iShares MSCI EAFE Value ETF
for period ending April 30, 2025
Quick Links
Overview
EFV is the Ingredient ID for this portfolio ingredient
This Ingredient ID appears in the scatterplots and comparisons below.
Portfolio Ingredient Provider iShares (www.iShares.com)
Description iShares MSCI EAFE Value ETF gives investors access to equities in a particular asset class. This portfolio ingredient is an exchange-traded fund and can be used as part of an overall asset allocation or as part of a portfolio recipe.
Category Global Asset Classes, Int'l Equity: Lg Cap Val
Peer Group Global Asset Classes. See How to Invest, below. You can see how this portfolio ingredient has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.
Methodology This portfolio is an exchange-traded fund and its holdings are determined by the fund's manager, iShares. The investment seeks to track the investment results of an index composed of developed market equities, excluding the U.S. and Canada, that exhibit value characteristics. The fund generally invests at least 90% of its assets in securities of the underlying index and in depositary receipts representing securities of the underlying index. It seeks to track the investment results of the MSCI EAFE Value Index (the "underlying index"), which is a subset of the MSCI EAFE Index. Constituents of the underlying index include securities from Europe, Australasia and the Far East. You may consult www.iShares.com for details on how this manager chooses particular assets for inclusion in this fund.
Cost
- Since this is an exchange-traded fund, you can purchase this directly through your broker using the ticker EFV. See How to Invest, below.
- Fund fees. The manager of this fund charges a percentage of assets under management as its fee.
- Additional fees. If a financial adviser purchases this fund on your behalf, they may also charge a fee.
How to Invest
You can invest in this portfolio ingredient by buying the ticker symbol "EFV" at your favorite brokerage. See below for the full set of risk and return metrics for this portfolio ingredient. For portfolio recipes that combine multiple ingredients into optimized portfolios that minimize risk and maximize return, visit www.RecipeInvesting.com. Upgrade your subscription for full access. Only $15 per month. Cancel anytime.
How to Rebalance
You do not need to adjust the composition of this portfolio. While the underlying assets in this portfolio may change, the portfolio manager handles the details of buying and selling the underlying ingredients.
Compare: Total Return
for period ending April 30, 2025
5-year graph
●
EFV
●
Global equities (ACWI)
●
U.S. equities (SPY)
●
U.S. bonds (BND)
●
60% Equity / 40% Bonds (s.6040)
| |
YTD |
|
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFV |
16.2% |
3.4% |
19.3% |
13.5% |
14.7% |
5.0% |
5.5% |
4.8% |
| Peer Group* average |
|
|
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-2.1% |
-0.3% |
10.0% |
7.7% |
8.7% |
7.7% |
8.6% |
7.6% |
| Global Equities (ACWI) |
-0.4% |
0.5% |
12.0% |
10.4% |
13.2% |
8.8% |
9.0% |
|
| U.S. Equities (SPY) |
-5.1% |
-0.9% |
11.9% |
12.0% |
15.5% |
12.2% |
12.9% |
10.2% |
| U.S. Bonds (BND) |
3.2% |
0.4% |
7.9% |
1.9% |
-0.7% |
1.5% |
2.3% |
3.1% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
0.827378713802163% |
1.78435839028093% |
13.276514864446% |
9.94325169356309% |
16.4611079677369% |
3.05282702687213% |
1.27462916267882% |
0% |
| DBB |
-5.67639257294429% |
-7.34757686294946% |
-8.30827379218089% |
-5.27869675823182% |
10.1112078355082% |
2.29660297040781% |
-0.276445177583162% |
0% |
| DBO |
-16.0726764500349% |
-16.1898115840893% |
-19.1835085276811% |
-9.36777285867562% |
19.0427141278945% |
-1.19473039980634% |
-5.10267446021957% |
0% |
| DBC |
-3.78858746492047% |
-8.57777777777777% |
-7.16730127092895% |
-6.00620023123062% |
15.967280145957% |
2.55193549132482% |
-0.252183441682385% |
1.2991603245454% |
| GLD |
25.4573989179366% |
5.42444644964253% |
43.3756548827111% |
19.7468705772549% |
13.8515283959042% |
10.3484896135594% |
6.66762999331112% |
10.2244131685888% |
| FXA |
3.99717805770099% |
2.62089928697311% |
0.379575383402098% |
-2.33347292016662% |
0.0429138369437698% |
-1.5067953147327% |
-1.1565525569078% |
0% |
| FXC |
4.56700861114305% |
4.3778971378118% |
1.30709189373435% |
-1.01467819941617% |
0.840866253360906% |
-0.962000406491181% |
-1.73579381128067% |
0% |
| FXF |
9.89469474542219% |
7.1328949990038% |
11.1211506379145% |
5.28124404318191% |
2.49756128459491% |
0.304817192138218% |
1.02960945408694% |
0% |
| FXE |
9.89774046695728% |
4.84072986703272% |
8.0844337110074% |
3.56851543697811% |
0.957452119528912% |
-0.162222294360459% |
-1.31666600128619% |
0% |
| FXB |
7.45568094402729% |
3.40799226554946% |
9.8887232700235% |
4.13777830334401% |
2.27598352845342% |
-0.977543211309018% |
-0.728353131728721% |
0% |
| FXY |
10.0989423404981% |
4.94308943089432% |
9.94889267461669% |
-3.65612992399315% |
-6.078765609327% |
-2.29177568349308% |
-3.22614439278409% |
0% |
| UUP |
-6.83208701563563% |
-3.9593552908199% |
-1.16441815631562% |
3.69335773943706% |
2.78822593692529% |
2.33733492969668% |
1.81580483326234% |
0% |
| EEM |
4.6389287422286% |
0.137299771167032% |
9.31704770997122% |
3.60375862035891% |
5.91283344548004% |
2.44379984635907% |
2.40929891210895% |
5.50981678288136% |
| AMLP |
2.09467845042131% |
-7.12360415864458% |
11.3348185156226% |
17.2163017144359% |
23.8266318744694% |
2.74556643559098% |
0% |
0% |
| IGIB |
3.07157403297407% |
0.324923547400613% |
9.25266144495811% |
4.12341640538818% |
1.3983658869249% |
2.6438301800574% |
3.18053706120363% |
0% |
| EMHY |
1.67748596478734% |
-0.23415506853639% |
10.7728498941161% |
7.17969471665041% |
5.7822478936898% |
3.67614735377859% |
0% |
0% |
| HYD |
-1.86392683460308% |
-1.15902806377596% |
2.76536703093935% |
0.673062768911015% |
1.98360714624499% |
1.80010707521818% |
3.20779443940131% |
0% |
| IEF |
4.88391329553755% |
1.05610838785686% |
8.99419181083221% |
0.728787787938878% |
-2.5337681191089% |
0.926904274095164% |
2.52401870890433% |
3.23590573558508% |
| IGOV |
9.10983862571577% |
6.34195839675291% |
10.1800855557288% |
-0.554833670925825% |
-3.17836690429715% |
-0.839642456063416% |
-0.230093606269965% |
0% |
| IHY |
5.52077210639417% |
2.26340013424107% |
10.978835410099% |
6.14032651177987% |
4.55215524614365% |
3.30938527032643% |
0% |
0% |
| ITM |
-0.952327873208403% |
-0.11898466419884% |
1.71548377482018% |
2.05946116268481% |
0.922154071428283% |
1.7227844500157% |
2.73352052648506% |
0% |
| JNK |
0.865295552419409% |
-0.0612020935336854% |
8.33902293526341% |
5.26929576857418% |
4.78202708307993% |
3.45246100208931% |
4.6581788386884% |
0% |
| MBB |
3.39779094111623% |
0.364904921400977% |
9.03654247981047% |
1.84622491162529% |
-0.807720993921524% |
0.988587340455593% |
1.75733204519464% |
0% |
| TIP |
4.39239264592892% |
0.126108888502352% |
8.02125454612994% |
0.643014990306723% |
1.6458309372996% |
2.28517084218633% |
2.78891528529603% |
3.2779606414906% |
| AGG |
3.1807671670339% |
0.431056341599478% |
7.98084158198822% |
1.97747180384524% |
-0.670299790371631% |
1.49530935138344% |
2.33074259805885% |
3.00767925037593% |
| BND |
3.18728366387853% |
0.396120748531636% |
7.93104490916654% |
1.94644182381722% |
-0.72469395242758% |
1.51096352867668% |
2.34813198252843% |
3.08913436591012% |
| EMB |
2.40621109056012% |
-0.255017185940798% |
9.06413291982355% |
4.16981405462125% |
2.03811497772335% |
2.27866696911938% |
3.63837392169533% |
0% |
| PCY |
0.262937641089356% |
-2.52850768468023% |
5.6575755677428% |
5.35789235381556% |
1.32686694055191% |
1.61698835048369% |
3.38061635411913% |
0% |
| BIL |
1.34824819919581% |
0.340668164702218% |
4.80220722858826% |
4.19528245699832% |
2.47385686675419% |
1.73637827670898% |
1.13686397545536% |
0% |
| TLT |
3.50765586072366% |
-1.36046921855706% |
5.64237219100134% |
-5.99716579495592% |
-9.32432293640211% |
-0.878338144056146% |
2.60525566703567% |
3.05077880473097% |
| SHY |
2.38804689899155% |
0.812613705275922% |
6.57906114107332% |
3.16795416063427% |
1.14108142898359% |
1.44047379424825% |
1.24457691042494% |
1.94285487206773% |
| ACWI |
-0.434042553191505% |
0.515508205172255% |
12.046676787164% |
10.4112566745454% |
13.1934095217393% |
8.75660787866259% |
8.95208465308897% |
0% |
| EFA |
12.0883481021029% |
3.69509360088094% |
13.1398136288679% |
10.4628492172747% |
11.5975292273184% |
5.47114157804147% |
6.09618610262455% |
5.42467725549538% |
| EFG |
7.77651554270371% |
4.36000000000001% |
7.18435751011086% |
7.32440245501369% |
8.03307967588889% |
5.3966825785281% |
6.23036357109763% |
5.62926830951578% |
| EFV |
16.1806746712407% |
3.42721411605023% |
19.3165600623817% |
13.4551075948684% |
14.6732064289698% |
4.96799317537715% |
5.48267468093222% |
