iShares MSCI EAFE Value ETF
for period ending October 31, 2026
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 October 31, 2026
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 |
13.9% |
0.2% |
21.6% |
24.3% |
13.8% |
9.9% |
8.0% |
4.8% |
| Peer Group* average |
|
|
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
7.1% |
0.5% |
7.4% |
15.9% |
6.6% |
9.6% |
9.4% |
7.9% |
| Global Equities (ACWI) |
11.0% |
-1.7% |
12.0% |
22.1% |
10.1% |
12.5% |
11.0% |
|
| U.S. Equities (SPY) |
11.7% |
-0.9% |
12.0% |
23.3% |
12.0% |
15.3% |
14.7% |
10.9% |
| U.S. Bonds (BND) |
-0.1% |
2.4% |
0.2% |
5.5% |
-0.2% |
1.5% |
1.9% |
3.0% |
| 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 |
5.36833855799372% |
-4.44207533759773% |
5.64968243081088% |
11.2795360693136% |
9.58004251019953% |
4.30889249274189% |
0.190134036406642% |
0% |
| DBB |
8.23888404533562% |
-1.85770750988143% |
16.2001926331525% |
16.1783802873703% |
6.23129017715054% |
7.43698676890334% |
2.59203380508468% |
0% |
| DBO |
121.967213114754% |
14.0210526315789% |
111.973098362587% |
22.9039466444122% |
15.3709641968504% |
13.87777165369% |
1.18263820716948% |
0% |
| DBC |
50.3130590339894% |
3.99133663366336% |
51.8405605564715% |
16.1236719199613% |
12.5804804211421% |
10.2638175687158% |
2.43095772887576% |
2.8489022568891% |
| GLD |
-10.2268426231991% |
-6.58019115639114% |
-3.35216777137894% |
24.5614851471047% |
16.3791646843177% |
11.3021473022202% |
5.15714396864822% |
9.28879705592041% |
| FXA |
6.62191932749341% |
1.43788566771452% |
8.91343901200033% |
4.92602973934262% |
-0.455319954484135% |
-0.166999640860499% |
-1.65140888571581% |
1.354388270709% |
| FXC |
-1.65714148688474% |
1.86007894775173% |
0.495616686918088% |
0.709789234420066% |
-1.59671886650935% |
0.0448989291454316% |
-1.92889769983763% |
-0.57244249266476% |
| FXF |
-4.31636420109153% |
1.31891071259134% |
-2.88928924010381% |
2.97798086627927% |
1.63282210389182% |
1.00720840154152% |
-0.337910852091472% |
1.56268271067788% |
| FXE |
-4.29089969716383% |
-1.29519542804629% |
-2.29836472672713% |
3.22838978183242% |
0.124128326948836% |
0.145161318368747% |
-1.59342061839987% |
-0.452718070799607% |
| FXB |
1.07201140278663% |
1.16548287093357% |
4.10718670599088% |
6.04346100953113% |
1.47540827311043% |
1.72443426261031% |
-0.784442763704496% |
-1.01102084349782% |
| FXY |
-0.818135333219705% |
-0.0858516483516536% |
-2.46396245390549% |
-1.70987964497122% |
-6.73450509028734% |
-4.4805345803367% |
-5.02107428104775% |
0% |
| UUP |
7.28819829818721% |
0.799443865137306% |
6.31122059944869% |
3.54663730960159% |
5.9010522150541% |
3.05313943458971% |
3.1484058382282% |
0% |
| EEM |
12.1499743657925% |
-8.60907321455309% |
12.5412806745974% |
21.3510220342618% |
6.17187160444928% |
7.42689246745858% |
4.9444042332037% |
5.05418119512384% |
| AMLP |
21.8302141154829% |
4.22209369577791% |
25.4727120295698% |
17.8556485897895% |
18.1264057494558% |
7.36640740344925% |
5.35325251682681% |
0% |
| IGIB |
-1.29368335625132% |
2.23623052524486% |
-0.475873969025742% |
7.24220191991529% |
1.00542326530082% |
2.7343767363893% |
2.9093377054304% |
0% |
| EMHY |
0.739446586249803% |
0.477847608164961% |
2.49031622979354% |
12.186942386976% |
4.29126829321964% |
3.74481692124939% |
0% |
0% |
| HYD |
0.3853869207886% |
3.74519311151982% |
1.41835398553742% |
5.74132260588414% |
-0.68148009471225% |
1.45418141527423% |
3.09746955913635% |
0% |
| IEF |
-1.68199932338922% |
3.09753255785472% |
-1.46629799655885% |
4.68856665506379% |
-1.37105766087673% |
0.549642166949083% |
1.40691401411781% |
3.12027031682387% |
| IGOV |
-3.45655304848779% |
1.13150616042241% |
-3.27807444152973% |
3.73783061147279% |
-4.20594812942282% |
-1.39698210081375% |
-1.07770883294478% |
0% |
| IHY |
-1.56348436918299% |
-0.642254601226999% |
-0.019361619316316% |
8.15625898264054% |
1.97338089849954% |
3.41193391544099% |
0% |
0% |
| ITM |
-0.707664406971353% |
4.26540284360191% |
0.0874139061833201% |
4.6750686293886% |
