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VV vs. EFV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VV vs. EFV

Last updated Aug 4, 2026
Documentation

VV (Vanguard Large-Cap ETF) and EFV (iShares MSCI EAFE Value ETF) are both exchange-traded funds - VV is a Large Cap Blend Equities fund tracking the CRSP US Large Cap Index, while EFV is a Foreign Large Cap Equities fund tracking the MSCI EAFE Value Index (Net). Both are passively managed. Over the past 10 years, VV returned 15.17%/yr vs 10.51%/yr for EFV. Their 0.78 correlation means they have sometimes moved together and sometimes differently. VV charges 0.04%/yr vs 0.31%/yr for EFV.

Performance

VV vs. EFV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Large-Cap ETF (VV) and iShares MSCI EAFE Value ETF (EFV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VV achieves a 11.47% return, which is significantly lower than EFV's 16.57% return. Over the past 10 years, VV has outperformed EFV with an annualized return of 15.17%, while EFV has yielded a comparatively lower 10.51% annualized return.

VV

1D
1.54%
1M
1.73%
6M
9.64%
YTD
11.47%
1Y
22.84%
3Y*
21.03%
5Y*
12.67%
10Y*
15.17%
ALL TIME*
11.04%

EFV

1D
0.26%
1M
4.16%
6M
9.61%
YTD
16.57%
1Y
34.58%
3Y*
23.11%
5Y*
14.34%
10Y*
10.51%
ALL TIME*
6.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

EFV

iShares MSCI EAFE Value ETF
$246.44M$344.02M$395.70M

VV

Vanguard Large-Cap ETF
$82.71M$75.65M$91.95M

VV vs. EFV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VV
Vanguard Large-Cap ETF		11.47%18.11%25.25%27.18%-19.91%27.41%21.04%31.25%-4.46%22.00%
EFV
iShares MSCI EAFE Value ETF		16.57%42.22%5.35%18.85%-5.22%11.08%-2.97%15.80%-14.67%21.22%

Correlation

The correlation between VV and EFV is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.64

Correlation (3Y)
Balances recent behavior with more history.

0.59

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.65

Correlation (10Y)
Provides a long-term view across more market conditions.

0.70

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2005

0.78

The correlation between VV and EFV shifts across timeframes, from 0.59 (3 years) to 0.78 (all time), reflecting how their relationship changes across market environments.

VV vs. EFV - Sectors Allocation Comparison

Sectors
VV
EFV

Technology

39.1%
3.1%

Financial Services

11.5%
38.8%

Communication Services

9.7%
4.1%

Consumer Cyclical

9.0%
5.6%

Healthcare

8.9%
7.6%

Industrials

8.2%
10.0%

Consumer Defensive

4.4%
9.8%

Energy

3.0%
6.2%

Utilities

2.5%
6.1%

Basic Materials

1.7%
6.0%

Real Estate

1.6%
2.7%

Technology

VV
39.1%
EFV
3.1%

Financial Services

VV
11.5%
EFV
38.8%

Communication Services

VV
9.7%
EFV
4.1%

Consumer Cyclical

VV
9.0%
EFV
5.6%

Healthcare

VV
8.9%
EFV
7.6%

Industrials

VV
8.2%
EFV
10.0%

Consumer Defensive

VV
4.4%
EFV
9.8%

Energy

VV
3.0%
EFV
6.2%

Utilities

VV
2.5%
EFV
6.1%

Basic Materials

VV
1.7%
EFV
6.0%

Real Estate

VV
1.6%
EFV
2.7%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard Large-Cap ETF

iShares MSCI EAFE Value ETF

Often compared with VV:
VV vs. VOOVV vs. VUGVV vs. FXAIXVV vs. VTVVV vs. VTIVV vs. VIGVV vs. SCHD
Often compared with EFV:
EFV vs. VEAEFV vs. EFAVEFV vs. FIVAEFV vs. VOOEFV vs. DFIVXEFV vs. VTRIXEFV vs. SCHF