4.81593734433567% |
| SCZ |
9.46502057613168% |
4.67495671336375% |
12.4817555770723% |
5.41148216785432% |
9.05110269014049% |
5.36548855774139% |
6.78611033768715% |
0% |
| IWB |
-5.17651574803466% |
-0.674838625546059% |
11.6872612220767% |
11.6730336419941% |
15.2631845559155% |
11.8751648562056% |
12.681364402318% |
10.1704540164741% |
| IWV |
-5.56169165877539% |
-0.878352852285591% |
10.9778380219802% |
11.14811930332% |
14.9235036683469% |
11.4761510996055% |
12.3583034771796% |
9.98441768063065% |
| SPY |
-5.09689481537802% |
-0.86701585655804% |
11.8729899859606% |
12.0356351560294% |
15.4790634944528% |
12.2081099580955% |
12.8682395059436% |
10.2006227210095% |
| IWF |
-8.56551976199105% |
1.5785538231466% |
14.1524943343396% |
15.37894441543% |
17.0214742596154% |
15.0408427754996% |
15.1268182848768% |
12.203162733429% |
| QQQ |
-6.85625222170361% |
1.3968267508317% |
12.6674154084075% |
15.7058292808952% |
17.5158712393417% |
16.9267613817551% |
17.3653848161524% |
14.8172866255974% |
| IWD |
-1.12442169230131% |
-3.13031462585033% |
8.30646392601722% |
7.42146914598392% |
12.8086667156693% |
8.17476751211696% |
9.80456445900952% |
7.75902653771683% |
| IWC |
-14.9764686222776% |
-0.288522225227661% |
0.372195919890017% |
-0.210593769399325% |
8.59098152786115% |
4.86577649997699% |
7.22790997890523% |
5.90891265849216% |
| IWR |
-4.51834425411857% |
-1.08146232514399% |
7.12185596256718% |
6.90910437944099% |
12.8036904173856% |
8.63842747081958% |
10.6978080182255% |
9.38336441249721% |
| IWP |
-4.22916565476746% |
3.23431781428207% |
13.3536813380102% |
11.5213308530077% |
12.1234355849085% |
10.3713048982773% |
12.0046274739508% |
10.3592168857856% |
| IWS |
-4.75896188416695% |
-2.55616416607128% |
4.89607177419444% |
4.804455482353% |
12.9899876092605% |
7.24422014266903% |
9.56309474028765% |
8.42147399395292% |
| IWM |
-11.6141974303913% |
-2.32091834177152% |
0.618402775525806% |
3.16385259130993% |
9.75395654883058% |
6.26425654717997% |
8.38119488773561% |
7.7149020896756% |
| IWO |
-11.7794521613048% |
-0.774860094705121% |
2.13133114935604% |
4.95576150289472% |
7.50343643139786% |
6.37210861699964% |
9.18393248618494% |
8.37680858863723% |
| IWN |
-11.5132918061951% |
-4.0932573850841% |
-1.08932489266431% |
1.13515188916162% |
11.5246974361586% |
5.69018278953113% |
7.24855070681214% |
6.71617769818376% |
| IYR |
1.05446069115542% |
-2.1514360313316% |
16.335418157301% |
-0.654022264653353% |
6.98963119321154% |
5.36545983056871% |
7.36378968012741% |
6.11791170911655% |
| VNQ |
0.17657536230935% |
-2.44091009498565% |
15.531593146737% |
-1.30785208513374% |
7.01714082021079% |
5.21573773633894% |
7.70527282760014% |
6.88810606940646% |
| |
|
|
|
|
|
| EFV |
-3.0% |
11.1% |
-5.2% |
18.9% |
5.4% |
| Peer Group* average |
|
|
|
|
|
| 60% Equity / 40% Bonds |
16.4% |
14.0% |
-16.7% |
17.5% |
14.4% |
| Global Equities (ACWI) |
16.3% |
18.7% |
-18.4% |
22.3% |
17.5% |
| U.S. Equities (SPY) |
18.4% |
28.7% |
-18.2% |
26.2% |
24.9% |
| U.S. Bonds (BND) |
7.7% |
-1.9% |
-13.1% |
5.4% |
1.4% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
-2.5362386282649% |
22.3667870007247% |
2.52541503893984% |
7.6310543282736% |
33.4729789746052% |
| DBB |
15.5287979711187% |
28.9687171610854% |
-11.8033665814941% |
1.11276302746959% |
7.88686675162489% |
| DBO |
-20.9934483773066% |
60.7354444240378% |
13.0520436760381% |
-4.48624264803972% |
7.85417023349941% |
| DBC |
-7.83697718802477% |
41.360535033944% |
19.3381047925849% |
-6.22460154221798% |
2.17947023142337% |
| GLD |
24.8145617346329% |
-4.14892032504178% |
-0.772115217246239% |
12.6915838291174% |
26.6569022336141% |
| FXA |
9.52350855981821% |
-6.16946364880147% |
-6.4795204395478% |
0.873294276868242% |
-7.74204109878418% |
| FXC |
1.9247050425502% |
0.219895404397619% |
-6.43799822735651% |
3.64766976490269% |
-5.96056483707217% |
| FXF |
8.18450819287408% |
-4.07886034404914% |
-2.28680218958219% |
9.62222426685186% |
-7.45772558174616% |
| FXE |
7.93977873933371% |
-7.82637923902186% |
-6.56633974962763% |
4.36126866589124% |
-4.18199804509548% |
| FXB |
2.87316229551748% |
-1.53723850110821% |
-10.4499892346964% |
7.63522680479234% |
1.35492625820952% |
| FXY |
4.60939954215214% |
-10.9009650293582% |
-12.7500306816945% |
-7.44022316264038% |
-10.9253912779213% |
| UUP |
-6.66154033909668% |
5.73433156103185% |
9.45907489834206% |
3.63023939965812% |
13.4844434815803% |
| EEM |
17.0335264963521% |
-3.61506944684574% |
-20.5632849615499% |
8.9857861217226% |
6.4972650185694% |
| AMLP |
-32.1883605644408% |
39.0254130455612% |
25.5174388706158% |
21.404224575858% |
22.6955421229451% |
| IGIB |
9.64395182780677% |
-1.45079652168194% |
-14.2423245395042% |
9.21544637468605% |
3.49089568482179% |
| EMHY |
3.8347587027951% |
-1.91783307204367% |
-13.571830654467% |
11.420418464724% |
11.9775923545361% |
| HYD |
0.175553140117612% |
5.05000335419787% |
-16.2630266222899% |
5.05476833906597% |
4.94262334300908% |
| IEF |
10.0067525304147% |
-3.3293811969846% |
-15.3224471675499% |
3.84577301390396% |
-0.635291945858885% |
| IGOV |
10.8829883297037% |
-9.24862266459218% |
-22.0709678133312% |
5.56833628419986% |
-6.49555672768473% |
| IHY |
8.6391439076694% |
-2.81868222783822% |
-14.3093161857662% |
11.6176558655916% |
3.54788233128169% |
| ITM |
5.87374376331711% |
0.211272131214879% |
-9.49920989230485% |
5.01787458403322% |
0.722410767988313% |
| JNK |
4.95788483561819% |
3.99233629259175% |
-12.1940104391954% |
11.2108307918728% |
7.70492746498543% |
| MBB |
4.07802353206683% |
-1.43116649109989% |
-11.9288470331859% |
5.00229938339551% |
1.31297804867514% |
| TIP |
10.8362642607544% |
5.67099926412111% |
-12.2485594077103% |
3.79897566544987% |
1.6511308674467% |
| AGG |
7.47708555312345% |
-1.76966487938421% |
-13.0229490718201% |
5.64604835614513% |
1.30760961466865% |
| BND |
7.714106491634% |
-1.86130081971591% |
-13.1117738288884% |
5.39779306683275% |
1.37655161915169% |
| EMB |
5.42209326552676% |
-2.23745681275348% |
-18.9402646344802% |
8.7182561367158% |
5.53921391504089% |
| PCY |
2.28307465836379% |
-4.28984314228292% |
-24.4509577564376% |
18.4731184444347% |
2.54849814003077% |
| BIL |
0.400179264852674% |
-0.0983405768986034% |
1.40457752023322% |
4.65170866921711% |
5.19101822011554% |
| TLT |
18.1520596338079% |
-4.60230322759316% |
-31.2335291660792% |
2.74590442167644% |
-8.05845422169141% |
| SHY |
3.03428893894182% |
-0.677718035374231% |
-3.8792510030099% |
4.16228386765611% |
3.91584829135545% |
| ACWI |
16.332736917886% |
18.6696697891261% |
-18.3853701638988% |
22.2909586538479% |
17.4558436016784% |
| EFA |
7.58864729501965% |
11.4605811720758% |
-14.3858454790271% |
18.3785324403616% |
3.51008036927369% |
| EFG |
17.8437843842894% |
11.0124848284023% |
-23.1182709479446% |
17.5605053363662% |
1.53507714867449% |
| EFV |
-2.97358887228282% |
11.1040024989595% |
-5.22055012276389% |
18.8756780437068% |
5.39967959831447% |
| SCZ |
11.6927071102026% |
10.1397869811635% |
-21.2747136087976% |
12.9917772516855% |
1.54406721013953% |
| IWB |
20.7743128019761% |
26.3173971341538% |
-19.1971670033935% |
26.3997989505766% |
24.3211438616074% |
| IWV |
20.5483203906353% |
25.5372386229023% |
-19.2864798715719% |
25.8315252373797% |
23.4939744158483% |
| SPY |
18.373186435145% |
28.7450837271027% |
-18.177972123601% |
26.1768909180285% |
24.8851497230756% |
| IWF |
38.25497944599% |
27.434129149431% |
-29.3083523091416% |
42.5917386064245% |
33.1206307241641% |
| QQQ |
48.6187814997514% |
27.4203533355088% |
-32.5796936046441% |
54.8540304403029% |
25.5764408069846% |
| IWD |
2.72540988295156% |
24.9459408097814% |
-7.7555406871766% |
11.3522477044979% |
14.1754137698795% |
| IWC |
20.880275234036% |
18.6795920967858% |
-21.935163313637% |
8.99886849410814% |
13.6333160497263% |
| IWR |
16.9153042320047% |
22.4370983725451% |
-17.4836164562227% |
17.0573909341308% |
15.2194539432744% |
| IWP |
35.241361554231% |
12.5968963062359% |
-26.735206964838% |
25.7063324448986% |
21.8620286572134% |
| IWS |
4.80313839972486% |
28.0982485180964% |
-12.2976160813877% |
12.530511262895% |
12.9214370595447% |
| IWM |
20.0298627741317% |
14.5390544720052% |
-20.4867085633861% |
16.8356154368217% |
11.3908344255836% |
| IWO |
34.6809781696101% |
2.53860451634156% |
-26.2716823496301% |
18.5179809518975% |
15.042487250009% |
| IWN |
4.66346011618424% |
27.9624001623189% |
-14.768821902111% |
14.5683724726516% |
7.64158747218484% |
| IYR |
-6.12386483117237% |
38.7226281829708% |
-25.5167550255882% |
11.9061619244207% |
4.41927180297288% |
| VNQ |
-4.68092698194492% |
40.5193422590961% |
-26.247397993711% |
11.8396342587313% |
4.80727219260584% |
Compare: Risk vs. Return
for period ending April 30, 2025
Discover High‑Return, Low‑Risk Portfolios
Get access to 3-, 5-, 10-, 15-, and 20-year metrics.