0.205440494627207% |
1.63297220891379% |
2.53453169838918% |
0% |
| JNK |
0.696684720468732% |
0.825209555514594% |
2.12952713511783% |
8.51483433248459% |
3.0780143866495% |
4.21633569961231% |
4.46549304057058% |
0% |
| MBB |
-0.139708812251083% |
3.13286381084055% |
0.587503618557084% |
6.20018982649853% |
0.136087218569547% |
1.09289698925195% |
1.49906960470425% |
0% |
| TIP |
0.389642893026854% |
2.54709727028066% |
-0.0150286736842697% |
4.67797337704639% |
0.100246895424183% |
2.26245861503434% |
1.94178915709142% |
3.28264776934823% |
| AGG |
-0.557711019022744% |
2.28647856824407% |
-0.234160233647318% |
5.4078563511319% |
-0.172451659893658% |
1.41702778855% |
1.87152373315005% |
2.93056764514079% |
| BND |
-0.0630881470609634% |
2.37335660434044% |
0.230439175578234% |
5.5053349327971% |
-0.151039564189648% |
1.46964213834215% |
1.90977034206568% |
3.00981505689453% |
| EMB |
-1.01560053531731% |
1.82927638711277% |
-0.209671704877801% |
9.72151371690793% |
0.994115605458701% |
2.36227383561614% |
3.38940199379614% |
0% |
| PCY |
-1.48297474914735% |
2.67096232532029% |
-2.12668119681968% |
9.50123693502829% |
-0.0273765889337474% |
1.3486291159523% |
3.09622528421247% |
0% |
| BIL |
3.02082353896671% |
0.353700282785119% |
3.66443905758234% |
4.42764469422521% |
3.67042013317076% |
2.31382810797671% |
1.52363727045195% |
0% |
| TLT |
-2.82880576816775% |
5.6436205917282% |
-5.15437277555855% |
3.61718994687763% |
-7.8997811645088% |
-1.8573081226596% |
0.493236476258963% |
2.72833780343293% |
| SHY |
1.2989290647792% |
0.915278103731509% |
2.04262988431359% |
4.1181516308592% |
1.99033709253758% |
1.71807324731592% |
1.32290722692046% |
1.90274960920398% |
| ACWI |
10.9999338415924% |
-1.71946841342824% |
12.038503165283% |
22.1307504112366% |
10.0858675362147% |
12.4768279839454% |
10.9837703029898% |
0% |
| EFA |
9.34687711929882% |
-0.500529406102601% |
13.1427392474956% |
19.2950554714879% |
8.50627881102846% |
9.15845713710026% |
7.81826732638513% |
5.06456225577638% |
| EFG |
4.89287092501485% |
-1.06817992155553% |
4.95979019758275% |
14.255220258443% |
3.07503771509194% |
7.87117642984239% |
7.16568280166563% |
4.94860082184154% |
| EFV |
13.9428536939943% |
0.15163002274452% |
21.5881318957893% |
24.2839821285661% |
13.8198236250318% |
9.88513464194833% |
8.01163431771241% |
4.7557771828838% |
| SCZ |
8.22162882687369% |
-1.97820421701019% |
12.2462552851812% |
19.1769746112584% |
4.77932466571074% |
7.99807190979605% |
8.40479149430502% |
0% |
| IWB |
11.3688050117797% |
-0.740153317472903% |
11.617435858735% |
23.0372760993242% |
11.2086382784335% |
15.0381415372946% |
14.4843764067604% |
10.8033866097864% |
| IWV |
11.6157021362313% |
-0.625492285595153% |
11.860864475485% |
22.9022438264409% |
10.8758379153431% |
14.7193568720416% |
14.2014680370976% |
10.5974669297658% |
| SPY |
11.6878886587956% |
-0.906075029830977% |
11.9949223905226% |
23.2843260632022% |
11.9629213457074% |
15.3365601972474% |
14.7002722006315% |
10.8936251430231% |
| IWF |
-0.339843617661273% |
-6.10729682260898% |
-2.76195579115619% |
22.0803384482107% |
10.1956845042946% |
17.4879578851294% |
16.1261964529315% |
12.6568499569361% |
| QQQ |
12.7842661197624% |
-6.66152993497979% |
10.2799023930987% |
26.0223565290134% |
13.0007455558539% |
20.2547797821186% |
18.9839261088901% |
15.8446586031789% |
| IWD |
24.2772019689096% |
4.32380107288346% |
28.3993679702757% |
23.0573661950045% |
11.5632665083562% |
11.8865531431636% |
12.2812856735862% |
8.4927123000806% |
| IWC |
13.7341396139097% |
-3.58225108225109% |
15.3362049078975% |
25.5893874140217% |
5.06826603582544% |
10.4603311505655% |
11.0233952436947% |
7.14226826474296% |
| IWR |
15.2488462975453% |
3.11123606035049% |
16.3324096272834% |
20.2605611659192% |
7.28246926847922% |
11.7025553200453% |
12.113233802669% |
9.53206026550113% |
| IWP |
-3.6109765778077% |
-4.38698431144685% |
-6.95252055965994% |
15.4121257342447% |
2.41800491865796% |
11.6212868037931% |
11.6827381192167% |
9.51301820473416% |
