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VIDI vs. EFAV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VIDI vs. EFAV

Last updated Jun 25, 2026

VIDI (Vident International Equity Fund) and EFAV (iShares MSCI EAFE Min Vol Factor ETF) are both Foreign Large Cap Equities funds - VIDI tracks the Vident International Equity Index while EFAV tracks the MSCI EAFE Minimum Volatility (USD) Index. Both are passively managed. Over the past 10 years, VIDI returned 11.08%/yr vs 6.32%/yr for EFAV. A 0.77 correlation means they provide meaningful diversification when combined. VIDI charges 0.59%/yr vs 0.20%/yr for EFAV.

Performance

VIDI vs. EFAV - Performance Comparison

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

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Returns By Period

In the year-to-date period, VIDI achieves a 17.30% return, which is significantly higher than EFAV's 2.77% return. Over the past 10 years, VIDI has outperformed EFAV with an annualized return of 11.08%, while EFAV has yielded a comparatively lower 6.32% annualized return.

VIDI

1D
0.04%
1M
-2.22%
YTD
17.30%
6M
16.40%
1Y
39.06%
3Y*
25.15%
5Y*
11.62%
10Y*
11.08%

EFAV

1D
0.10%
1M
-3.07%
YTD
2.77%
6M
2.43%
1Y
8.12%
3Y*
12.57%
5Y*
5.80%
10Y*
6.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIDI vs. EFAV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VIDI
Vident International Equity Fund		17.30%41.83%6.03%18.92%-13.83%11.93%1.18%15.84%-17.65%33.56%
EFAV
iShares MSCI EAFE Min Vol Factor ETF		2.77%26.00%5.30%12.52%-15.11%7.20%-0.06%16.67%-5.74%22.24%

Correlation

The correlation between VIDI and EFAV is 0.65, 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

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.69

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2013

0.77

The correlation between VIDI and EFAV shifts across timeframes, from 0.65 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.

VIDI vs. EFAV - Sectors Allocation Comparison

Sectors
VIDI
EFAV

Industrials

18.7%
15.9%

Technology

18.4%
4.6%

Financial Services

17.5%
19.4%

Consumer Cyclical

10.5%
5.0%

Basic Materials

7.7%
1.5%

Energy

7.0%
8.3%

Healthcare

5.9%
12.0%

Consumer Defensive

5.6%
11.9%

Communication Services

5.4%
9.6%

Utilities

2.6%
8.8%

Real Estate

0.7%
3.0%

Industrials

VIDI
18.7%
EFAV
15.9%

Technology

VIDI
18.4%
EFAV
4.6%

Financial Services

VIDI
17.5%
EFAV
19.4%

Consumer Cyclical

VIDI
10.5%
EFAV
5.0%

Basic Materials

VIDI
7.7%
EFAV
1.5%

Energy

VIDI
7.0%
EFAV
8.3%

Healthcare

VIDI
5.9%
EFAV
12.0%

Consumer Defensive

VIDI
5.6%
EFAV
11.9%

Communication Services

VIDI
5.4%
EFAV
9.6%

Utilities

VIDI
2.6%
EFAV
8.8%

Real Estate

VIDI
0.7%
EFAV
3.0%

Compare stocks, funds, or ETFs

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Vident International Equity Fund

iShares MSCI EAFE Min Vol Factor ETF

Often compared with VIDI:
VIDI vs. VYMIVIDI vs. FIDIVIDI vs. SCHYVIDI vs. FNDFVIDI vs. SCHDVIDI vs. VWILXVIDI vs. VXUS
Often compared with EFAV:
EFAV vs. EFVEFAV vs. EFAEFAV vs. ACWVEFAV vs. EEMVEFAV vs. USMVEFAV vs. EFASEFAV vs. SPLV

Return for Risk

VIDI vs. EFAV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VIDI
VIDI Risk / Return Rank: 8484
Overall Rank
VIDI Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VIDI Sortino Ratio Rank: 8383
Sortino Ratio Rank
VIDI Omega Ratio Rank: 8686
Omega Ratio Rank
VIDI Calmar Ratio Rank: 8282
Calmar Ratio Rank
VIDI Martin Ratio Rank: 8181
Martin Ratio Rank
EFAV
EFAV Risk / Return Rank: 2424
Overall Rank
EFAV Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
EFAV Sortino Ratio Rank: 2222
Sortino Ratio Rank
EFAV Omega Ratio Rank: 2222
Omega Ratio Rank
EFAV Calmar Ratio Rank: 2727
Calmar Ratio Rank
EFAV Martin Ratio Rank: 2525
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.