Maximum Drawdown vs. Annual Return
●
EFV
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
●
EFV
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
●
EFV
●
Peer group
●
All other ingredients
●
S&P 500 (SPY)
●
U.S. Bonds (BND)
●
Balanced (60% Equity / 40% Bonds)
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFV |
7.3% |
1.3% |
-1.2% |
-7.4% |
-7.9% |
-5.9% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.1% |
-3.6% |
-4.8% |
-2.0% |
-0.7% |
0.4% |
| Global Equities (ACWI) |
2.0% |
-1.4% |
-1.8% |
-3.2% |
-4.0% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
0.3% |
-14.6% |
-22.7% |
-12.3% |
-8.7% |
-4.1% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
0.785025674329154% |
-0.472952850008976% |
6.8220020633557% |
-8.90595500104572% |
-11.6287490163816% |
0% |
| DBB |
-18.0226708178045% |
-14.655738208662% |
-6.76729191519174% |
-9.91244645586383% |
-12.7020055030981% |
0% |
| DBO |
-20.7231672320428% |
-17.8647422289431% |
-2.87729253239407% |
-11.7846683482335% |
-14.7962449702729% |
0% |
| DBC |
-19.9227203732186% |
-21.4665600763419% |
0.572402234602347% |
-9.67570917900353% |
-12.8689222160375% |
-8.80768349493293% |
| GLD |
28.1655885944377% |
9.73852244315541% |
-0.736042530321685% |
-1.17230090798748% |
-6.60178836515663% |
-0.882388811423907% |
| FXA |
-12.3059891673236% |
-19.4018847429177% |
-17.4340978349789% |
-15.7661527548331% |
-14.8303205574482% |
0% |
| FXC |
-12.7917940570743% |
-22.8722056815367% |
-18.7121020330181% |
-16.9654593586467% |
-17.5135451292328% |
0% |
| FXF |
0.589775549789067% |
-6.9641290469395% |
-13.8642008520751% |
-13.9233113050564% |
-12.1302920724027% |
0% |
| FXE |
-2.53693001509917% |
-10.5427279512244% |
-17.2973832422639% |
-15.2639740539722% |
-16.1976541659127% |
0% |
| FXB |
0.952663250414232% |
-9.30125589294355% |
-14.3949113926248% |
-15.9354687045319% |
-15.3047645022172% |
0% |
| FXY |
-2.49399494480982% |
-18.6514435047161% |
-26.5914303885323% |
-17.1427309215881% |
-18.7196303697899% |
0% |
| UUP |
-15.4782153076024% |
-10.366065238427% |
-13.5248373209906% |
-9.80914650232532% |
-10.7860886091024% |
0% |
| EEM |
-0.856126597125474% |
-8.32336988180379% |
-9.57686787964678% |
-9.77933659872989% |
-10.6257201895179% |
-5.74357190524804% |
| AMLP |
-3.0982718854879% |
2.7689009372035% |
2.31726728455001% |
-9.69198916143696% |
0% |
0% |
| IGIB |
2.98448841571606% |
-9.16854309716494% |
-16.3292938254592% |
-9.10493521943552% |
-7.14644923251119% |
0% |
| EMHY |
5.39510470858688% |
-4.04615996595175% |
-8.51010007249077% |
-7.9139502810557% |
0% |
0% |
| HYD |
-11.5517100837141% |
-15.5704369959244% |
-14.9162049931551% |
-10.6952408040202% |
-8.56223201145197% |
0% |
| IEF |
0.591869643377619% |
-15.6504321144988% |
-24.8535389993037% |
-13.0818745030978% |
-9.121009515797% |
-5.13663928944705% |
| IGOV |
-0.8534587975427% |
-14.2922336020957% |
-21.4771460774735% |
-15.1324553262102% |
-14.2435203094075% |
0% |
| IHY |
6.9197293570021% |
-5.49287609581989% |
-10.2197624279675% |
-8.20636307367231% |
0% |
0% |
| ITM |
-14.5578731427321% |
-14.1814459851042% |
-17.7817218945331% |
-11.3518836020118% |
-8.40589378208669% |
0% |
| JNK |
2.8983452353235% |
-6.97387759161544% |
-9.50655199352926% |
-7.72323503317922% |
-5.76960362594039% |
0% |
| MBB |
1.71408947671529% |
-13.748851691288% |
-22.1585699997283% |
-13.8638009907109% |
-10.6106637675425% |
0% |
| TIP |
1.51401179584375% |
-17.6501537030122% |
-16.7599031637372% |
-9.93442996149734% |
-7.7806054139108% |
-4.57389896732026% |
| AGG |
0.249766935835463% |
-14.3475437847018% |
-22.4271342757334% |
-12.3071500843721% |
-8.78380413476505% |
-4.37663862891704% |
| BND |
0.300296285459802% |
-14.6295468986931% |
-22.7096152586213% |
-12.2568230366093% |
-8.73560806285812% |
-4.07988762669863% |
| EMB |
0.493422788336273% |
-8.48299787697705% |
-14.1243827916081% |
-9.93575021229658% |
-8.09137407386432% |
0% |
| PCY |
-6.1369919683609% |
-6.68144598335031% |
-14.3126852073924% |
-10.7152578424942% |
-9.05651488151106% |
0% |
| BIL |
4.56001654318785% |
-55.8938764834249% |
-35.6618859407361% |
-25.0087742639639% |
-22.6993606482511% |
0% |
| TLT |
-6.30591123378502% |
-18.0364408660763% |
-25.8242833460088% |
-13.4751904342665% |
-10.2149221254661% |
-7.04922500276019% |
| SHY |
7.00303310606766% |
-24.0169328543709% |
-31.024338354708% |
-18.0334888924948% |
-14.5107739679736% |
-6.95802160575649% |
| ACWI |
1.95665891130482% |
-1.41873748015037% |
-1.77632766919426% |
-3.17180502192028% |
-4.02921009275547% |
0% |
| EFA |
1.47112149860973% |
-1.78433998254021% |
-3.96201884016003% |
-6.69914503470154% |
-7.12091806186829% |
-5.21255244928693% |
| EFG |
-4.90618103819564% |
-4.96019077547138% |
-7.89077367709918% |
-6.87546779126593% |
-7.05043242279484% |
-5.00687846346678% |
| EFV |
7.27688741988899% |
1.29702823866513% |
-1.17258687501951% |
-7.3995308567432% |
-7.92706181072534% |
-5.9040925075729% |
| SCZ |
-0.0836287089458461% |
-6.61195403030278% |
-6.84662190839271% |
-7.06085593626933% |
-6.80820640349628% |
0% |
| IWB |
-0.451994731122232% |
-0.436729583319542% |
-0.389343302044809% |
-0.505093716628268% |
-0.370846290032382% |
-0.171562947802556% |
| IWV |
-1.29388876446585% |
-1.03862299192879% |
-0.836869707255817% |
-1.0089347362471% |
-0.828729545502664% |
-0.489450941010571% |
| SPY |
0% |
0% |
0% |
0% |
0% |
0% |
| IWF |
-0.0569206216896685% |
2.00404447261723% |
-0.753752842113798% |
1.35326326449759% |
0.948865977274204% |
1.21499575151921% |
| QQQ |
-0.631281870132573% |
1.78278324153671% |
-0.94905351898889% |
2.14660877658445% |
1.91583819122782% |
2.30269076468797% |
| IWD |
-4.14087110370868% |
-4.65160466711242% |
-2.54353238879401% |
-4.1712800730938% |
-3.28487265381801% |
-2.66811517645589% |
| IWC |
-9.35522868728021% |
-10.39835492143% |
-8.54596658602242% |
-8.16772126081226% |
-7.45395363308773% |
-5.54749185621019% |
| IWR |
-5.36456392035808% |
-5.34426153566149% |
-3.77011779933416% |
-4.3995608733403% |
-3.32813064445632% |
-1.90591336830908% |
| IWP |
-2.20887217998378% |
-1.81320867014765% |
-5.26634717308782% |
-3.31749113194522% |
-2.70739426767598% |
-1.38940657596617% |
| IWS |
-7.03855550348535% |
-7.10519106112362% |
-3.5840603856822% |
-5.70484787743309% |
-4.39791516532013% |
-2.84542864525498% |
| IWM |
-9.40192222195154% |
-8.19251151339114% |
-7.35243567328121% |
-6.99138833378556% |
-6.30604831475046% |
-4.00316812169616% |
| IWO |
-8.55690446770873% |
-6.91733263965644% |
-9.12580252632088% |
-6.97888535820504% |
-5.86419135137875% |
-3.61321814180464% |
| IWN |
-10.2983922459835% |
-9.54760516416451% |
-6.12605707399092% |
-7.47586637498322% |
-7.19034678429947% |
-4.79683226243409% |
| IYR |
1.26962084866087% |
-11.373424633715% |
-9.05442463002529% |
-7.26464356469516% |
-6.32021762056381% |
-5.35574762648216% |
| VNQ |
0.586807978076924% |
-11.8296931945786% |
-9.05751126966265% |
-7.42270331792918% |
-6.17176673235558% |
-4.92745041610128% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFV |
14.2% |
3.3% |
2.4% |
-5.4% |
-6.4% |
-5.3% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.2% |
-2.6% |
-3.3% |
-1.2% |
-0.3% |
0.4% |
| Global Equities (ACWI) |
1.9% |
-1.2% |
-1.4% |
-2.8% |
-3.7% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
1.9% |
-5.6% |
-7.2% |
-2.2% |
-0.2% |
0.7% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
6.2733774549711% |
2.84503625909336% |
9.9445473662311% |
-1.03552538479182% |
-3.39451159395012% |
0% |
| DBB |
-13.9641832645977% |
-14.3036587444692% |
-0.549746157480222% |
-5.13061459406967% |
-9.25863132035772% |
0% |
| DBO |
-23.3290211962567% |
-16.7216698414168% |
9.4206997143843% |
-10.771546934704% |
-16.5038308289845% |
0% |
| DBC |
-10.7473310408338% |
-13.1703436696699% |
8.88580479227985% |
-3.86818213792726% |
-8.01115157356285% |
-5.28772523276244% |
| GLD |
42.8204007656406% |
13.5577134311742% |
8.88293443430435% |
7.31083721192301% |
4.17371945732133% |
7.74263560925878% |
| FXA |
-6.16719480749625% |
-10.3001151257263% |
-8.4146718343017% |
-7.67546261597214% |
-8.05128403886019% |
0% |
| FXC |
-3.50771944326306% |
-8.10623471482127% |
-5.66098231890966% |
-5.75900483449277% |
-6.87654965981646% |
0% |
| FXF |