| IWS |
21.7553504085424% |
5.80440462859275% |
24.7939297895602% |
21.5733324318565% |
9.15199049521842% |
10.6092068142038% |
11.66835125109% |
8.8052863246175% |
| IWM |
14.2447721329455% |
0.518190650977002% |
14.5953070430453% |
20.6347828763867% |
5.43867244436649% |
10.329369331441% |
10.7486274247941% |
8.15404891124398% |
| IWO |
9.18207081140105% |
-1.44298122723451% |
6.88289774396482% |
20.0944571628918% |
3.40779657391315% |
10.3951360875291% |
10.7617305668288% |
8.69363311496536% |
| IWN |
19.6530671447492% |
2.44927190260207% |
23.1121630159821% |
21.0873522935503% |
7.24539369259494% |
9.82417350104175% |
10.3918974375353% |
7.30313282031108% |
| IYR |
7.75914045495287% |
4.86111111111109% |
7.8604551322049% |
12.495225060245% |
0.70378146750314% |
5.59880295464714% |
7.1001289796651% |
4.60069451546632% |
| VNQ |
9.17775235676177% |
4.80865781546358% |
9.32079146654827% |
13.1599540756147% |
0.909827188284806% |
5.50665086270954% |
7.40233850049097% |
5.36067707287862% |
| |
|
|
|
|
|
| EFV |
11.1% |
-5.2% |
18.9% |
5.4% |
42.2% |
| Peer Group* average |
|
|
|
|
|
| 60% Equity / 40% Bonds |
14.0% |
-16.7% |
17.5% |
14.4% |
13.2% |
| Global Equities (ACWI) |
18.7% |
-18.4% |
22.3% |
17.5% |
22.4% |
| U.S. Equities (SPY) |
28.7% |
-18.2% |
26.2% |
24.9% |
17.7% |
| U.S. Bonds (BND) |
-1.9% |
-13.1% |
5.4% |
1.4% |
7.1% |
| 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 |
22.3667870007247% |
2.52541503893986% |
7.6310543282736% |
33.4729789746052% |
-0.562578018147986% |
| DBB |
28.9687171610854% |
-11.8033665814941% |
1.11276302746961% |
7.88686675162484% |
25.010563283162% |
| DBO |
60.7354444240379% |
13.0520436760382% |
-4.48624264803974% |
7.85417023349944% |
-11.7098755600774% |
| DBC |
41.360535033944% |
19.3381047925849% |
-6.224601542218% |
2.17947023142338% |
8.10341270944663% |
| GLD |
-4.14892032504177% |
-0.772115217246228% |
12.6915838291174% |
26.6569022336141% |
63.676537397266% |
| FXA |
-6.16946364880144% |
-6.47952043954783% |
0.873294276868242% |
-7.74204109878416% |
9.1023119004152% |
| FXC |
0.219895404397596% |
-6.43799822735651% |
3.64766976490272% |
-5.96056483707216% |
5.24476075814353% |
| FXF |
-4.07886034404913% |
-2.28680218958218% |
9.62222426685191% |
-7.45772558174616% |
14.0435924640982% |
| FXE |
-7.82637923902185% |
-6.56633974962765% |
4.36126866589122% |
-4.18199804509548% |
14.525690294523% |
| FXB |
-1.5372385011082% |
-10.4499892346964% |
7.63522680479232% |
1.35492625820954% |
10.3784257052671% |
| FXY |
-10.9009650293582% |
-12.7500306816945% |
-7.44022316264038% |
-10.9253912779213% |
0.0852951211190556% |
| UUP |
5.73433156103183% |
9.45907489834206% |
3.63023939965812% |
13.4844434815803% |
-4.98600696221738% |
| EEM |
-3.61506944684572% |
-20.56328496155% |
8.98578612172258% |
6.4972650185694% |
33.980110780092% |
| AMLP |
39.0254130455612% |
25.5174388706158% |
21.404224575858% |
22.6955421229451% |
5.81322062213614% |
| IGIB |
-1.45079652168195% |
-14.2423245395042% |
9.21544637468608% |
3.49089568482179% |
9.5853316809827% |
| EMHY |
-1.9178330720437% |
-13.571830654467% |
11.4204184647239% |
11.9775923545362% |
13.7020110611553% |
| HYD |
5.05000335419787% |
-16.2630266222899% |
5.05476833906595% |
4.94262334300903% |
2.83575561547877% |
| IEF |
-3.32938119698459% |
-15.3224471675499% |
3.84577301390399% |
-0.635291945858907% |
8.03536203071582% |
| IGOV |
-9.24862266459217% |
-22.0709678133312% |
5.56833628419988% |
-6.49555672768473% |
9.96345426116585% |
| IHY |
-2.81868222783822% |
-14.3093161857662% |
11.6176558655916% |
3.54788233128172% |
13.4354074770229% |
| ITM |
0.211272131214879% |
-9.49920989230483% |
5.01787458403324% |
0.722410767988313% |
5.3377931033249% |
| JNK |
3.99233629259175% |
-12.1940104391954% |
11.2108307918728% |
7.70492746498543% |
8.7612740555093% |
| MBB |
-1.43116649109991% |
-11.9288470331859% |
5.00229938339549% |
1.31297804867516% |
8.01317304809939% |
| TIP |
5.67099926412114% |
-12.2485594077103% |
3.79897566544984% |