VIDI vs. EFAV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vident International Equity Fund (VIDI) 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.

VIDIEFAVDifference
Sharpe ratioReturn per unit of total volatility
2.52
0.77

+1.74

Sortino ratioReturn per unit of downside risk
3.30
1.14

+2.16

Omega ratioGain probability vs. loss probability

1.47

1.14

+0.33

Calmar ratioReturn relative to maximum drawdown

3.90

1.22

+2.67

Martin ratioReturn relative to average drawdown

14.17

3.08

+11.10

VIDI vs. EFAV - Sharpe Ratio Comparison

The current VIDI Sharpe Ratio is 2.52, which is higher than the EFAV Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of VIDI and EFAV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

VIDI vs. EFAV - Drawdown Comparison

The maximum VIDI drawdown since its inception was -48.39%, which is greater than EFAV's maximum drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for VIDI and EFAV.

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Drawdown Indicators

VIDIEFAVDifference

Max Drawdown

Largest peak-to-trough decline

-48.39%

-27.56%

-20.83%

Max Drawdown (1Y)

Largest decline over 1 year

-10.07%

-6.66%

-3.41%

Max Drawdown (3Y)

Largest decline over 3 years

-14.54%

-8.75%

-5.79%

Max Drawdown (5Y)

Largest decline over 5 years

-28.35%

-27.46%

-0.89%

Max Drawdown (10Y)

Largest decline over 10 years

-48.39%

-27.56%

-20.83%

Current Drawdown

Current decline from peak

-5.27%

-6.56%

+1.29%

Average Drawdown

Average peak-to-trough decline

-10.36%

-4.77%

-5.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.64%

+0.12%

Volatility

VIDI vs. EFAV - Volatility Comparison

Vident International Equity Fund (VIDI) has a higher volatility of 6.99% compared to iShares MSCI EAFE Min Vol Factor ETF (EFAV) at 3.06%. This indicates that VIDI'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

VIDIEFAVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.99%

3.06%

+3.93%

Volatility (6M)

Calculated over the trailing 6-month period

13.48%

8.53%

+4.95%

Volatility (1Y)

Calculated over the trailing 1-year period

15.66%

10.55%

+5.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

11.82%

+4.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.95%

13.05%

+4.90%

VIDI vs. EFAV - Expense Ratio Comparison

VIDI has a 0.59% expense ratio, which is higher than EFAV's 0.20% expense ratio.

Dividends

VIDI vs. EFAV - Dividend Comparison

VIDI's dividend yield for the trailing twelve months is around 3.98%, more than EFAV's 3.28% yield.

PositionTTM20252024202320222021202020192018201720162015
EFAV
iShares MSCI EAFE Min Vol Factor ETF		3.28%3.20%3.24%3.08%2.53%2.47%1.33%4.19%3.34%2.45%3.94%2.49%
VIDI
Vident International Equity Fund		3.98%4.26%4.93%4.14%5.85%4.62%2.51%3.35%2.80%2.21%1.92%2.25%

Frequently Asked Questions

VIDI and EFAV have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIDI has higher volatility (6.99%) compared to EFAV (3.06%). In terms of maximum drawdown, VIDI dropped -48.39% vs EFAV's -27.56%.

On 10-year performance, VIDI leads with 11.08% vs 6.32% for EFAV. On fees, EFAV is cheaper at 0.20% per year. On volatility, EFAV has been the lower-risk option at 3.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VIDI has performed better with a 11.08% return vs 6.32%. 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 0.59% for VIDI.

VIDI has the higher dividend yield at 3.98%, compared with 3.28% for EFAV.

VIDI tracks Vident International Equity Index, while EFAV tracks MSCI EAFE Minimum Volatility (USD) Index. They also come from different issuers: Vident and iShares. Their fees differ too: 0.59% for VIDI and 0.20% for EFAV.

VIDI currently has the higher Sharpe Ratio (2.52 vs 0.77), 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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