7.19163672319718% |
-1.16635997508145% |
-3.12267875795899% |
-3.12360815670563% |
-2.49828059125098% |
0% |
| FXE |
5.34995109785505% |
-2.85660111952471% |
-4.8101246245999% |
-3.59142020082165% |
-5.52510343757546% |
0% |
| FXB |
5.96565977782391% |
-3.34005229441259% |
-4.76325427632059% |
-6.06735074671108% |
-5.64912684003012% |
0% |
| FXY |
4.04857751861395% |
-10.8841411508511% |
-11.8115483029702% |
-5.01627332555119% |
-4.64173327330916% |
0% |
| UUP |
-6.91110678833356% |
-0.647566515515028% |
1.91001976939988% |
1.43187384632341% |
2.77329637435685% |
0% |
| EEM |
3.84626078032728% |
-6.28059225989421% |
-5.03717584935593% |
-7.32161596434167% |
-9.02483651949126% |
-4.94000924443203% |
| AMLP |
-0.27720505659382% |
6.05171370453822% |
11.4538015469364% |
-12.4627718554977% |
0% |
0% |
| IGIB |
3.00253652659138% |
-3.98923586667294% |
-6.00743255270865% |
-2.25542887447913% |
-0.694822884415915% |
0% |
| EMHY |
3.77054083574478% |
-1.67776233716676% |
-3.69263698397268% |
-3.36661748370377% |
0% |
0% |
| HYD |
-3.98700593166181% |
-7.62191714836706% |
-5.83367164114089% |
-3.8698050791151% |
-1.10589313736873% |
0% |
| IEF |
2.92293081257926% |
-6.9722473810485% |
-8.96004317595012% |
-1.96953864695691% |
1.20157589559839% |
1.70500794372307% |
| IGOV |
4.96452470976221% |
-9.45978668852803% |
-11.9444083315671% |
-5.70680815953677% |
-4.82550389638233% |
0% |
| IHY |
5.70214247169763% |
-2.23441821666619% |
-4.27215827013443% |
-3.18825345384352% |
0% |
0% |
| ITM |
-4.56921337069477% |
-5.66493372633886% |
-5.99032686503923% |
-2.0660625182563% |
0.189439555825915% |
0% |
| JNK |
1.66141303812151% |
-3.51921141395074% |
-3.85346579673248% |
-3.10568477397006% |
-1.94997904906856% |
0% |
| MBB |
2.70223902872911% |
-5.9876541247415% |
-7.31533632464405% |
-2.51993658477015% |
-0.712858298439558% |
0% |
| TIP |
2.38496072701629% |
-7.10752066457769% |
-5.07175539853771% |
-1.74506344233199% |
-0.138204489621719% |
0.448899410154429% |
| AGG |
1.89809262906599% |
-5.58410213628834% |
-7.09586378167233% |
-2.06477495328685% |
-0.0941687191842281% |
0.601615045330722% |
| BND |
1.8633501875034% |
-5.58166364547454% |
-7.15215860617802% |
-2.17894554861337% |
-0.171679732287863% |
0.655237596956643% |
| EMB |
1.83929850541408% |
-4.96001104198991% |
-7.81059580268207% |
-4.50047202599632% |
-2.41172666975893% |
0% |
| PCY |
-3.17137239153505% |
-5.28211507944354% |
-10.9237379880789% |
-6.41533626154028% |
-3.69598937548805% |
0% |
| BIL |
0.125355278810116% |
-1.37467428897807% |
-1.01500280309724% |
-0.554608632662824% |
-0.400419289745327% |
0% |
| TLT |
-2.74135467990384% |
-15.5702589657054% |
-18.7287047648009% |
-4.54378305868744% |
2.03532036382809% |
1.93533107188289% |
| SHY |
1.77457197523545% |
-2.79181033436179% |
-2.85564960331048% |
-0.922641815202671% |
-0.320368514208961% |
0.236449813566794% |
| ACWI |
1.87757374777624% |
-1.19830305826925% |
-1.40454994756042% |
-2.79827510216731% |
-3.67730842441975% |
0% |
| EFA |
6.49201921992711% |
-0.532655433405957% |
-1.9321168570944% |
-5.18345757340155% |
-5.90601305516902% |
-4.62919043348023% |
| EFG |
-1.42852975393934% |
-4.65277772720873% |
-6.99165582086268% |
-5.71953870350205% |
-6.11037600446765% |
-4.41496104716056% |
| EFV |
14.1822658881957% |
3.33141281677935% |
2.41098776685961% |
-5.39631782386024% |
-6.38382141124279% |
-5.32262682672196% |
| SCZ |
5.68933666361979% |
-5.77926402716094% |
-5.02582924554907% |
-5.95505761161418% |
-5.82931101770473% |
0% |
| IWB |
-0.437390455583529% |
-0.431532797073011% |
-0.369212407967389% |
-0.497471699074174% |
-0.356878406621938% |
-0.15834201354861% |
| IWV |
-1.31440485480072% |
-1.0435138240861% |
-0.800779391957514% |
-1.0016412037358% |
-0.810076113390611% |
-0.470087033046971% |
| SPY |
0% |
0% |
0% |
0% |
0% |
0% |
| IWF |
1.07115277574519% |
2.72442248912142% |
-0.122530936881084% |
2.03997883560173% |
1.55089380080919% |
1.64814073507865% |
| QQQ |
0.268280247483892% |
2.86454069050085% |
0.00361733928204089% |
3.59174925697178% |
3.39361590987408% |
3.71402216797052% |
| IWD |
-2.64578738097688% |
-4.12828259063148% |
-1.34065031505896% |
-3.58168293161049% |
-2.74461106357901% |
-2.3841778828449% |
| IWC |
-14.1881519802105% |
-13.0889402437505% |
-7.73165264697227% |
-8.80295492826391% |
-7.70360698392609% |
-5.93709870089811% |
| IWR |
-5.37393174350917% |
-5.82259000385345% |
-3.2733624906104% |
-4.44225893016377% |
-3.1741857832996% |
-1.75570556141362% |
| IWP |
-1.28389329793928% |
-1.54694240271714% |
-4.97126608729545% |
-3.03615372842557% |
-2.24556849267352% |
-0.961850300999302% |
| IWS |
-6.93255271427857% |
-7.83208547140541% |
-2.61835686293938% |
-5.73299990968386% |
-4.14461903802003% |
-2.7261551570883% |
| IWM |
-14.2375878024981% |
-10.0832490784377% |
-7.09917010277156% |
-7.66587408790894% |
-6.69615940192373% |
-4.11083400456835% |
| IWO |
-13.7658572360017% |
-8.2722044332756% |
-9.7709531425203% |
-7.80077036008583% |
-6.15103914034433% |
-3.59127569548774% |
| IWN |
-14.9107495068611% |
-12.0408599789676% |
-4.84084158937737% |
-7.9739788456766% |
-7.54777364640481% |
-4.94709277393743% |
| IYR |
5.32054816770963% |
-13.1636707323071% |
-8.54446049784356% |
-6.11997524551083% |
-4.24897691338566% |
-4.83651294104535% |
| VNQ |
4.42754773901798% |
-13.9125844224656% |
-8.67485842197283% |
-6.25417097414496% |
-3.90414084545692% |
-4.10206943405609% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFV |
1.20 |
0.50 |
0.68 |
0.24 |
0.31 |
0.25 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.65 |
0.21 |
0.46 |
0.53 |
0.73 |
0.60 |
| Global Equities (ACWI) |
0.79 |
0.35 |
0.64 |
0.48 |
0.55 |
|
| U.S. Equities (SPY) |
0.64 |
0.43 |
0.74 |
0.67 |
0.79 |
0.60 |
| U.S. Bonds (BND) |
0.65 |
-0.41 |
-0.58 |
-0.12 |
0.18 |
0.29 |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
0.704069720629984 |
0.389210118614461 |
1.08874930379752 |
0.12027531181118 |
0.0427263647313508 |
0 |
| DBB |
-0.894366989375111 |
-0.387565702394216 |
0.396129327686832 |
0.0894619284803668 |
0.00167404248661234 |
0 |
| DBO |
-1.16745417329604 |
-0.590923737334776 |
0.636273422668588 |
0.0249697362477118 |
-0.0988723583163633 |
0 |
| DBC |
-1.06791557757234 |
-0.821991741964577 |
0.767033640909306 |
0.0976826580652729 |
-0.0197470046032165 |
0.0677118953720404 |
| GLD |
2.60564475367531 |
0.934495795693897 |
0.711549822246787 |
0.604757254950532 |
0.39002294994642 |
0.557819169193453 |
| FXA |
-0.388085787184089 |
-0.682876042967109 |
-0.269018251071634 |
-0.322069927430911 |
-0.182264097517059 |
0 |
| FXC |
-0.440226349390463 |
-0.847479966510127 |
-0.344670514139203 |
-0.406678048556491 |
-0.379631436279984 |
0 |
| FXF |
0.682008523213631 |
0.0143711583107148 |
-0.0707705217945417 |
-0.218556018671994 |
-0.00882142266466416 |
0 |
| FXE |
0.426514716049121 |
-0.189744561075783 |
-0.275657871119142 |
-0.303974050706105 |
-0.289498434207907 |
0 |
| FXB |
0.70648082042398 |
-0.117571073588982 |
-0.101487014943026 |
-0.342442886757109 |
-0.228284071489216 |
0 |
| FXY |
0.44828015020412 |
-0.658017827903448 |
-0.842372133091166 |
-0.41393769647042 |
-0.458845433508904 |
0 |
| UUP |
-0.669798901097429 |
-0.19522620130879 |
-0.0589668039059429 |
0.0394134251126662 |
0.0729297963598004 |
0 |
| EEM |
0.565301026145891 |
-0.0237149662362319 |
0.214771415654928 |
0.0915817250876998 |
0.135671395832742 |
0.275676712157104 |
| AMLP |
0.42057515088944 |
0.599049324338441 |
0.888228270917286 |
0.177599846645852 |
0 |
0 |
| IGIB |
0.872896335809332 |
-0.10754679200387 |
-0.213238397333938 |
0.0806943704558115 |
0.296265704069074 |
0 |
| EMHY |
1.06582532402355 |
0.18343730970628 |
0.249326248777688 |
0.177544993139352 |
0 |
0 |
| HYD |
-0.344608385481428 |
-0.459294186806673 |
-0.127904817918524 |
0.00118734015932674 |
0.225941931702562 |
0 |
| IEF |
0.678137528090784 |
-0.468003983524558 |
-0.716543219791747 |
-0.163690912297106 |
0.173597502852578 |
0.238311509920418 |
| IGOV |
0.569057123290907 |
-0.38796991277711 |
-0.514293540338645 |
-0.283715819932017 |
-0.152081557712794 |
0 |
| IHY |
1.18647202366171 |
0.0984029552249419 |
0.146517787715292 |
0.150626727738399 |
0 |
0 |
| ITM |
-0.603525717724055 |
-0.384503881321967 |
-0.297517472517099 |