1.6511308674467% |
6.76826745465138% |
| AGG |
-1.76966487938424% |
-13.0229490718201% |
5.64604835614511% |
1.30760961466867% |
7.19428093728109% |
| BND |
-1.86130081971591% |
-13.1117738288884% |
5.39779306683279% |
1.37655161915171% |
7.08409831308456% |
| EMB |
-2.2374568127535% |
-18.9402646344802% |
8.71825613671577% |
5.53921391504089% |
13.8578304701677% |
| PCY |
-4.2898431422829% |
-24.4509577564376% |
18.4731184444347% |
2.54849814003078% |
11.0074980777422% |
| BIL |
-0.0983405768985923% |
1.40457752023322% |
4.65170866921714% |
5.19101822011554% |
4.15058737557834% |
| TLT |
-4.60230322759315% |
-31.2335291660792% |
2.74590442167642% |
-8.05845422169142% |
4.24964239944028% |
| SHY |
-0.677718035374253% |
-3.8792510030099% |
4.16228386765609% |
3.91584829135547% |
4.9519581776734% |
| ACWI |
18.6696697891261% |
-18.3853701638988% |
22.2909586538479% |
17.4558436016784% |
22.4132000037433% |
| EFA |
11.4605811720758% |
-14.3858454790271% |
18.3785324403616% |
3.51008036927367% |
31.5479225839146% |
| EFG |
11.0124848284023% |
-23.1182709479446% |
17.5605053363662% |
1.53507714867447% |
20.6971979455425% |
| EFV |
11.1040024989595% |
-5.22055012276388% |
18.8756780437068% |
5.39967959831447% |
42.2239522855642% |
| SCZ |
10.1397869811635% |
-21.2747136087976% |
12.9917772516855% |
1.54406721013953% |
32.0763733956891% |
| IWB |
26.3173971341538% |
-19.1971670033935% |
26.3997989505766% |
24.3211438616074% |
17.1798078348753% |
| IWV |
25.5372386229023% |
-19.2864798715719% |
25.8315252373797% |
23.4939744158483% |
16.9563624446279% |
| SPY |
28.7450837271027% |
-18.177972123601% |
26.1768909180285% |
24.8851497230756% |
17.7209019017716% |
| IWF |
27.434129149431% |
-29.3083523091416% |
42.5917386064245% |
33.120630724164% |
18.3295286709676% |
| QQQ |
27.4203533355088% |
-32.5796936046441% |
54.8540304403029% |
25.5764408069846% |
20.7724970198578% |
| IWD |
24.9459408097815% |
-7.7555406871766% |
11.3522477044979% |
14.1754137698795% |
15.6763933946303% |
| IWC |
18.6795920967858% |
-21.935163313637% |
8.99886849410811% |
13.6333160497263% |
22.4539750893247% |
| IWR |
22.4370983725451% |
-17.4836164562227% |
17.0573909341308% |
15.2194539432745% |
10.369860901486% |
| IWP |
12.5968963062359% |
-26.7352069648381% |
25.7063324448986% |
21.8620286572134% |
8.44912348262128% |
| IWS |
28.0982485180964% |
-12.2976160813877% |
12.530511262895% |
12.9214370595447% |
10.8148098629371% |
| IWM |
14.5390544720051% |
-20.4867085633861% |
16.8356154368217% |
11.3908344255835% |
12.6576580125388% |
| IWO |
2.53860451634151% |
-26.2716823496301% |
18.5179809518975% |
15.042487250009% |
12.9012457769229% |
| IWN |
27.9624001623189% |
-14.768821902111% |
14.5683724726516% |
7.64158747218486% |
12.3974910172738% |
| IYR |
38.7226281829708% |
-25.5167550255882% |
11.9061619244207% |
4.41927180297286% |
3.38155178525874% |
| VNQ |
40.5193422590961% |
-26.247397993711% |
11.8396342587313% |
4.80727219260584% |
3.24419045100599% |
Compare: Risk vs. Return
for period ending October 31, 2026
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)
Beta 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 |
9.6% |
2.6% |
2.0% |
-5.8% |
-7.4% |
-6.7% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-2.6% |
-2.8% |
-4.4% |
-2.5% |
-1.5% |
0.3% |
| Global Equities (ACWI) |
0.1% |
0.2% |
-1.6% |
-2.4% |
-3.6% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-18.6% |
-16.3% |
-17.6% |
-15.7% |
-12.3% |
-4.5% |
| 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 |
-6.13624919145744% |
-12.4056213261587% |
-0.437951473416415% |
-10.3911255725517% |
-14.7608613350353% |
0% |
| DBB |
3.16615230807005% |
-9.34752683770635% |
-6.23147040848821% |
-8.65291754738773% |
-12.309818944478% |
0% |
| DBO |
21.402220810016% |
-12.1812241465589% |
-2.4574565703045% |
-7.26659713288698% |
-13.2627363652609% |
0% |
| DBC |
18.8674323268506% |
-10.1828685736098% |
-0.265281518006815% |
-5.86192633323099% |
-12.4083412355375% |
-8.28992556857802% |
| GLD |
-11.6587290049536% |