Return for Risk

VV vs. EFV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
VV
VV Risk / Return Rank: 7575
Overall Rank
VV Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VV Sortino Ratio Rank: 7474
Sortino Ratio Rank
VV Omega Ratio Rank: 7474
Omega Ratio Rank
VV Calmar Ratio Rank: 7070
Calmar Ratio Rank
VV Martin Ratio Rank: 8080
Martin Ratio Rank
EFV
EFV Risk / Return Rank: 8888
Overall Rank
EFV Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
EFV Sortino Ratio Rank: 9191
Sortino Ratio Rank
EFV Omega Ratio Rank: 9191
Omega Ratio Rank
EFV Calmar Ratio Rank: 8484
Calmar Ratio Rank
EFV Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VV vs. EFV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap ETF (VV) 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.

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.

VVEFVDifference
Sharpe ratioReturn per unit of total volatility
1.77
2.42

-0.65

Sortino ratioReturn per unit of downside risk
2.45
3.32

-0.87

Omega ratioGain probability vs. loss probability

1.32

1.43

-0.12

Calmar ratioReturn relative to maximum drawdown

2.49

3.19

-0.70

Martin ratioReturn relative to average drawdown

10.49

11.90

-1.41

VV vs. EFV - Sharpe Ratio Comparison

The current VV Sharpe Ratio is 1.77, which is comparable to the EFV Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of VV and EFV, 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

VV vs. EFV - Drawdown Comparison

The maximum VV drawdown since its inception was -54.81%, smaller than the maximum EFV drawdown of -63.94%. Use the drawdown chart below to compare losses from any high point for VV and EFV.

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Drawdown Indicators

VVEFVDifference

Max Drawdown

Largest peak-to-trough decline

-54.81%

-63.94%

+9.13%

Max Drawdown (1Y)

Largest decline over 1 year

-9.21%

-10.90%

+1.69%

Max Drawdown (3Y)

Largest decline over 3 years

-18.97%

-13.72%

-5.25%

Max Drawdown (5Y)

Largest decline over 5 years

-25.66%

-25.84%

+0.18%

Max Drawdown (10Y)

Largest decline over 10 years

-34.28%

-43.16%

+8.88%

Current Drawdown

Current decline from peak

-0.02%

-0.27%

+0.25%

Average Drawdown

Average peak-to-trough decline

-6.80%

-14.72%

+7.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

2.91%

-0.73%

Volatility

VV vs. EFV - Volatility Comparison

Vanguard Large-Cap ETF (VV) and iShares MSCI EAFE Value ETF (EFV) have volatilities of 3.94% and 3.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VVEFVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

3.85%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

12.21%

-1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

13.00%

14.39%

-1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.37%

15.95%

+1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.22%

17.46%

+0.76%

VV vs. EFV - Expense Ratio Comparison

VV has a 0.04% expense ratio, which is lower than EFV's 0.31% expense ratio.

Dividends

VV vs. EFV - Dividend Comparison

VV's dividend yield for the trailing twelve months is around 1.01%, less than EFV's 4.51% yield.

PositionTTM20252024202320222021202020192018201720162015
EFV
iShares MSCI EAFE Value ETF		4.51%4.16%4.66%4.36%4.17%4.07%2.42%4.62%4.56%3.56%3.28%3.59%
VV
Vanguard Large-Cap ETF		1.01%1.08%1.24%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%

Frequently Asked Questions

VV and EFV have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VV has higher volatility (3.94%) compared to EFV (3.85%). In terms of maximum drawdown, VV dropped -54.81% vs EFV's -63.94%.

On 10-year performance, VV leads with 15.17% vs 10.51% for EFV. On fees, VV is cheaper at 0.04% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VV has performed better with a 15.17% return vs 10.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VV is cheaper with a 0.04% expense ratio, compared with 0.31% for EFV.

EFV has the higher dividend yield at 4.51%, compared with 1.01% for VV.

VV is categorized as Large Cap Blend Equities, while EFV is Foreign Large Cap Equities. VV tracks CRSP US Large Cap Index, while EFV tracks MSCI EAFE Value Index (Net). They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.04% for VV and 0.31% for EFV.

EFV currently has the higher Sharpe Ratio (2.42 vs 1.77), 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.

Portfolio Optimizer

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