-0.0595535508428459 |
0.216894249178146 |
0 |
| JNK |
0.868192253427465 |
0.0153356125538405 |
0.180282310851988 |
0.175156541352851 |
0.403748111149107 |
0 |
| MBB |
0.769443602761105 |
-0.359177072416226 |
-0.5492815335421 |
-0.213225589066763 |
0.0641865353922795 |
0 |
| TIP |
0.749516308687225 |
-0.552592440270017 |
-0.229335919783932 |
0.0210074344860905 |
0.245786725173917 |
0.265990610551375 |
| AGG |
0.648709408704359 |
-0.393710118634906 |
-0.566925522605299 |
-0.120793780354429 |
0.181464628859037 |
0.270303984762675 |
| BND |
0.652738500347095 |
-0.408018682180823 |
-0.582285034905509 |
-0.117670430735609 |
0.184560708649256 |
0.288434432718467 |
| EMB |
0.671099307114261 |
-0.0595544722388784 |
-0.0731742448943813 |
0.0484275447858769 |
0.259039126657157 |
0 |
| PCY |
0.142427333000194 |
0.0631262454558289 |
-0.0659950467692507 |
0.0141031571989007 |
0.208637843572456 |
0 |
| BIL |
1.7987852942729 |
-0.763657923471788 |
-0.742706455456295 |
-0.575568875920841 |
-0.519314380520855 |
0 |
| TLT |
0.136586769220561 |
-0.609179237576995 |
-0.790283360867953 |
-0.160034180779335 |
0.140879644629624 |
0.154602088417787 |
| SHY |
1.22365555479397 |
-0.719100330271917 |
-0.880206875249021 |
-0.408867962287297 |
-0.16991332945139 |
0.086844036653952 |
| ACWI |
0.794343758521799 |
0.350254484634129 |
0.642575771875702 |
0.48333361095894 |
0.545666864615159 |
0 |
| EFA |
0.75636074391747 |
0.338395621462969 |
0.530176247326866 |
0.273742612062371 |
0.354200152880461 |
0.29035166823596 |
| EFG |
0.252068044012074 |
0.17439564295152 |
0.321090620931782 |
0.264968120447881 |
0.359303212920944 |
0.302324289510902 |
| EFV |
1.19726981887838 |
0.500260845776952 |
0.682617038723444 |
0.237653340898384 |
0.308224693469913 |
0.251964110174684 |
| SCZ |
0.639144363055107 |
0.0781071703234121 |
0.376109110578448 |
0.258556814143707 |
0.379452536584485 |
0 |
| IWB |
0.609903554963539 |
0.407923353240175 |
0.722055524241294 |
0.643522921073146 |
0.771071640321998 |
0.591215998588659 |
| IWV |
0.543912080423411 |
0.377183448021391 |
0.699028690332523 |
0.615219912076683 |
0.743900622613555 |
0.573296377644033 |
| SPY |
0.644643036625024 |
0.429872065831539 |
0.741499173878224 |
0.671354518873704 |
0.792661868800944 |
0.60040632010149 |
| IWF |
0.65090843729186 |
0.548711560149822 |
0.71777433423147 |
0.756464958863112 |
0.854896285781033 |
0.677802624183825 |
| QQQ |
0.601965711734076 |
0.542301144079883 |
0.711649265303904 |
0.804643910459059 |
0.914891065548546 |
0.748667054357577 |
| IWD |
0.319488134481123 |
0.180649060739269 |
0.604438841054188 |
0.429522327830535 |
0.592965867329897 |
0.441194744836317 |
| IWC |
-0.0765519501195568 |
-0.115677426362548 |
0.311906663486068 |
0.220981940549542 |
0.359712768408731 |
0.291101536307504 |
| IWR |
0.225942705153601 |
0.155817652009649 |
0.549907998986962 |
0.425336963622894 |
0.597461822349564 |
0.49672555630696 |
| IWP |
0.496300350395326 |
0.356374965123584 |
0.481913253425642 |
0.494193593266424 |
0.639705082533031 |
0.531534578153714 |
| IWS |
0.0856715501170763 |
0.0582621377014632 |
0.5591171372632 |
0.349955340635148 |
0.532390055134895 |
0.441648208082449 |
| IWM |
-0.0878444854190513 |
0.009330014122318 |
0.36930038606242 |
0.284541256087962 |
0.425249240823635 |
0.380242163448467 |
| IWO |
-0.0119438321834852 |
0.0819229471120777 |
0.274584433265652 |
0.287897606514336 |
0.455643782405734 |
0.406328000054216 |
| IWN |
-0.166538221425961 |
-0.0671247278014891 |
0.437654018851733 |
0.258109882529085 |
0.370802805303474 |
0.332891478008559 |
| IYR |
0.755273681514862 |
-0.185301168140611 |
0.261136828669664 |
0.252638907907803 |
0.410378411745919 |
0.303745685439628 |
| VNQ |
0.703485297410175 |
-0.211739197847854 |
0.261709137275043 |
0.243650787614227 |
0.421674007696894 |
0.333771750334821 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFV |
2.06 |
0.76 |
1.17 |
0.34 |
0.45 |
0.36 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
1.04 |
0.30 |
0.67 |
0.78 |
1.11 |
0.87 |
| Global Equities (ACWI) |
1.30 |
0.51 |
1.00 |
0.71 |
0.82 |
|
| U.S. Equities (SPY) |
1.06 |
0.64 |
1.17 |
1.02 |
1.24 |
0.88 |
| U.S. Bonds (BND) |
1.04 |
0.30 |
0.67 |
0.78 |
1.11 |
0.87 |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
1.12359124412537 |
0.61885471517018 |
2.04313052205599 |
0.174840789245194 |
0.063347959694996 |
0 |
| DBB |
-1.06102998549674 |
-0.535105813304497 |
0.62461989258953 |
0.133154393609468 |
0.00241047207856176 |
0 |
| DBO |
-1.23498931749182 |
-0.744444289350414 |
1.05198019063273 |
0.0337153222868994 |
-0.129146797191034 |
0 |
| DBC |
-1.12541235353864 |
-0.954944317808752 |
1.2888238768478 |
0.133730481873027 |
-0.0264351947676032 |
0.0918105333686264 |
| GLD |
8.30424383580652 |
1.84101135152904 |
1.30216940747566 |
1.07041832014533 |
0.626353306763606 |
0.924804240026177 |
| FXA |
-0.480019882700555 |
-0.805565859425698 |
-0.346094469660565 |
-0.427652628705108 |
-0.252049725745197 |
0 |
| FXC |
-0.642302910365525 |
-0.961506482413902 |
-0.424688879586684 |
-0.521403111618481 |
-0.479112537303737 |
0 |
| FXF |
1.35415648791793 |
0.0217624029702661 |
-0.100582068279137 |
-0.300471258005258 |
-0.0125549758747054 |
0 |
| FXE |
0.747264759796967 |
-0.261681041515759 |
-0.373570863453323 |
-0.412607970766609 |
-0.380168215185534 |
0 |
| FXB |
1.13217759555668 |
-0.154020604546879 |
-0.136372954096015 |
-0.441405181631976 |
-0.299983068944399 |
0 |
| FXY |
0.688874913137025 |
-0.839396788548614 |
-1.00640058472573 |
-0.538741756746773 |
-0.583689862488475 |
0 |
| UUP |
-0.858033343581983 |
-0.261337508440534 |
-0.0813958694102056 |
0.0552407477044818 |
0.106876190889458 |
0 |
| EEM |
0.941289964233508 |
-0.0345678858923164 |
0.325516435001433 |
0.13291305621452 |
0.198131298751144 |
0.408084065890914 |
| AMLP |
0.770684992905199 |
0.979059458405913 |
1.56306651174928 |
0.261105349469966 |
0 |
0 |
| IGIB |
1.32142372931034 |
-0.146782991630673 |
-0.280237332829308 |
0.10830902754538 |
0.406419228784895 |
0 |
| EMHY |
2.01248793116357 |
0.279393479122577 |
0.386050394016628 |
0.241334307713149 |
0 |
0 |
| HYD |
-0.447305042276573 |
-0.58480586353287 |
-0.172700596646507 |
0.00139545849997697 |
0.273753330949474 |
0 |
| IEF |
0.941123357040784 |
-0.580338129171355 |
-0.840984402131025 |
-0.215883212232933 |
0.249320983319574 |
0.356086308648231 |
| IGOV |
0.92370052089373 |
-0.506860277435281 |
-0.647555696513267 |
-0.364597363715559 |
-0.19858685833698 |
0 |
| IHY |
2.09195105812955 |
0.135090200313535 |
0.209931361527322 |
0.203178750874945 |
0 |
0 |
| ITM |
-0.725369698080456 |
-0.511548977504906 |
-0.398754141585657 |
-0.0783593492145497 |
0.303134388678755 |
0 |
| JNK |
1.42763348894049 |
0.0204668769803739 |
0.252472128011409 |
0.235950932065425 |
0.576574258015963 |
0 |
| MBB |
1.12949965291247 |
-0.457434121004809 |
-0.670870600103546 |
-0.267026502766956 |
0.0830626606140497 |
0 |
| TIP |
1.08807576839609 |
-0.63575904937789 |
-0.275056738894418 |
0.0266081258142589 |
0.329079399932267 |
0.366305887302625 |
| AGG |
0.926888508891241 |
-0.499716348051131 |
-0.687211939427359 |
-0.155968920693692 |
0.244856168496204 |
0.387723661070268 |
| BND |
0.928101553979565 |
-0.513414110878577 |
-0.699846951067877 |
-0.151803910156673 |
0.24843931319844 |
0.409218695747261 |
| EMB |
1.04522699501447 |
-0.0840411745978921 |
-0.101388279144603 |
0.0633639764051532 |
0.350260447849441 |
0 |
| PCY |
0.198137489078145 |
0.0936679178437093 |
-0.0917879983747 |
0.0184742654446982 |
0.280229436513117 |
0 |
| BIL |
4.43495978226791 |
-0.756577558925031 |
-0.732762014711951 |
-0.572514793981674 |
-0.517242829625757 |
0 |
| TLT |
0.183178883119627 |
-0.780685999165905 |
-0.957025705375706 |
-0.223456707950539 |
0.218059853922821 |
0.238987670946235 |
| SHY |
1.87255721483536 |
-0.769654698470026 |
-0.917484944448325 |
-0.460399022373832 |
-0.196335006573316 |
0.110514708045351 |
| ACWI |
1.29630876193612 |
0.512102941028315 |
1.00223886104007 |
0.708745716282073 |
0.819242098274544 |
0 |
| EFA |
1.21819513192598 |
0.508038988669073 |
0.851056263470261 |
0.395214405367601 |
0.522991370650422 |
0.41114742569354 |
| EFG |
0.373956073698744 |
0.260668228138163 |
0.481580497798925 |
0.382391114912001 |
0.52694348493363 |
