Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/15/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EFA (iShares MSCI EAFE ETF) | 6.52% | 7.86% | 7.07% | 11.38% | 4.91% | 5.28% | 5.17% | 5.60% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EFA (iShares MSCI EAFE ETF) | 08/27/2001 | 04/15/2025 |
The return data shown below all have the same latest date: 04/15/2025.
AR inception is since 08/27/2001.
AR inception is since 08/27/2001.
| 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 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 10.39 | 7.86 | 7.07 | 11.38 | 4.91 | 5.28 | 5.17 | 5.60 | 6.52 | 3.49 | 18.36 | -14.39 | 11.45 | 7.60 | 22.04 | -13.82 | 25.08 | 1.37 | -0.99 | -6.19 | 21.44 | 18.76 | -12.23 | 8.16 | 26.95 | -41.04 | 9.94 | 25.81 | 13.32 | 18.95 | 40.28 | -15.42 | -6.96 |
| Sharpe Ratio | NA | -15.12 | 10.40 | 45.47 | 17.49 | NA | NA | 19.54 | 55.50 | -24.28 | 105.35 | -70.74 | 89.18 | 23.22 | 183.60 | -107.16 | 319.57 | 6.31 | -6.06 | -50.10 | 157.06 | 106.41 | -40.54 | 33.20 | 84.65 | -89.31 | 37.98 | 151.80 | 95.69 | 123.71 | 240.05 | -68.29 | -96.03 |
| Standard Deviation(%) | NA | 17.50 | 17.23 | 17.20 | 17.68 | NA | NA | 21.08 | 25.23 | 12.78 | 13.51 | 22.37 | 12.81 | 31.57 | 11.24 | 14.17 | 7.68 | 18.49 | 16.85 | 12.39 | 13.63 | 17.73 | 30.24 | 24.31 | 31.72 | 46.84 | 18.37 | 14.91 | 11.66 | 14.55 | 16.49 | 24.21 | 22.01 |
| Draw Down(%) | NA | 14.05 | 21.61 | 29.53 | 34.19 | NA | NA | 61.05 | 14.05 | 9.84 | 11.58 | 28.74 | 6.98 | 33.93 | 8.07 | 22.07 | 2.28 | 12.50 | 16.40 | 14.00 | 10.23 | 16.58 | 25.86 | 20.24 | 30.24 | 53.64 | 11.58 | 15.76 | 7.19 | 9.81 | 15.63 | 28.25 | 20.23 |
| Yield(%) | 0.00 | 3.18 | 3.01 | 3.92 | 3.00 | 3.31 | 3.54 | 3.95 | 0.00 | 3.29 | 3.39 | 2.23 | 3.57 | 2.21 | 3.67 | 2.81 | 3.11 | 3.06 | 2.67 | 3.43 | 2.95 | 3.46 | 2.91 | 2.46 | 3.17 | 2.36 | 2.72 | 2.50 | 2.09 | 1.76 | 2.02 | 1.57 | 0.19 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EFA (iShares MSCI EAFE ETF) |
-15.64%
Feb 2006 - Feb 2009 |
-7.40%
May 2007 - May 2012 |
0.59%
Dec 2006 - Dec 2016 |
0.51%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EFA (iShares MSCI EAFE ETF) |
31.18%
Mar 2003 - Mar 2006 |
23.35%
Oct 2002 - Oct 2007 |
9.60%
Mar 2003 - Mar 2013 |
8.65%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart