VFMF vs. EFNL
Compare and contrast key facts about Vanguard U.S. Multifactor ETF (VFMF) and iShares MSCI Finland ETF (EFNL).
VFMF and EFNL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VFMF is managed by Vanguard. It was launched on Feb 13, 2018. EFNL is a passively managed fund by iShares that tracks the performance of the MSCI Finland IMI 25/50 Index. It was launched on Jan 25, 2012.
Performance
VFMF vs. EFNL - Performance Comparison
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VFMF vs. EFNL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VFMF Vanguard U.S. Multifactor ETF | 4.17% | 17.38% | 15.60% | 18.52% | -5.70% | 30.05% | 4.99% | 22.34% | -11.29% |
EFNL iShares MSCI Finland ETF | 4.17% | 53.59% | -5.28% | -0.12% | -17.29% | 10.50% | 20.19% | 13.64% | -13.87% |
Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with VFMF at 4.17% and EFNL at 4.17%.
VFMF
- 1D
- 0.82%
- 1M
- -3.38%
- YTD
- 4.17%
- 6M
- 9.32%
- 1Y
- 25.37%
- 3Y*
- 18.45%
- 5Y*
- 11.84%
- 10Y*
- —
EFNL
- 1D
- 1.70%
- 1M
- -1.75%
- YTD
- 4.17%
- 6M
- 16.25%
- 1Y
- 41.22%
- 3Y*
- 13.82%
- 5Y*
- 6.00%
- 10Y*
- 8.79%
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VFMF vs. EFNL - Expense Ratio Comparison
VFMF has a 0.18% expense ratio, which is lower than EFNL's 0.53% expense ratio.
Return for Risk
VFMF vs. EFNL — Risk / Return Rank
VFMF
EFNL
VFMF vs. EFNL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Multifactor ETF (VFMF) and iShares MSCI Finland ETF (EFNL). 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.
| VFMF | EFNL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 2.32 | -0.96 |
Sortino ratioReturn per unit of downside risk | 1.94 | 3.05 | -1.11 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.41 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.94 | 3.75 | -1.82 |
Martin ratioReturn relative to average drawdown | 8.92 | 16.52 | -7.60 |
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
| VFMF | EFNL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 2.32 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.31 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.44 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.41 | +0.11 |
Correlation
The correlation between VFMF and EFNL is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VFMF vs. EFNL - Dividend Comparison
VFMF's dividend yield for the trailing twelve months is around 1.52%, less than EFNL's 3.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFMF Vanguard U.S. Multifactor ETF | 1.52% | 1.54% | 1.60% | 1.78% | 2.21% | 1.39% | 1.56% | 1.61% | 1.22% | 0.00% | 0.00% | 0.00% |
EFNL iShares MSCI Finland ETF | 3.26% | 3.40% | 5.05% | 4.31% | 5.94% | 2.29% | 2.94% | 5.70% | 3.83% | 3.30% | 2.40% | 1.57% |
Drawdowns
VFMF vs. EFNL - Drawdown Comparison
The maximum VFMF drawdown since its inception was -41.34%, which is greater than EFNL's maximum drawdown of -38.70%. Use the drawdown chart below to compare losses from any high point for VFMF and EFNL.
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Drawdown Indicators
| VFMF | EFNL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.34% | -38.70% | -2.64% |
Max Drawdown (1Y)Largest decline over 1 year | -13.32% | -10.90% | -2.42% |
Max Drawdown (5Y)Largest decline over 5 years | -20.57% | -38.70% | +18.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.70% | — |
Current DrawdownCurrent decline from peak | -4.21% | -3.13% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -5.85% | -11.05% | +5.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.48% | +0.42% |
Volatility
VFMF vs. EFNL - Volatility Comparison
The current volatility for Vanguard U.S. Multifactor ETF (VFMF) is 4.65%, while iShares MSCI Finland ETF (EFNL) has a volatility of 6.82%. This indicates that VFMF experiences smaller price fluctuations and is considered to be less risky than EFNL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFMF | EFNL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 6.82% | -2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 10.08% | 12.36% | -2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.80% | 17.88% | +0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.25% | 19.41% | -1.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.31% | 19.99% | +1.32% |