0.426205270242778 |
| EFV |
2.06458781799064 |
0.761457750520546 |
1.16706277694921 |
0.33843691478072 |
0.451920376176371 |
0.358558103024659 |
| SCZ |
0.967537392573815 |
0.109063303553102 |
0.568106002887043 |
0.361775872838248 |
0.55300800603079 |
0 |
| IWB |
0.9840368472936 |
0.606759152547287 |
1.14103502925033 |
0.973271668058073 |
1.2009977760093 |
0.866573432560828 |
| IWV |
0.871499408153316 |
0.561954349982396 |
1.10400403667649 |
0.92527253927672 |
1.15362434548806 |
0.835911026053864 |
| SPY |
1.0571032678897 |
0.638188137854256 |
1.16592373687853 |
1.01850203181249 |
1.23933704601729 |
0.881947313146246 |
| IWF |
0.999435448438191 |
0.839849347750458 |
1.12027140445876 |
1.18702304717075 |
1.37750840700748 |
1.03015235787004 |
| QQQ |
0.944901469366387 |
0.843658163788051 |
1.11011093904742 |
1.29488982048246 |
1.52576012117197 |
1.16493745056535 |
| IWD |
0.488401750615061 |
0.261457388347733 |
0.982511723554134 |
0.626111802894437 |
0.892457062653014 |
0.626226375682219 |
| IWC |
-0.127530865777493 |
-0.172125293736666 |
0.507643740417623 |
0.324799703899116 |
0.538742526130153 |
0.418323859946962 |
| IWR |
0.352896276165786 |
0.234972206524157 |
0.881438344222858 |
0.622576480213455 |
0.90719731338617 |
0.71973358139045 |
| IWP |
0.833039366746847 |
0.579246205148722 |
0.767082656268935 |
0.760707492100946 |
1.01443423071089 |
0.790826322069607 |
| IWS |
0.129504058806745 |
0.0845667043614265 |
0.898786245659575 |
0.498637355525617 |
0.7855207561138 |
0.626767296487662 |
| IWM |
-0.140849237198965 |
0.014314940717517 |
0.596007379831146 |
0.415485522998335 |
0.63939944660512 |
0.552018364622799 |
| IWO |
-0.0185671921413184 |
0.126625696125315 |
0.427754800157719 |
0.418283325190339 |
0.690484644371119 |
0.594204468664444 |
| IWN |
-0.273517621984592 |
-0.101693520397738 |
0.730817212618526 |
0.376687518649718 |
0.54946519122515 |
0.47717408437954 |
| IYR |
1.16779804990739 |
-0.251265941672818 |
0.382083961403123 |
0.355936016133153 |
0.599154451438252 |
0.423350324696018 |
| VNQ |
1.08331960070939 |
-0.286265393575057 |
0.383172462611886 |
0.345376833764525 |
0.623858669472968 |
0.471155170760302 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFV |
269.6 |
18.6 |
19.6 |
5.7 |
5.6 |
4.5 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
13.6 |
10.0 |
11.8 |
11.0 |
12.7 |
11.2 |
| Global Equities (ACWI) |
15.3 |
10.8 |
13.9 |
9.0 |
8.8 |
|
| U.S. Equities (SPY) |
11.5 |
11.7 |
15.1 |
11.9 |
12.5 |
9.9 |
| U.S. Bonds (BND) |
13.6 |
10.0 |
11.8 |
11.0 |
12.7 |
11.2 |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
39.4048975221499 |
40.0058420296367 |
63.7304850555088 |
14.9441594585087 |
3.37151077779634 |
0 |
| DBB |
-60.7887490959574 |
-10.479889603871 |
16.3228103635548 |
3.76968469921659 |
-0.944900221940437 |
0 |
| DBO |
295.755197352799 |
-34.7724918531324 |
36.5376447572199 |
-2.09470846250789 |
-6.25755815488079 |
0 |
| DBC |
52.1499845598641 |
-25.3924508278995 |
52.0799579000893 |
5.30231699459194 |
-1.08666706204786 |
1.67562148075933 |
| GLD |
-76.6621972193165 |
194.022405921188 |
109.058321893087 |
132.853359172364 |
75.3853470296611 |
121.45642839458 |
| FXA |
0.133373531576699 |
-7.16672996027179 |
-0.726526696864036 |
-4.73379856090287 |
-3.17618554298863 |
0 |
| FXC |
36.6049132328537 |
-5.68767871445642 |
1.973518214846 |
-5.16884899065851 |
-6.54880018382274 |
0 |
| FXF |
-112.465837101462 |
35.3183007348955 |
12.0856545432937 |
-0.343337544413105 |
3.91241375579044 |
0 |
| FXE |
-29.6922385441346 |
23.6516026321664 |
3.21989916728843 |
-4.41194325088811 |
-7.05895696030146 |
0 |
| FXB |
-98.6880535854811 |
12.713974356971 |
6.51613139288219 |
-4.68319914542341 |
-3.59689460758134 |
0 |
| FXY |
54.5556255942003 |
-15.3905139882979 |
-34.2455092824875 |
-60.2832548632653 |
314.812555584206 |
0 |
| UUP |
-9.74182108985511 |
-18.1514444240855 |
-11.2566769950684 |
-14.2677808228571 |
-6.66188508773583 |
0 |
| EEM |
76.8232399893939 |
4.87348925425724 |
8.94615566259207 |
2.78575047547795 |
2.364545714481 |
5.01682388051397 |
| AMLP |
11.4010684520992 |
19.484768254438 |
31.6873496823139 |
1.84362251644647 |
0 |
0 |
| IGIB |
39.7148805799835 |
9.54101563368812 |
3.22357128806549 |
8.74327256996107 |
13.777179128662 |
0 |
| EMHY |
31.787272306536 |
13.3830871984831 |
10.8870777299963 |
6.95378360980476 |
0 |
0 |
| HYD |
8.24656788906793 |
0.775309512024365 |
4.53728810506922 |
4.27296310718572 |
11.7082494780437 |
0 |
| IEF |
43.3288932892598 |
1.15582556056363 |
-11.7293110642597 |
9.54243687858692 |
-111.405294906827 |
-90.8758360499464 |
| IGOV |
120.553363304272 |
-1.7353601699862 |
-7.99843782228474 |
-4.5570804426342 |
-2.13129998127814 |
0 |
| IHY |
118.132670913112 |
13.2802160911585 |
9.45046316486163 |
6.99025188665058 |
0 |
0 |
| ITM |
5.98605309824116 |
5.09986849209796 |
2.02155748833825 |
9.12670881674108 |
27.0555094660665 |
0 |
| JNK |
28.2220217105303 |
9.84739158664354 |
10.3319538089237 |
7.22364553811827 |
9.64674251474593 |
0 |
| MBB |
36.8439688458989 |
4.25276048358002 |
-4.56846963305538 |
5.2481675350037 |
17.2782431905806 |
0 |
| TIP |
54.9811207299269 |
0.877941369174955 |
4.82712915308262 |
11.0666257805273 |
20.0162490391558 |
23.9140255717818 |
| AGG |
37.9516183322483 |
5.24712271134881 |
-4.13564723488328 |
8.99428298023997 |
25.5377867997962 |
36.8205088277342 |
| BND |
38.0973432632052 |
5.23406774039653 |
-4.35457453623675 |
8.27062903888373 |
23.255924530293 |
36.2849886243567 |
| EMB |
24.3047897737491 |
6.92188149499534 |
3.1921054784529 |
4.2743706001497 |
8.27857806100792 |
0 |
| PCY |
9.15994813166531 |
6.38557368105837 |
1.34450198685713 |
2.19848936183149 |
6.21500332514084 |
0 |
| BIL |
612.943776050351 |
822.272433916095 |
4221.36875525742 |
101263.260606277 |
-1332.66570557361 |
0 |
| TLT |
10.2153791471156 |
-10.2128536610629 |
-19.5870344974661 |
-8.82022431826739 |
-26.2859279890534 |
-33.3056454707027 |
| SHY |
250.587113696001 |
43.6506384273162 |
18.6011967091974 |
150.446584240286 |
487.230701028542 |
-146.228982442089 |
| ACWI |
15.2984719551755 |
10.7736966207046 |
13.867772941401 |
9.00558468467113 |
8.79335060885051 |
0 |
| EFA |
45.8344851904001 |
12.0476755589267 |
13.436845250821 |
6.07923664688811 |
6.22830692747582 |
5.1707896585912 |
| EFG |
12.4307748024379 |
7.04358365584277 |
7.991538831985 |
5.67758333400922 |
6.17374606715362 |
5.3853048962215 |
| EFV |
269.576025261914 |
18.5791415594569 |
19.5792660351417 |
5.67976446571116 |
5.63713697601159 |
4.50501040692188 |
| SCZ |
40.5773622826753 |
5.82486970222489 |
9.85926031084497 |
5.51485018826958 |
6.58901264714185 |
0 |
| IWB |
10.9624722331526 |
11.2098833433163 |
14.7306997705021 |
11.342788572415 |
12.1546934769579 |
9.67861190804607 |
| IWV |
10.0522452362615 |
10.5505570502226 |
14.2872527881855 |
10.8372509463619 |
11.7039000087537 |
9.35747601190063 |
| SPY |
11.5287897226396 |
11.6914348927085 |
15.1348632311319 |
11.8639096947746 |
12.5240392426227 |
9.85642245768854 |
| IWF |
11.8353891556999 |
13.7269693006785 |
14.6447516781639 |
13.6087986912851 |
13.9131433897108 |
11.3790122616577 |
| QQQ |
11.4892863923026 |
13.6666738576348 |
14.6830997240549 |
14.8905427652197 |
15.5097784241638 |
13.0691087749354 |
| IWD |
9.12076932405657 |
7.64941566548626 |
14.0183562544883 |
8.2042097275026 |
9.73464120757868 |
7.46584482116449 |
| IWC |
0.0204239274136644 |
-0.491087388589393 |
7.70497154022329 |
3.94112444514681 |
5.82279430264607 |
4.65345194962101 |
| IWR |
6.24141431491019 |
5.92955105326414 |
11.867899070684 |
7.6234711938019 |
9.51060812928274 |
8.1310220710727 |
| IWP |
9.41772881409564 |
9.6440812718083 |
10.3811211262549 |
8.94530031766096 |
10.3922091946794 |
8.83665874107965 |
| IWS |
4.57990207569016 |
4.08260409533094 |
12.5109595215467 |
6.40341764727282 |
8.58265484860885 |
7.25911867922271 |
| IWM |
0.194261404120866 |
2.37646274422428 |
8.4427188194874 |
5.04418945454332 |
6.72507534655032 |
6.17616084558005 |
| IWO |
1.14917008304229 |
3.89639521122265 |
6.22727901835581 |
5.03115534377928 |
7.25860495894551 |
6.63658299224758 |
| IWN |
-1.12983475214825 |
0.672836618899712 |
10.4111543322331 |
4.66157085614988 |
5.89983289149876 |
5.42722806414699 |
| IYR |
18.1384472127052 |