-6.11563410391001% |
2.9074914015889% |
-4.21587697604819% |
-10.0767011743363% |
-2.58079553166772% |
| FXA |
-0.955402591649021% |
-18.1208526663367% |
-14.8039220433324% |
-17.017812192586% |
-17.6537209807489% |
-9.59294184943801% |
| FXC |
-14.9614333815048% |
-26.4369541945544% |
-21.6318008809509% |
-18.5466794391164% |
-19.9312275948095% |
-13.0530499292543% |
| FXF |
-19.8352384927532% |
-20.8788147733083% |
-12.1432876993881% |
-15.8128714785602% |
-16.5223481564897% |
-9.34167862016095% |
| FXE |
-23.987256215678% |
-20.8936392451957% |
-15.7568068559652% |
-17.982757457296% |
-19.1063067799899% |
-12.7124525980747% |
| FXB |
-7.36567527889603% |
-15.7888843595149% |
-12.8341061223401% |
-14.3213194609836% |
-17.3005242372642% |
-13.9197483529393% |
| FXY |
-24.8911775967441% |
-26.3253690331781% |
-23.2370732003971% |
-24.7651748283082% |
-23.0876813195772% |
0% |
| UUP |
-1.36957826150236% |
-20.3784597617682% |
-3.6677883284441% |
-11.4621597361189% |
-9.9186199160105% |
0% |
| EEM |
-3.36660692680413% |
-5.96254116323305% |
-6.13907908043858% |
-8.52339111474256% |
-10.3753804239333% |
-6.7803003454844% |
| AMLP |
12.2299381617504% |
-7.63894283156604% |
3.87718626219545% |
-10.3772653460083% |
-11.074986664595% |
0% |
| IGIB |
-19.2612215997022% |
-13.0811142345574% |
-13.7608693106516% |
-12.2466535782697% |
-10.0444388694685% |
0% |
| EMHY |
-10.9366341684767% |
-3.6873819531135% |
-7.40959905992459% |
-10.9901007000481% |
0% |
0% |
| HYD |
-12.5854606745567% |
-16.3189225000219% |
-16.6915869184095% |
-14.4309371362014% |
-10.7823821972557% |
0% |
| IEF |
-19.2976091498212% |
-18.3028983882% |
-18.4271136887422% |
-17.227309369045% |
-13.5948232381477% |
-5.79211814609315% |
| IGOV |
-21.1937186989151% |
-19.708619857209% |
-19.0709668219747% |
-19.3058954828354% |
-17.490702217822% |
0% |
| IHY |
-16.6538764454225% |
-11.2139662073731% |
-11.3403630597648% |
-11.2290263658307% |
0% |
0% |
| ITM |
-14.9404561959371% |
-18.2746310465741% |
-15.874969852383% |
-14.8302748904061% |
-10.9955909743364% |
0% |
| JNK |
-13.3985307845956% |
-8.26586375136593% |
-9.58764676192415% |
-9.39317697628697% |
-7.77608896563765% |
0% |
| MBB |
-15.5844491322708% |
-15.390383834109% |
-15.9118473367834% |
-16.7310521793709% |
-13.519192883827% |
0% |
| TIP |
-19.0753712113491% |
-18.0073179410386% |
-17.4517345946947% |
-13.4401146259949% |
-12.2561652293731% |
-4.82760958221811% |
| AGG |
-19.4209696820395% |
-16.5886816119055% |
-17.473022965059% |
-15.886702861362% |
-12.3958472741079% |
-4.82143748453605% |
| BND |
-18.5789384506409% |
-16.2976028494237% |
-17.6214844469659% |
-15.7429338553028% |
-12.2808756377795% |
-4.51565277723552% |
| EMB |
-15.6289124296127% |
-9.97460673828243% |
-12.3304093917596% |
-13.017157717021% |
-10.4518023026851% |
0% |
| PCY |
-16.6744003908838% |
-13.1272591945054% |
-12.1962527848817% |
-14.1721341551046% |
-11.3450830160501% |
0% |
| BIL |
-13.8817424844083% |
-13.3259880096766% |
-13.2158501432974% |
-16.5471982607737% |
-16.3486245974778% |
0% |
| TLT |
-18.2470429184548% |
-19.6063799142474% |
-20.3782512092985% |
-17.7075038343636% |
-14.2708529585798% |
-8.06107313832838% |
| SHY |
-24.4727234799205% |
-20.5513981586222% |
-21.759173068046% |
-19.6147639692287% |
-16.3046415888831% |
-6.08699551878026% |
| ACWI |
0.117994038895011% |
0.209681097546113% |
-1.59611006579903% |
-2.35650233558034% |
-3.55018612540792% |
0% |
| EFA |
1.46332950196486% |
-3.15688363074783% |
-3.47810671660765% |
-6.00395053493146% |
-7.10728515885614% |
-6.20795747546573% |
| EFG |
-7.19129786081547% |
-10.1264480235739% |
-8.78958012385439% |
-7.59556279939297% |
-7.87216580757317% |
-6.30825036403517% |
| EFV |
9.55059142861777% |
2.60329867456145% |
2.03511842786441% |
-5.75621750662969% |
-7.35812552072401% |
-6.65559444738069% |
| SCZ |
-0.870018185459886% |
-5.54005845796195% |
-7.26323141983803% |
-7.78503654609105% |
-7.08255850251566% |
0% |
| IWB |
-0.186409076071374% |
-0.453550681863405% |
