Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EFAV (iShares MSCI EAFE Min Vol Factor ETF) | 19.37% | 19.23% | 12.94% | 6.85% | 5.10% | NA | NA | 7.02% |
Data as of 07/18/2025, AR inception is 10/20/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EFAV (iShares MSCI EAFE Min Vol Factor ETF) | 10/20/2011 | 07/18/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.49 | 19.23 | 12.94 | 6.85 | 5.10 | NA | NA | 7.02 | 19.37 | 5.30 | 12.50 | -15.10 | 7.21 | -0.07 | 16.65 | -5.72 | 22.26 | -1.98 | 7.74 | 3.65 | 15.68 | 11.17 | -0.77 |
| Sharpe Ratio | NA | 1.31 | 0.81 | 0.41 | 0.27 | NA | NA | 0.43 | 2.62 | 0.17 | 0.89 | -1.04 | 0.78 | -0.01 | 1.90 | -0.67 | 3.54 | -0.16 | 0.60 | 0.39 | 1.49 | 0.90 | -0.16 |
| Standard Deviation(%) | NA | 12.23 | 11.90 | 11.88 | 13.56 | NA | NA | 13.15 | 13.66 | 9.63 | 10.05 | 16.01 | 9.23 | 26.47 | 8.00 | 10.64 | 6.13 | 13.88 | 12.93 | 9.21 | 10.51 | 12.41 | 24.61 |
| Draw Down(%) | NA | 8.65 | 14.70 | 27.46 | 27.56 | NA | NA | 27.56 | 7.49 | 8.27 | 9.21 | 25.48 | 6.53 | 27.56 | 4.66 | 12.25 | 3.02 | 10.22 | 10.40 | 8.49 | 10.19 | 9.86 | 9.83 |
| Yield(%) | 0.00 | 3.42 | 3.45 | 2.80 | 3.07 | 3.50 | 2.63 | 4.04 | 2.25 | 3.32 | 3.33 | 2.10 | 2.58 | 1.31 | 4.69 | 3.03 | 2.92 | 3.77 | 2.63 | 3.62 | 2.82 | 2.12 | 0.46 |
Data as of 07/18/2025, AR inception is 10/20/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EFAV (iShares MSCI EAFE Min Vol Factor ETF) |
-5.56%
Sep 2019 - Sep 2022 |
-1.68%
Sep 2017 - Sep 2022 |
3.29%
Oct 2013 - Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EFAV (iShares MSCI EAFE Min Vol Factor ETF) |
14.89%
May 2012 - May 2015 |
11.04%
May 2012 - May 2017 |
7.33%
Dec 2011 - Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart