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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTRIX or EFV.
Key characteristics
| VTRIX | EFV | |
|---|---|---|
| YTD Return | 2.33% | 6.52% |
| 1Y Return | 8.81% | 14.58% |
| 3Y Return (Ann) | 1.06% | 6.03% |
| 5Y Return (Ann) | 5.12% | 5.80% |
| 10Y Return (Ann) | 4.28% | 3.93% |
| Sharpe Ratio | 0.65 | 1.16 |
| Sortino Ratio | 0.99 | 1.60 |
| Omega Ratio | 1.12 | 1.20 |
| Calmar Ratio | 0.91 | 1.85 |
| Martin Ratio | 2.95 | 6.15 |
| Ulcer Index | 2.78% | 2.31% |
| Daily Std Dev | 12.59% | 12.29% |
| Max Drawdown | -59.40% | -63.94% |
| Current Drawdown | -8.59% | -6.90% |
Correlation
The correlation between VTRIX and EFV is 0.95, 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
VTRIX vs. EFV - Performance Comparison
In the year-to-date period, VTRIX achieves a 2.33% return, which is significantly lower than EFV's 6.52% return. Over the past 10 years, VTRIX has outperformed EFV with an annualized return of 4.28%, while EFV has yielded a comparatively lower 3.93% 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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VTRIX vs. EFV - Expense Ratio Comparison
VTRIX has a 0.36% expense ratio, which is lower than EFV's 0.39% expense ratio.
Risk-Adjusted Performance
VTRIX vs. EFV - Risk-Adjusted Performance 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.
Dividends
VTRIX vs. EFV - Dividend Comparison
VTRIX's dividend yield for the trailing twelve months is around 2.72%, less than EFV's 4.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTRIX Vanguard International Value Fund | 2.72% | 2.78% | 2.75% | 2.61% | 1.58% | 2.96% | 2.94% | 1.86% | 2.29% | 2.13% | 2.79% | 1.86% |
EFV iShares MSCI EAFE Value ETF | 4.62% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.27% | 3.59% | 4.87% | 3.19% |
Drawdowns
VTRIX vs. EFV - Drawdown Comparison
The maximum VTRIX drawdown since its inception was -59.40%, 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. For additional features, visit the drawdowns tool.
Volatility
VTRIX vs. EFV - Volatility Comparison
Vanguard International Value Fund (VTRIX) has a higher volatility of 4.39% compared to iShares MSCI EAFE Value ETF (EFV) at 4.12%. This indicates that VTRIX's price experiences larger fluctuations and is considered to be riskier than EFV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.