-0.787220740863853% |
-0.492250656510439% |
-0.379648256792413% |
-0.232085578654665% |
| IWV |
0.158770229837828% |
-0.80367548846889% |
-1.1936716930664% |
-0.934531551709059% |
-0.801906860109773% |
-0.570452741587729% |
| SPY |
0% |
0% |
0% |
0% |
0% |
0% |
| IWF |
-12.8700718561649% |
-5.95123777195796% |
-3.01473558136682% |
-0.0378999130810129% |
-0.479350278569806% |
0.764778434888074% |
| QQQ |
-4.5249766930955% |
-3.979672542211% |
-1.3682505978132% |
1.34677067744924% |
0.676301838115004% |
2.34773897785267% |
| IWD |
19.1759674324471% |
0.118508238468873% |
-0.12614140628542% |
-3.61076050895348% |
-2.57833343476679% |
-2.62379462999396% |
| IWC |
-0.211573722576199% |
-6.8439173853117% |
-7.28627863692493% |
-7.52739330012504% |
-6.74978056644514% |
-5.43601489366838% |
| IWR |
5.57073556133084% |
-5.00167755366491% |
-5.03251370046355% |
-4.77186788836776% |
-3.77825809330529% |
-2.41367646151898% |
| IWP |
-18.2688845958017% |
-11.2781618229835% |
-9.23308889774587% |
-5.45097816514884% |
-4.81767534300044% |
-2.76348709598905% |
| IWS |
12.9267942373% |
-3.85900403774908% |
-3.37844703897982% |
-5.92991139063655% |
-4.34290795781383% |
-3.20130706639673% |
| IWM |
0.38646278024831% |
-8.36475723039098% |
-6.93797094906929% |
-7.10001395840449% |
-6.34710766792102% |
-4.3608726246975% |
| IWO |
-6.22207627798142% |
-9.51044262194469% |
-8.42769147221983% |
-7.20426330226759% |
-6.58533341055725% |
-4.08333086415658% |
| IWN |
9.98879572375764% |
-7.71622565912581% |
-5.5613035579192% |
-7.61249025740506% |
-6.68601182769449% |
-5.06068252889053% |
| IYR |
-4.84679262568027% |
-12.8721269424609% |
-10.6822292305939% |
-10.1428503885068% |
-8.4235913756235% |
-7.14358012363397% |
| VNQ |
-3.58066588989074% |
-12.3762876993296% |
-10.5031147097912% |
-10.2336420264327% |
-8.27521146189882% |
-6.68504062858214% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFV |
14.1% |
12.9% |
4.8% |
-2.3% |
-4.4% |
-5.9% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
-1.5% |
-1.5% |
-3.0% |
-1.5% |
-0.8% |
0.3% |
| Global Equities (ACWI) |
0.4% |
0.8% |
-1.3% |
-1.9% |
-3.0% |
|
| U.S. Equities (SPY) |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
0.0% |
| U.S. Bonds (BND) |
-4.0% |
-2.5% |
-6.1% |
-2.9% |
-1.3% |
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 |
1.60352584565454% |
5.03341938150548% |
4.63433669585213% |
-0.300381162025191% |
-3.88414072647112% |
0% |
| DBB |
7.22744430441648% |
7.27663602778068% |
-2.17384502795724% |
-2.48275422741151% |
-6.24692854692256% |
0% |
| DBO |
0% |
27.3894663799628% |
10.7546745751998% |
3.28695094152452% |
-9.49563331980064% |
0% |
| DBC |
50.0225737113015% |
15.8301173641183% |
7.87834398548746% |
2.78172025228418% |
-4.75169917884349% |
-3.82171050427898% |
| GLD |
-11.5902663143487% |
18.7947621719225% |
10.948439641134% |
7.05207228872733% |
1.87897465472324% |
6.77215526798231% |
| FXA |
1.86542924064708% |
-5.4933211283559% |
-7.45274304221624% |
-7.66493157334082% |
-8.53186468009113% |
-4.75648241496058% |
| FXC |
-4.93288520081697% |
-6.54368943149281% |
-7.25733737068701% |
-5.56071253828298% |
-7.1733973360227% |
-5.3781767963426% |
| FXF |
-9.30585232575731% |
-5.10873317469934% |
-3.82986954546559% |
-3.17028346317119% |
-3.86280300037052% |
-1.64499615806973% |
| FXE |
-7.7803589845522% |
-3.00830651301244% |
-5.1814922278688% |
-4.08268125840371% |
-5.43400636133687% |
-4.2932278444224% |
| FXB |
-1.50340925582745% |
-0.919205427259297% |
-4.6555086030927% |
-4.10824392463493% |
-6.10529097791559% |
-5.15124372990735% |
| FXY |
-7.08531583649527% |
-9.0644704611303% |
-12.2501794628558% |
-7.77855139487332% |
-6.73500216161706% |
0% |
| UUP |
4.4337226451085% |
1.57103456810762% |
3.68248022578675% |
2.62207059285928% |
3.75804893443553% |
0% |
| EEM |
-2.83230013596909% |
1.29765879168205% |
-3.94684402433042% |
-5.0056245427425% |
-7.52458794980914% |
-6.12651912698501% |
| AMLP |
22.0546431417877% |
6.70698515311878% |
9.9733310160909% |
-10.162083745059% |
