VTRIX vs. EFV
Compare and contrast key facts about Vanguard International Value Fund (VTRIX) and iShares MSCI EAFE Value ETF (EFV).
VTRIX is managed by Vanguard. It was launched on May 16, 1983. EFV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Value Index. It was launched on Aug 1, 2005.
Performance
VTRIX vs. EFV - Performance Comparison
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VTRIX vs. EFV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTRIX Vanguard International Value Fund | -1.53% | 29.87% | 0.86% | 16.13% | -11.67% | 7.93% | 8.96% | 20.39% | -14.52% | 27.98% |
EFV iShares MSCI EAFE Value ETF | 4.12% | 42.22% | 5.35% | 18.85% | -5.22% | 11.08% | -2.97% | 15.80% | -14.67% | 21.22% |
Returns By Period
In the year-to-date period, VTRIX achieves a -1.53% return, which is significantly lower than EFV's 4.12% return. Over the past 10 years, VTRIX has underperformed EFV with an annualized return of 8.09%, while EFV has yielded a comparatively higher 9.63% annualized return.
VTRIX
- 1D
- -0.10%
- 1M
- -11.26%
- YTD
- -1.53%
- 6M
- 3.19%
- 1Y
- 22.29%
- 3Y*
- 11.30%
- 5Y*
- 6.20%
- 10Y*
- 8.09%
EFV
- 1D
- 2.75%
- 1M
- -6.78%
- YTD
- 4.12%
- 6M
- 12.10%
- 1Y
- 31.82%
- 3Y*
- 20.57%
- 5Y*
- 12.40%
- 10Y*
- 9.63%
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VTRIX vs. EFV - Expense Ratio Comparison
VTRIX has a 0.36% expense ratio, which is lower than EFV's 0.39% expense ratio.
Return for Risk
VTRIX vs. EFV — Risk / Return Rank
VTRIX
EFV
VTRIX vs. EFV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International Value Fund (VTRIX) and iShares MSCI EAFE Value ETF (EFV). 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.
| VTRIX | EFV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 1.89 | -0.58 |
Sortino ratioReturn per unit of downside risk | 1.80 | 2.54 | -0.74 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.38 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 2.71 | -1.18 |
Martin ratioReturn relative to average drawdown | 6.11 | 10.58 | -4.47 |
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
| VTRIX | EFV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 1.89 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.79 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.54 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.26 | +0.08 |
Correlation
The correlation between VTRIX and EFV is 0.94, 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.
Dividends
VTRIX vs. EFV - Dividend Comparison
VTRIX's dividend yield for the trailing twelve months is around 18.38%, more than EFV's 4.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTRIX Vanguard International Value Fund | 18.38% | 18.10% | 8.53% | 2.78% | 2.75% | 4.35% | 1.58% | 2.96% | 6.24% | 1.86% | 2.29% | 2.13% |
EFV iShares MSCI EAFE Value ETF | 4.00% | 4.16% | 4.66% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.28% | 3.59% |
Drawdowns
VTRIX vs. EFV - Drawdown Comparison
The maximum VTRIX drawdown since its inception was -59.39%, smaller than the maximum EFV drawdown of -63.94%. Use the drawdown chart below to compare losses from any high point for VTRIX and EFV.
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Drawdown Indicators
| VTRIX | EFV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.39% | -63.94% | +4.55% |
Max Drawdown (1Y)Largest decline over 1 year | -12.00% | -11.29% | -0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -28.13% | -25.84% | -2.29% |
Max Drawdown (10Y)Largest decline over 10 years | -38.26% | -43.16% | +4.90% |
Current DrawdownCurrent decline from peak | -11.39% | -6.99% | -4.40% |
Average DrawdownAverage peak-to-trough decline | -13.93% | -14.93% | +1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.90% | +0.27% |
Volatility
VTRIX vs. EFV - Volatility Comparison
The current volatility for Vanguard International Value Fund (VTRIX) is 6.28%, while iShares MSCI EAFE Value ETF (EFV) has a volatility of 7.24%. This indicates that VTRIX experiences smaller price fluctuations and is considered to be less risky than EFV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTRIX | EFV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 7.24% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 9.95% | 10.47% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.17% | 16.95% | -0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.69% | 15.85% | -0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.52% | 17.87% | -1.35% |