-0.930336890506886 |
6.61508677089758 |
5.41591994165534 |
7.89486254948658 |
5.29837739598988 |
| VNQ |
16.9896176107237 |
-1.51898062288951 |
6.5565604039851 |
5.26331786962305 |
8.28168307937071 |
5.98180736233515 |
Compare: Risk & Volatility
for period ending April 30, 2025
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFV |
7.2% |
19.8% |
23.5% |
33.2% |
33.2% |
59.7% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
4.5% |
10.3% |
20.7% |
20.7% |
20.7% |
32.2% |
| Global Equities (ACWI) |
4.0% |
14.7% |
25.7% |
25.7% |
25.7% |
|
| U.S. Equities (SPY) |
7.6% |
12.9% |
23.9% |
23.9% |
23.9% |
50.8% |
| U.S. Bonds (BND) |
3.1% |
7.9% |
17.3% |
17.3% |
17.3% |
17.3% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
5.5% |
9.8% |
10.1% |
40.6% |
60.4% |
0% |
| DBB |
10.7% |
23.5% |
32% |
35.7% |
54.6% |
0% |
| DBO |
20.6% |
31.9% |
31.9% |
61.8% |
83.5% |
0% |
| DBC |
8.6% |
23% |
23% |
37.8% |
64.8% |
74.5% |
| GLD |
4.5% |
11.2% |
18.1% |
18.1% |
42.9% |
42.9% |
| FXA |
10.1% |
11.7% |
18.3% |
22.7% |
36.6% |
0% |
| FXC |
6.7% |
9.5% |
13.9% |
13.9% |
32.2% |
0% |
| FXF |
7.2% |
8.5% |
13.4% |
14.2% |
29% |
0% |
| FXE |
6.6% |
9% |
21.2% |
24.4% |
38.6% |
0% |
| FXB |
6.4% |
11.4% |
21.6% |
30.3% |
36.3% |
0% |
| FXY |
8.8% |
20.9% |
37.1% |
39.6% |
55.5% |
0% |
| UUP |
7.1% |
8% |
8.9% |
12% |
17.3% |
0% |
| EEM |
7.3% |
19.1% |
36.5% |
36.5% |
36.5% |
60.4% |
| AMLP |
7.1% |
14.5% |
23.3% |
69.2% |
0% |
0% |
| IGIB |
2.7% |
8.6% |
18.7% |
18.7% |
18.7% |
0% |
| EMHY |
1.5% |
11.5% |
24.7% |
24.7% |
0% |
0% |
| HYD |
3.4% |
11% |
20.1% |
20.1% |
20.1% |
0% |
| IEF |
4.6% |
12.2% |
23.3% |
23.3% |
23.3% |
23.3% |
| IGOV |
7.6% |
14.7% |
33.9% |
33.9% |
33.9% |
0% |
| IHY |
3.5% |
12.1% |
26.7% |
26.7% |
0% |
0% |
| ITM |
2.4% |
6.8% |
15% |
15% |
15% |
0% |
| JNK |
1.4% |
9.2% |
16.2% |
16.2% |
16.2% |
0% |
| MBB |
3% |
10.5% |
17% |
17% |
17% |
0% |
| TIP |
3% |
9.3% |
13.9% |
13.9% |
13.9% |
13.9% |
| AGG |
3.1% |
8.2% |
17.1% |
17.1% |
17.1% |
17.1% |
| BND |
3.1% |
7.9% |
17.3% |
17.3% |
17.3% |
17.3% |
| EMB |
2.9% |
11.8% |
26.7% |
26.7% |
26.7% |
0% |
| PCY |
6.3% |
15.4% |
35.4% |
35.4% |
35.4% |
0% |
| BIL |
0% |
0% |
0.1% |
0.2% |
0.4% |
0% |
| TLT |
9.7% |
26.1% |
47.6% |
47.6% |
47.6% |
47.6% |
| SHY |
0.6% |
2.3% |
5.3% |
5.3% |
5.3% |
5.3% |
| ACWI |
4% |
14.7% |
25.7% |
25.7% |
25.7% |
0% |
| EFA |
8.4% |
18.2% |
27.6% |
27.6% |
27.6% |
57.4% |
| EFG |
9.4% |
17.2% |
33.6% |
33.6% |
33.6% |
55.4% |
| EFV |
7.2% |
19.8% |
23.5% |
33.2% |
33.2% |
59.7% |
| SCZ |
8.5% |
19.8% |
34.6% |
34.6% |
34.6% |
0% |
| IWB |
8% |
12.7% |
24.6% |
24.6% |
24.6% |
50.9% |
| IWV |
8.6% |
12.6% |
24.6% |
24.6% |
24.6% |
51.2% |
| SPY |
7.6% |
12.9% |
23.9% |
23.9% |
23.9% |
50.8% |
| IWF |
11.7% |
14% |
30.8% |
30.8% |
30.8% |
48% |
| QQQ |
10.1% |
15.2% |
32.6% |
32.6% |
32.6% |
49.7% |
| IWD |
7.9% |
13.8% |
17.8% |
26.7% |
26.7% |
55.4% |
| IWC |
19.7% |
20.5% |
37.4% |
37.7% |
37.7% |
59.5% |
| IWR |
11.3% |
13% |
24.3% |
27.1% |
27.1% |
54.1% |
| IWP |
13% |
13% |
34.2% |
34.2% |
34.2% |
52.9% |
| IWS |
11.7% |
15.4% |
20.5% |
31.7% |
31.7% |
57.3% |
| IWM |
19% |
19% |
27% |
32.3% |
32.3% |
52.5% |
| IWO |
19.2% |
19.2% |
33.6% |
33.6% |
33.6% |
52.2% |
| IWN |
19% |
19% |
21.3% |
37.9% |
37.9% |
55.1% |
| IYR |
8.3% |
21.6% |
31.9% |
31.9% |
31.9% |
69.6% |
| VNQ |
8.4% |
22.1% |
32.8% |
32.8% |
32.8% |
68.3% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFV |
13.2% |
18.8% |
19.1% |
17.3% |
18.0% |
19.3% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
8.8% |
13.0% |
12.6% |
11.3% |
10.5% |
10.7% |
| Global Equities (ACWI) |
9.9% |
17.3% |
17.3% |
16.1% |
16.2% |
|
| U.S. Equities (SPY) |
12.3% |
18.2% |
18.6% |
17.3% |
16.5% |
16.7% |
| U.S. Bonds (BND) |
5.2% |
7.3% |
6.3% |
5.2% |
4.6% |
4.6% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
13.4% |
13% |
12.8% |
12% |
13.1% |
0% |
| DBB |
12.3% |
21% |
22.8% |
19.1% |
19.6% |
0% |
| DBO |
16.4% |
20% |
33.7% |
29.9% |
28% |
0% |
| DBC |
9.6% |
11.9% |
18.5% |
17.3% |
17.2% |
19.1% |
| GLD |
16.9% |
16.9% |
16.8% |
15.6% |
17% |
18.7% |
| FXA |
9.3% |
9.7% |
10.2% |
9.9% |
11.2% |
0% |
| FXC |
6.7% |
6.4% |
6.4% |
7% |
7.6% |
0% |
| FXF |
10.1% |
9.4% |
8.7% |
7.6% |
9.4% |
0% |
| FXE |
8.7% |
8.2% |
7.7% |
7% |
8.5% |
0% |
| FXB |
7.7% |
8.4% |
8.3% |
8.3% |
8.3% |
0% |
| FXY |
13.5% |
11.9% |
10% |
9.6% |
9.1% |
0% |
| UUP |
7.7% |
8% |
7.5% |
6.7% |
7.5% |
0% |
| EEM |
8.8% |
18% |
17.2% |
17.7% |
18.8% |
22.7% |
| AMLP |
20% |
24.2% |
28.6% |
33.9% |
0% |
0% |
| IGIB |
5.4% |
8.9% |
7.8% |
6.8% |
5.9% |
0% |
| EMHY |
5.9% |
11.6% |
11.2% |
11% |
0% |
0% |
| HYD |
4.9% |
8.8% |
8.4% |
9.9% |
9.1% |
0% |
| IEF |
6.6% |
8.6% |
7.3% |
6.7% |
6.6% |
6.8% |
| IGOV |
10.5% |
12.7% |
11% |
9.2% |
8.9% |
0% |
| IHY |
5.4% |
10.3% |
10.1% |
9.4% |
0% |
0% |
| ITM |
4.4% |
7.5% |
7.2% |
6.2% |
6.1% |
0% |
| JNK |
4.3% |
9.6% |
8.8% |
8.4% |
8.5% |
0% |
| MBB |
5.9% |
8.4% |
6.7% |
5.1% |
4.4% |
0% |
| TIP |
4.6% |
7.2% |
6.3% |
5.2% |
5.2% |
6% |
| AGG |
5.3% |
7.5% |
6.3% |
5.2% |
4.6% |
4.6% |
| BND |
5.2% |
7.3% |
6.3% |
5.2% |
4.6% |
4.6% |
| EMB |
6.8% |
11.7% |
11.2% |
10.4% |
9.8% |
0% |
| PCY |
10.8% |
16.9% |
15.3% |
13.3% |
12.2% |
0% |
| BIL |
0.2% |
0.5% |
0.7% |
0.6% |
0.5% |
0% |
| TLT |
12.6% |
15.5% |
13.8% |
13.7% |
14.4% |
14.5% |
| SHY |
1.6% |
2.3% |
2% |
1.6% |
1.4% |
1.5% |
| ACWI |
9.9% |
17.3% |
17.3% |
16.1% |
16.2% |
0% |
| EFA |
12.1% |
18.9% |
18.2% |
16.1% |
16.9% |
18.3% |
| EFG |
12.9% |
20.5% |
19.4% |
16.7% |
17.1% |
18.1% |
| EFV |
13.2% |
18.8% |
19.1% |
17.3% |
18% |
19.3% |
| SCZ |
13.5% |
19.2% |
19.1% |
17.6% |
18.3% |
0% |
| IWB |
12.7% |
18.4% |
18.8% |
17.6% |
16.7% |
16.9% |
| IWV |
13% |
18.6% |
19% |
17.7% |
16.9% |
17.2% |
| SPY |
12.3% |
18.2% |
18.6% |
17.3% |
16.5% |
16.7% |
| IWF |
16.7% |
21.8% |
22.8% |
20.1% |
18.6% |
18.4% |
| QQQ |
15.1% |
23.3% |
24.2% |
21.9% |
20.5% |
21.2% |
| IWD |
14.1% |
17.9% |
17.9% |
17.1% |
16.5% |
17% |
| IWC |
23% |
24.7% |
26.5% |
24.4% |
23.5% |
23.5% |
| IWR |
15.7% |
20.9% |
20.7% |
19.4% |
18.6% |
19.4% |
| IWP |
21.8% |
23.5% |
23.5% |
21% |
20% |
20.5% |
| IWS |
15% |
20.9% |
20.7% |
19.6% |
18.6% |
19.7% |
| IWM |
21.1% |
24.1% |
24.3% |
22.6% |
21.9% |
22.2% |
| IWO |
22% |
24.2% |
24.8% |
23.2% |
22.7% |
22.8% |
| IWN |
20.9% |
24.4% |
25% |
23.1% |
22% |
22.4% |
| IYR |
17.6% |
21% |
20.8% |
19% |
18.4% |
23.2% |
| VNQ |
17.7% |
21.1% |
21% |
19.2% |
19% |
24.2% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFV |
7.2% |
11.2% |
10.3% |
11.7% |
12.0% |
13.3% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
5.0% |
8.1% |
7.9% |
7.3% |
6.5% |
7.1% |
| Global Equities (ACWI) |
5.6% |
10.7% |
10.3% |
10.5% |
10.5% |
|
| U.S. Equities (SPY) |
7.1% |
11.2% |
11.0% |
10.9% |
10.2% |
11.0% |
| U.S. Bonds (BND) |
3.2% |
4.7% |
4.5% |
3.5% |
3.0% |
2.8% |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
8% |
7.2% |
6.1% |
7.9% |
8.6% |
0% |
| DBB |
10% |
14.3% |
13.7% |
12.3% |
13.3% |
0% |
| DBO |
15.5% |
15% |
19.6% |
21.7% |
21.1% |
0% |
| DBC |
8.9% |
9.4% |
10.3% |
12.3% |
12.6% |
13.8% |
| GLD |
4.8% |
7.3% |
8.5% |
8.4% |
10.3% |
11% |
| FXA |
7.2% |
7.3% |
7.3% |
7% |
7.8% |
0% |
| FXC |
4% |
4.7% |
4.5% |
5.1% |
5.8% |
0% |
| FXF |
4.6% |
5.2% |
5.4% |
5.1% |
6.4% |
0% |
| FXE |
4.4% |
4.9% |
5% |
4.7% |
6.2% |
0% |
| FXB |
4.2% |
5.4% |
5.5% |
6% |
6% |
0% |
| FXY |
8.5% |
8.4% |
7.7% |
6.9% |
6.9% |
0% |
| UUP |
5.4% |
5.1% |
4.8% |
4.4% |
4.9% |
0% |
| EEM |
4.8% |
11.2% |
10.5% |
11.7% |
12.5% |
14.9% |
| AMLP |
10.7% |
13.9% |
15.7% |
22.6% |
0% |
0% |
| IGIB |
3.1% |
5.4% |
5.2% |
4.6% |
3.9% |
0% |
| EMHY |
2.4% |
6.5% |
6.5% |
7.8% |
0% |
0% |
| HYD |
3.1% |
5.8% |
5.4% |
8.2% |
7.3% |
0% |
| IEF |
4.4% |
5.9% |
5.5% |
4.5% |
4.2% |
4.2% |
| IGOV |
6.1% |
8.8% |
8.1% |
6.6% |
6.4% |
0% |
| IHY |
2.5% |
6.5% |
6.4% |
6.6% |
0% |
0% |
| ITM |
3.1% |
4.5% |
4.6% |
4.2% |
4% |
0% |
| JNK |
2% |
6.4% |
5.6% |
5.9% |
5.7% |
0% |
| MBB |
3.6% |
5.5% |
4.7% |
3.5% |
2.9% |
0% |
| TIP |
2.7% |
5.3% |
4.6% |
3.6% |
3.5% |
4% |
| AGG |
3.3% |
4.8% |
4.5% |
3.4% |
3% |
2.8% |
| BND |
3.2% |
4.7% |
4.5% |
3.5% |
3% |
2.8% |
| EMB |
3.8% |
7.1% |
7.3% |
7.5% |
6.9% |
0% |
| PCY |
7.3% |
10.2% |