-10.8572076864314% |
0% |
| IGIB |
-5.05930621736626% |
-1.90828679727269% |
-5.62333244779596% |
-3.18355690227992% |
-1.76766781674365% |
0% |
| EMHY |
-3.98152547047533% |
0.45776583257642% |
-3.52013963948889% |
-4.80645988581483% |
0% |
0% |
| HYD |
-4.12487683370177% |
-4.54881660992663% |
-7.5061673954059% |
-5.53907705994439% |
-2.53383502936999% |
0% |
| IEF |
-5.53290670024808% |
-3.18698790539118% |
-7.36448690455385% |
-2.85862510447689% |
-0.68571028449654% |
1.81399316243633% |
| IGOV |
-9.67956391938117% |
-6.78825379474236% |
-11.8514874027646% |
-7.50888779398428% |
-6.22102231661725% |
0% |
| IHY |
-6.48394848580527% |
-1.72066692143367% |
-5.40708266805254% |
-4.38473346421161% |
0% |
0% |
| ITM |
-4.89280466669985% |
-4.61568603549645% |
-6.02875645091912% |
-3.02268046249794% |
-0.824186164629961% |
0% |
| JNK |
-2.9617292108146% |
-1.1534017222544% |
-4.29393398514659% |
-3.52489687575661% |
-2.54138115569592% |
0% |
| MBB |
-3.65196171797359% |
-2.22220651264997% |
-6.01174290346664% |
-3.04380844800166% |
-1.53347154360714% |
0% |
| TIP |
-4.62227831688892% |
-2.38074994776522% |
-5.90120171651624% |
-2.45723674317235% |
-1.60226563929396% |
0.541188731183172% |
| AGG |
-4.49775052770597% |
-2.68867984113609% |
-6.12996836574714% |
-2.75129143122554% |
-1.17576861202438% |
0.674773084016818% |
| BND |
-3.96236250343044% |
-2.46394623856768% |
-6.08676427858973% |
-2.8600994941902% |
-1.25928765312239% |
0.726018539843845% |
| EMB |
-6.41769123072295% |
-2.38573187030937% |
-7.16347162928052% |
-6.01394818700419% |
-3.83403776520335% |
0% |
| PCY |
-9.00107844774886% |
-6.1446831884257% |
-9.89477877142046% |
-8.75662637690567% |
-5.53863497610676% |
0% |
| BIL |
-0.0400427801050524% |
0.0148913714126078% |
-0.229560447232143% |
-0.133210553120526% |
-0.138749267886453% |
0% |
| TLT |
-9.50543399106984% |
-9.40054238723422% |
-15.8734224581363% |
-6.24895569570736% |
-1.82766062175327% |
1.85097551603094% |
| SHY |
-1.78338186866363% |
-0.747515360296343% |
-2.27764833225522% |
-0.857943794091652% |
-0.408519084184513% |
0.414940367216198% |
| ACWI |
0.422278354025576% |
0.814903055285214% |
-1.32298968931719% |
-1.91816818634971% |
-3.01512576933997% |
0% |
| EFA |
4.15272336172497% |
3.89688455416846% |
-1.77804859291897% |
-3.66313881331726% |
-4.9553618400371% |
-5.55442231207573% |
| EFG |
-6.02758007839785% |
-5.83828984604499% |
-8.65013677924862% |
-5.79207502661891% |
-6.24935921257765% |
-5.74422618797676% |
| EFV |
14.1142811151937% |
12.8513113106718% |
4.805250846305% |
-2.32053280277951% |
-4.36986326309285% |
-5.87880835426902% |
| SCZ |
1.54355632007137% |
1.43612179360077% |
-6.08609631430119% |
-6.15084358839731% |
-5.35212887176713% |
0% |
| IWB |
-0.167949695223025% |
-0.410006176225512% |
-0.776189760172509% |
-0.477360182057158% |
-0.357637784424719% |
-0.218985676739626% |
| IWV |
0.180491001129891% |
-0.713483350630501% |
-1.18027110338523% |
-0.908813886597105% |
-0.764357515968213% |
-0.550036825381731% |
| SPY |
0% |
0% |
1.7763568394002505e-15% |
3.552713678800501e-15% |
1.7763568394002505e-15% |
0% |
| IWF |
-17.0610376809397% |
-5.94372114329118% |
-3.1120251931838% |
0.816684449708911% |
0.240696102551146% |
1.26777857154945% |
| QQQ |
-6.27691812264863% |
-2.95758023797808% |
-0.855069303521802% |
3.16234212786437% |
2.37623212446565% |
3.8818543007833% |
| IWD |
19.3278213161739% |
4.69352414684402% |
0.93606361670025% |
-2.44702628053005% |
-1.53887735918285% |
-2.18649368430775% |
| IWC |
2.04389572249356% |
-4.20366408647636% |
-8.09059021679036% |
-7.07079502831444% |
-5.74713224744753% |
-5.54206017372238% |
| IWR |
7.31344068603706% |
-1.53855737669155% |
-4.67597727241729% |
-4.35999695362852% |
-3.21798870344582% |
-2.18713015652537% |
| IWP |
-17.5906713430377% |
-11.4748791804697% |
-10.577018309624% |
-5.10291724218721% |
-4.33051376366473% |
-2.46378488617455% |
| IWS |
16.3448051848824% |
1.47189497479142% |
-2.40892892143366% |
-5.26673733802738% |
-3.40211108574212% |
