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VEA vs. IEFA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VEAIEFA
YTD Return5.35%5.50%
1Y Return17.00%16.61%
3Y Return (Ann)3.84%3.93%
5Y Return (Ann)7.40%7.18%
10Y Return (Ann)5.06%4.95%
Sharpe Ratio1.451.45
Daily Std Dev12.64%12.41%
Max Drawdown-60.70%-34.78%
Current Drawdown-0.20%-0.28%

Correlation

0.99
-1.001.00

The correlation between VEA and IEFA is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

VEA vs. IEFA - Performance Comparison

The year-to-date returns for both investments are quite close, with VEA having a 5.35% return and IEFA slightly higher at 5.50%. Both investments have delivered pretty close results over the past 10 years, with VEA having a 5.06% annualized return and IEFA not far behind at 4.95%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


70.00%80.00%90.00%100.00%110.00%OctoberNovemberDecember2024FebruaryMarch
110.02%
109.81%
VEA
IEFA

Compare stocks, funds, or ETFs


Vanguard FTSE Developed Markets ETF

iShares Core MSCI EAFE ETF

VEA vs. IEFA - Expense Ratio Comparison

VEA has a 0.05% expense ratio, which is lower than IEFA's 0.07% expense ratio.

IEFA
iShares Core MSCI EAFE ETF
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

VEA vs. IEFA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Markets ETF (VEA) and iShares Core MSCI EAFE ETF (IEFA). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VEA
Vanguard FTSE Developed Markets ETF
1.45
IEFA
iShares Core MSCI EAFE ETF
1.45

VEA vs. IEFA - Sharpe Ratio Comparison

The current VEA Sharpe Ratio is 1.45, which roughly equals the IEFA Sharpe Ratio of 1.45. The chart below compares the 12-month rolling Sharpe Ratio of VEA and IEFA.


Rolling 12-month Sharpe Ratio0.400.600.801.001.201.401.60OctoberNovemberDecember2024FebruaryMarch
1.45
1.45
VEA
IEFA

Dividends

VEA vs. IEFA - Dividend Comparison

VEA's dividend yield for the trailing twelve months is around 3.26%, more than IEFA's 3.03% yield.


TTM20232022202120202019201820172016201520142013
VEA
Vanguard FTSE Developed Markets ETF
3.26%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%
IEFA
iShares Core MSCI EAFE ETF
3.03%3.20%2.70%3.32%1.90%3.18%3.46%2.57%2.96%2.63%3.10%2.16%

Drawdowns

VEA vs. IEFA - Drawdown Comparison

The maximum VEA drawdown since its inception was -60.70%, which is greater than IEFA's maximum drawdown of -34.78%. The drawdown chart below compares losses from any high point along the way for VEA and IEFA


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.20%
-0.28%
VEA
IEFA

Volatility

VEA vs. IEFA - Volatility Comparison

Vanguard FTSE Developed Markets ETF (VEA) and iShares Core MSCI EAFE ETF (IEFA) have volatilities of 2.62% and 2.65%, 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.


3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.62%
2.65%
VEA
IEFA