10.3% |
9.7% |
8.8% |
0% |
| BIL |
0% |
0% |
0% |
0% |
0% |
0% |
| TLT |
9.1% |
11.1% |
10.7% |
9.3% |
8.9% |
9% |
| SHY |
0.7% |
1.2% |
1.2% |
0.9% |
0.8% |
0.7% |
| ACWI |
5.6% |
10.7% |
10.3% |
10.5% |
10.5% |
0% |
| EFA |
7.1% |
11.4% |
10.5% |
10.7% |
11.1% |
12.6% |
| EFG |
8.4% |
12.6% |
12.2% |
11.1% |
11.3% |
12.6% |
| EFV |
7.2% |
11.2% |
10.3% |
11.7% |
12% |
13.3% |
| SCZ |
8.6% |
12.7% |
11.9% |
12.1% |
12.2% |
0% |
| IWB |
7.5% |
11.3% |
11.1% |
11.1% |
10.4% |
11.3% |
| IWV |
7.7% |
11.4% |
11.2% |
11.3% |
10.5% |
11.5% |
| SPY |
7.1% |
11.2% |
11% |
10.9% |
10.2% |
11% |
| IWF |
10.6% |
13.1% |
13.9% |
12.3% |
11.2% |
11.7% |
| QQQ |
9.3% |
13.8% |
14.8% |
13.1% |
11.9% |
13.2% |
| IWD |
8.9% |
11.3% |
10.1% |
11.3% |
10.6% |
11.7% |
| IWC |
13.5% |
15.5% |
15.4% |
16.1% |
15.3% |
16% |
| IWR |
9.7% |
12.7% |
12.1% |
12.8% |
11.9% |
13.1% |
| IWP |
12.8% |
13.3% |
14% |
13.2% |
12.2% |
13.5% |
| IWS |
9.5% |
13.3% |
12% |
13.3% |
12.3% |
13.6% |
| IWM |
12.8% |
14.5% |
14.2% |
15% |
14.2% |
15% |
| IWO |
13.9% |
14.5% |
15.1% |
15.5% |
14.6% |
15.3% |
| IWN |
12.4% |
14.9% |
14% |
15.3% |
14.4% |
15.2% |
| IYR |
11.1% |
14.4% |
13.4% |
13% |
12.2% |
16.3% |
| VNQ |
11.2% |
14.5% |
13.5% |
13.1% |
12.4% |
16.8% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFV |
0.07 |
0.71 |
0.73 |
0.81 |
0.91 |
0.99 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.71 |
0.73 |
0.71 |
0.67 |
0.65 |
0.65 |
| Global Equities (ACWI) |
0.76 |
0.93 |
0.93 |
0.93 |
0.98 |
|
| U.S. Equities (SPY) |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
| U.S. Bonds (BND) |
0.71 |
0.73 |
0.71 |
0.67 |
0.65 |
0.65 |
| Ranking: Peer Group* |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
Rank: Group |
| Ranking: All Ingredients |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
Rank: All |
| DBA |
0.328190540118921 |
0.239941242159861 |
0.252891652878183 |
0.181249856913766 |
0.275967944544447 |
0 |
| DBB |
0.142336767645005 |
0.536541627258725 |
0.598365560503897 |
0.517922018118026 |
0.656837014631584 |
0 |
| DBO |
-0.0660265955282871 |
0.279300464373296 |
0.511760240399149 |
0.73467534536275 |
0.870447319661267 |
0 |
| DBC |
-0.144036505430356 |
0.250090097154945 |
0.299982575112821 |
0.416371791851688 |
0.548819160745883 |
0.569913952637879 |
| GLD |
-0.561312565778477 |
0.100002214805105 |
0.123854171768982 |
0.0753032472235715 |
0.0838814170013993 |
0.0813477971966182 |
| FXA |
0.265233436222235 |
0.373625516564879 |
0.414694226210284 |
0.391016971727791 |
0.47250162180909 |
0 |
| FXC |
0.0263049832761034 |
0.23891617845488 |
0.251665267796247 |
0.252706293446133 |
0.317614527274739 |
0 |
| FXF |
-0.0958242133997639 |
0.139787126705761 |
0.178174960533592 |
0.114706567410266 |
0.175188319423428 |
0 |
| FXE |
-0.260682044440044 |
0.136325441611813 |
0.190456851083456 |
0.114784467723929 |
0.235284939963167 |
0 |
| FXB |
-0.0967140667987272 |
0.298378613446164 |
0.296461680813045 |
0.282230892513206 |
0.298188718899066 |
0 |
| FXY |
0.176053199036486 |
0.259921805753576 |
0.187556441916677 |
0.0437265033680236 |
-0.0113411761785658 |
0 |
| UUP |
0.154860000581161 |
-0.184511898770551 |
-0.217117864772625 |
-0.139694791441059 |
-0.220899122479696 |
0 |
| EEM |
0.116798607399129 |
0.668834624841044 |
0.622461020373712 |
0.753692623054451 |
0.873359578603581 |
1.02965873281388 |
| AMLP |
0.963998970664724 |
0.865912349112599 |
0.741066445965819 |
1.30252595140714 |
0 |
0 |
| IGIB |
0.224310410897398 |
0.396102080445538 |
0.327017934272707 |
0.263017068075544 |
0.205872099897576 |
0 |
| EMHY |
0.328076266822393 |
0.510756176953272 |
0.499495619048064 |
0.479155992970455 |
0 |
0 |
| HYD |
0.293596899969508 |
0.42416931624046 |
0.361318665458443 |
0.340725341028316 |
0.244579190206909 |
0 |
| IEF |
0.19963564473629 |
0.332738380028923 |
0.245365509249665 |
0.061064486796012 |
-0.0195665605248519 |
-0.0318204002071007 |
| IGOV |
0.0815894722703211 |
0.518067632181444 |
0.44040689518192 |
0.259780957191095 |
0.269457080014836 |
0 |
| IHY |
0.0900228113406492 |
0.436448187941597 |
0.44526441820001 |
0.424188577906353 |
0 |
0 |
| ITM |
0.2290797440307 |
0.336334339213181 |
0.285895311630467 |
0.151049432426951 |
0.0883117823436617 |
0 |
| JNK |
0.28328313095158 |
0.500142140374858 |
0.429524454118841 |
0.430289764685503 |
0.447195368672189 |
0 |
| MBB |
0.235923069331796 |
0.353188159573934 |
0.252145980988394 |
0.122783252027838 |
0.0817867746325101 |
0 |
| TIP |
0.139630734712003 |
0.340358408291682 |
0.269649025890981 |
0.175389555710894 |
0.122136521043117 |
0.122679486536615 |
| AGG |
0.201220439450359 |
0.311269934090122 |
0.245306235293828 |
0.127982307271348 |
0.077788351446093 |
0.0723368327014756 |
| BND |
0.199143667143138 |
0.306117849436722 |
0.245464673265701 |
0.141073098535833 |
0.0861686542109825 |
0.0756493031045526 |
| EMB |
0.358774247285232 |
0.552684092333324 |
0.530657500460609 |
0.452573463267485 |
0.39791539490217 |
0 |
| PCY |
0.580066090773365 |
0.785159226236296 |
0.730877817092738 |
0.578937569250942 |
0.488562263275926 |
0 |
| BIL |
0.00727310911613064 |
0.00468346260294355 |
0.000504494330371147 |
1.37481057300833e-05 |
-0.000594795610646607 |
0 |
| TLT |
0.518646625972409 |
0.620920094297803 |
0.493618531226553 |
0.138606271593919 |
-0.0860177127722618 |
-0.081264857748843 |
| SHY |
0.0248810115803329 |
0.0646898647774707 |
0.0428403171108156 |
0.00728679575188245 |
0.00184794727672812 |
-0.0109325427972525 |
| ACWI |
0.764944143319106 |
0.93441060813592 |
0.926551747905985 |
0.934132308994981 |
0.978908356173608 |
0 |
| EFA |
0.279170002944138 |
0.839883918226562 |
0.837497846699541 |
0.843352810972571 |
0.923523183150958 |
0.982534066867972 |
| EFG |
0.550259927920862 |
0.991001531713559 |
0.962127516892532 |
0.889900159622912 |
0.953418434083815 |
0.981386968433865 |
| EFV |
0.0703785130025108 |
0.705678854407241 |
0.731845930278008 |
0.814081805675246 |
0.911539747832579 |
0.99261415115579 |
| SCZ |
0.29912134823346 |
0.869939099684562 |
0.883119235348942 |
0.91050311848925 |
0.97767456512025 |
0 |
| IWB |
1.03471741752305 |
1.01061117513126 |
1.0127817771746 |
1.01658992577251 |
1.01501236229322 |
1.01525444418164 |
| IWV |
1.0578370810434 |
1.02401408651415 |
1.020441341745 |
1.02719323298697 |
1.02650425968036 |
1.03021556294128 |
| SPY |
1 |
1 |
1 |
1 |
1 |
1 |
| IWF |
1.16669539880474 |
1.0952704725118 |
1.13878844536239 |
1.07993680012258 |
1.06249304039288 |
1.04217854743576 |
| QQQ |
1.07258316350637 |
1.12402104400791 |
1.16948541511905 |
1.11363040151676 |
1.09744859580411 |
1.10742718662146 |
| IWD |
0.872981585193187 |
0.925203857674417 |
0.889153209268569 |
0.954457224873957 |
0.971824640883884 |
0.993166406750921 |
| IWC |
1.3707283619884 |
1.12972567736638 |
1.07031949715693 |
1.14728075694845 |
1.18220039345304 |
1.1958246169544 |
| IWR |
1.08591664601644 |
1.10715028121837 |
1.04984800425561 |
1.08798564284497 |
1.08863782569553 |
1.11168855159482 |
| IWP |
1.38138200106355 |
1.15896271243171 |
1.13467853600097 |
1.12093549449196 |
1.12203545869726 |
1.13334880478151 |
| IWS |
0.99387965848322 |
1.0925025093991 |
1.01077677728561 |
1.07755268505511 |
1.07413086505057 |
1.11270721523689 |
| IWM |
1.41151307664948 |
1.186491281987 |
1.11454100115121 |
1.17363876539705 |
1.19507874785928 |
1.19341157243816 |
| IWO |
1.55514915712383 |
1.18354555674724 |
1.14965720131924 |
1.19811612677233 |
1.21782798111501 |
1.21035302876488 |
| IWN |
1.2687918770949 |
1.17554782784289 |
1.07389601729586 |
1.14681996502475 |
1.17026203461456 |
1.17407585595251 |
| IYR |
0.881620003435517 |
1.07296887628566 |
1.00458711428043 |
0.927129577493917 |
0.889133835175255 |
1.08971313560365 |
| VNQ |
0.893921995856454 |
1.08760594016796 |
1.01775018389734 |
0.925563987144655 |
0.888837751183128 |
1.09396799490563 |
Compare: Correlation
for period ending April 30, 2025
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| to Global Stocks (ACWI) |
0.36 |
0.82 |
0.82 |
0.86 |
0.89 |
|
| to S&P500 (SPY) |
0.07 |
0.69 |
0.71 |
0.77 |
0.79 |
0.82 |
| to U.S. Bonds (BND) |
0.73 |
0.74 |
0.58 |
0.34 |
0.21 |
0.24 |
| to Commodities (DBC) |
-0.24 |
0.45 |
0.45 |
0.53 |
0.59 |
0.56 |
| to Gold (GLD) |
0.41 |
0.41 |
0.22 |
0.12 |
0.12 |
0.14 |
