV vs. USMVEFAV vs. EFASEFAV vs. SPLV

Return for Risk

VDI vs. EFAV — Risk / Return Rank

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

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

EFAV
EFAV Risk / Return Rank: 3333
Overall Rank
EFAV Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
EFAV Sortino Ratio Rank: 3232
Sortino Ratio Rank
EFAV Omega Ratio Rank: 3131
Omega Ratio Rank
EFAV Calmar Ratio Rank: 3838
Calmar Ratio Rank
EFAV Martin Ratio Rank: 3232
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.

VDI vs. EFAV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus International Dividend ETF (VDI) 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.

VDIEFAVDifference
Sharpe ratioReturn per unit of total volatility

—

0.98

—

Sortino ratioReturn per unit of downside risk

—

1.44

—

Omega ratioGain probability vs. loss probability

—

1.18

—

Calmar ratioReturn relative to maximum drawdown

—

1.57

—

Martin ratioReturn relative to average drawdown

—

3.70

—

VDI vs. EFAV - Sharpe Ratio Comparison

Loading charts...

Drawdowns

VDI vs. EFAV - Drawdown Comparison

The maximum VDI drawdown since its inception was -10.40%, smaller than the maximum EFAV drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for VDI and EFAV.

Loading charts...

Drawdown Indicators

VDIEFAVDifference

Max Drawdown

Largest peak-to-trough decline

-10.40%

-27.56%

+17.16%

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 Drawdown

Current decline from peak

-0.79%

-3.76%

+2.97%

Average Drawdown

Average peak-to-trough decline

-1.72%

-4.77%

+3.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

2.83%

—

Volatility

VDI vs. EFAV - Volatility Comparison

Loading charts...

Volatility by Period

VDIEFAVDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

3.46%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

8.80%

—

Volatility (1Y)

Calculated over the trailing 1-year period

16.21%

10.71%

+5.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

11.84%

+4.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.21%

13.02%

+3.19%

VDI vs. EFAV - Expense Ratio Comparison

VDI has a 0.39% expense ratio, which is higher than EFAV's 0.20% expense ratio.

Dividends

VDI vs. EFAV - Dividend Comparison

VDI's dividend yield for the trailing twelve months is around 2.32%, less than EFAV's 3.19% yield.

PositionTTM20252024202320222021202020192018201720162015
EFAV
iShares MSCI EAFE Min Vol Factor ETF		3.19%3.20%3.24%3.08%2.53%2.47%1.33%4.19%3.34%2.45%3.94%2.49%
VDI
Virtus International Dividend ETF		2.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

VDI and EFAV have a correlation of 0.72, 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 0.39% for VDI.

EFAV has the higher dividend yield at 3.19%, compared with 2.32% for VDI.

They also come from different issuers: Virtus and iShares. Their fees differ too: 0.39% for VDI and 0.20% for EFAV.

Portfolio Optimizer

Find the right allocation for VDI 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