VIISX vs. EFA
Compare and contrast key facts about Virtus KAR International Small-Mid Cap Fund (VIISX) and iShares MSCI EAFE ETF (EFA).
VIISX is managed by Virtus. It was launched on Sep 4, 2012. EFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Aug 14, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VIISX or EFA.
Key characteristics
| VIISX | EFA | |
|---|---|---|
| YTD Return | 7.00% | 6.89% |
| 1Y Return | 21.87% | 18.55% |
| 3Y Return (Ann) | -6.45% | 2.10% |
| 5Y Return (Ann) | 4.16% | 5.94% |
| 10Y Return (Ann) | 7.05% | 5.20% |
| Sharpe Ratio | 1.82 | 1.44 |
| Sortino Ratio | 2.56 | 2.05 |
| Omega Ratio | 1.32 | 1.25 |
| Calmar Ratio | 0.66 | 1.72 |
| Martin Ratio | 8.27 | 7.69 |
| Ulcer Index | 2.78% | 2.41% |
| Daily Std Dev | 12.66% | 12.85% |
| Max Drawdown | -50.31% | -61.04% |
| Current Drawdown | -20.79% | -6.24% |
Correlation
The correlation between VIISX and EFA is 0.73, 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
VIISX vs. EFA - Performance Comparison
The year-to-date returns for both stocks are quite close, with VIISX having a 7.00% return and EFA slightly lower at 6.89%. Over the past 10 years, VIISX has outperformed EFA with an annualized return of 7.05%, while EFA has yielded a comparatively lower 5.20% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VIISX vs. EFA - Expense Ratio Comparison
VIISX has a 1.19% expense ratio, which is higher than EFA's 0.32% expense ratio.
Risk-Adjusted Performance
VIISX vs. EFA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus KAR International Small-Mid Cap Fund (VIISX) and iShares MSCI EAFE ETF (EFA). 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.
Dividends
VIISX vs. EFA - Dividend Comparison
VIISX has not paid dividends to shareholders, while EFA's dividend yield for the trailing twelve months is around 2.94%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIISX Virtus KAR International Small-Mid Cap Fund | 0.00% | 0.00% | 0.00% | 2.35% | 0.95% | 1.99% | 0.72% | 0.86% | 2.75% | 1.37% | 3.64% | 1.28% |
EFA iShares MSCI EAFE ETF | 2.94% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% | 2.54% |
Drawdowns
VIISX vs. EFA - Drawdown Comparison
The maximum VIISX drawdown since its inception was -50.31%, smaller than the maximum EFA drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for VIISX and EFA. For additional features, visit the drawdowns tool.
Volatility
VIISX vs. EFA - Volatility Comparison
The current volatility for Virtus KAR International Small-Mid Cap Fund (VIISX) is 3.41%, while iShares MSCI EAFE ETF (EFA) has a volatility of 4.00%. This indicates that VIISX experiences smaller price fluctuations and is considered to be less risky than EFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.