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VNIE vs. EFAV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VNIE vs. EFAV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vontobel International Equity Active ETF (VNIE) and iShares Edge MSCI Min Vol EAFE 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, VNIE achieves a 1.52% return, which is significantly lower than EFAV's 3.14% return.


VNIE

1D
-3.53%
1M
-4.28%
YTD
1.52%
6M
2.99%
1Y
-2.11%
3Y*
5Y*
10Y*

EFAV

1D
-1.22%
1M
-2.09%
YTD
3.14%
6M
4.99%
1Y
8.30%
3Y*
12.50%
5Y*
6.03%
10Y*
5.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VNIE vs. EFAV - Yearly Performance Comparison


Correlation

The correlation between VNIE and EFAV is 0.63, 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

0.63

Correlation (All Time)
Calculated using the full available price history since May 16, 2025

0.65

The correlation between VNIE and EFAV has been stable across timeframes, ranging from 0.63 to 0.65 - a consistent structural relationship.

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Return for Risk

VNIE vs. EFAV — Risk / Return Rank

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

VNIE
VNIE Risk / Return Rank: 88
Overall Rank
VNIE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
VNIE Sortino Ratio Rank: 88
Sortino Ratio Rank
VNIE Omega Ratio Rank: 77
Omega Ratio Rank
VNIE Calmar Ratio Rank: 88
Calmar Ratio Rank
VNIE Martin Ratio Rank: 77
Martin Ratio Rank

EFAV
EFAV Risk / Return Rank: 2525
Overall Rank
EFAV Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
EFAV Sortino Ratio Rank: 2323
Sortino Ratio Rank
EFAV Omega Ratio Rank: 2323
Omega Ratio Rank
EFAV Calmar Ratio Rank: 2727
Calmar Ratio Rank
EFAV Martin Ratio Rank: 2727
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.

VNIE vs. EFAV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vontobel International Equity Active ETF (VNIE) and iShares Edge MSCI Min Vol EAFE 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.


VNIEEFAVDifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

0.99

1.15

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.17

1.31

-1.48

Martin ratioReturn relative to average drawdown

-0.44

3.58

-4.02

VNIE vs. EFAV - Sharpe Ratio Comparison

The current VNIE Sharpe Ratio is -0.14, which is lower than the EFAV Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of VNIE 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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Sharpe Ratios by Period


VNIEEFAVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.14

0.81

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.53

-0.53

Drawdowns

VNIE vs. EFAV - Drawdown Comparison

The maximum VNIE drawdown since its inception was -13.11%, smaller than the maximum EFAV drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for VNIE and EFAV.


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Drawdown Indicators


VNIEEFAVDifference

Max Drawdown

Largest peak-to-trough decline

-13.11%

-27.56%

+14.45%

Max Drawdown (1Y)

Largest decline over 1 year

-13.11%

-6.46%

-6.65%

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

-6.78%

-6.23%

-0.55%

Average Drawdown

Average peak-to-trough decline

-4.24%

-4.77%

+0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.15%

2.35%

+2.80%

Volatility

VNIE vs. EFAV - Volatility Comparison

Vontobel International Equity Active ETF (VNIE) has a higher volatility of 6.43% compared to iShares Edge MSCI Min Vol EAFE ETF (EFAV) at 3.09%. This indicates that VNIE'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


VNIEEFAVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

3.09%

+3.34%

Volatility (6M)

Calculated over the trailing 6-month period

14.17%

8.28%

+5.89%

Volatility (1Y)

Calculated over the trailing 1-year period

15.79%

10.40%

+5.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.53%

11.80%

+3.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.53%

13.21%

+2.32%

VNIE vs. EFAV - Expense Ratio Comparison

VNIE has a 0.60% expense ratio, which is higher than EFAV's 0.20% expense ratio.


Dividends

VNIE vs. EFAV - Dividend Comparison

VNIE's dividend yield for the trailing twelve months is around 0.32%, less than EFAV's 3.10% yield.


PositionTTM20252024202320222021202020192018201720162015
EFAV
iShares Edge MSCI Min Vol EAFE ETF
3.10%3.20%3.24%3.08%2.53%2.47%1.33%4.19%3.34%2.45%3.94%2.49%
VNIE
Vontobel International Equity Active ETF
0.32%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VNIE and EFAV have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VNIE has higher volatility (6.43%) compared to EFAV (3.09%). In terms of maximum drawdown, VNIE dropped -13.11% vs EFAV's -27.56%.

On 1-year performance, EFAV leads with 8.30% vs -2.11% for VNIE. On fees, EFAV is cheaper at 0.20% per year. On volatility, EFAV has been the lower-risk option at 3.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EFAV has performed better with a 8.30% return vs -2.11%. 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 0.60% for VNIE.

EFAV has the higher dividend yield at 3.10%, compared with 0.32% for VNIE.

They also come from different issuers: Vontobel and iShares. Their fees differ too: 0.60% for VNIE and 0.20% for EFAV.

EFAV currently has the higher Sharpe Ratio (0.81 vs -0.14), 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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