-2.91233218851084% |
| IWM |
2.33819741046395% |
-6.81647054110331% |
-7.64672641857067% |
-7.19563488924646% |
-6.06408478612143% |
-4.39211044023881% |
| IWO |
-7.92869073284672% |
-11.2197732145854% |
-10.3734568194161% |
-7.61542847313579% |
-6.64028381387315% |
-4.09214777850031% |
| IWN |
13.375947121183% |
-2.48627736109341% |
-5.09321654682312% |
-7.20806577528962% |
-5.8114063749636% |
-4.97863673773301% |
| IYR |
-0.736715112584339% |
-7.28104500286438% |
-10.8106726250043% |
-8.2085264678686% |
-5.55041634626351% |
-6.78946828362967% |
| VNQ |
0.676839757232674% |
-6.65961988045414% |
-10.6649708766958% |
-8.31462849650647% |
-5.18575615443657% |
-6.07939318405577% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFV |
1.26 |
1.61 |
0.69 |
0.52 |
0.47 |
0.26 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.45 |
1.25 |
0.29 |
0.70 |
0.84 |
0.65 |
| Global Equities (ACWI) |
0.65 |
1.45 |
0.47 |
0.72 |
0.72 |
|
| U.S. Equities (SPY) |
0.64 |
1.43 |
0.57 |
0.86 |
0.95 |
0.65 |
| U.S. Bonds (BND) |
-0.74 |
0.23 |
-0.58 |
-0.16 |
0.08 |
0.33 |
| 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 |
0.209438599228162 |
0.559499876143683 |
0.524957469520537 |
0.214573310028776 |
-0.0652337446948673 |
0 |
| DBB |
0.855600142825127 |
0.786272865957394 |
0.213366725453597 |
0.352784728569834 |
0.13916064012154 |
0 |
| DBO |
1.72756485838972 |
0.641490553145172 |
0.484489542002032 |
0.494415355176251 |
0.134257782993172 |
0 |
| DBC |
1.75379301340864 |
0.728078512495239 |
0.553852222889069 |
0.5167434081967 |
0.129705444068666 |
0.162284320076849 |
| GLD |
-0.124805004459672 |
1.01809336281394 |
0.741612185421877 |
0.612187688724556 |
0.29002223127027 |
0.50796068978713 |
| FXA |
0.563848369753838 |
0.107623531549867 |
-0.377639743272465 |
-0.218536924950872 |
-0.284212121250819 |
0.0437099688205023 |
| FXC |
-0.462615818184709 |
-0.566455436182574 |
-0.839448175547029 |
-0.33121630295058 |
-0.463158180009005 |
-0.200168384130696 |
| FXF |
-0.828952554914789 |
-0.109871897086653 |
-0.213295086860116 |
-0.151323775237427 |
-0.211695261431799 |
0.0466877931539358 |
| FXE |
-1.14532434625099 |
-0.118848192769113 |
-0.453932108017892 |
-0.295873694237316 |
-0.403745054439877 |
-0.176710596819867 |
| FXB |
0.0933681333544901 |
0.278566300789422 |
-0.263021663631002 |
-0.0538564391327435 |
-0.268783832537217 |
-0.259418891254491 |
| FXY |
-1.2209152462892 |
-0.543638067558626 |
-0.943597701207791 |
-0.7399126097319 |
-0.693213012158302 |
0 |
| UUP |
0.521161111491603 |
-0.0787414070938239 |
0.307809532741809 |
0.123140836921036 |
0.253493725149961 |
0 |
| EEM |
0.453142085029816 |
1.02346138250007 |
0.212397043850088 |
0.359754925181229 |
0.272289012108161 |
0.266626180929347 |
| AMLP |
1.42896805113642 |
0.906163895629594 |
0.795649560832166 |
0.316081903680742 |
0.275252802412774 |
0 |
| IGIB |
-0.789408474341186 |
0.486346896258731 |
-0.323486097428598 |
0.0753483496409392 |
0.241987443295932 |
0 |
| EMHY |
-0.164919811198673 |
1.19379101141067 |
0.0941044510080972 |
0.17483467259875 |
0 |
0 |
| HYD |
-0.283105549945672 |
0.23758391638548 |
-0.512108832848561 |
-0.0468021171653781 |
0.205837086664357 |
0 |
| IEF |
-0.791265726689837 |
0.0839130537654959 |
-0.627067371292891 |
-0.247495625096156 |
-0.00838411260153753 |
0.257829778660697 |
| IGOV |
-0.93399932139635 |
-0.0125462318287602 |
-0.659755094435944 |
-0.372795769962127 |
-0.278849778216922 |
0 |
| IHY |
-0.589229341412536 |
0.628447869566029 |
-0.16103802633787 |
0.151221694426678 |
0 |
0 |
| ITM |
-0.458603140608949 |
0.0832866201384746 |
-0.462043983501601 |
-0.093130873432167 |
0.174287811075816 |
0 |
| JNK |
-0.35392413930822 |
0.852785895230363 |
-0.0526943458995603 |
0.261290256433962 |
0.407879237123522 |
0 |
| MBB |
-0.511879413646525 |
0.309009217386566 |
-0.463939908972911 |
-0.221995208162593 |
-0.0114399751522011 |
0 |
| TIP |
-0.776794159353137 |
0.0963867889978717 |
-0.568573827591054 |
-0.00980779040637932 |
0.0805446261261374 |
0.314622508825017 |
| AGG |
-0.802487800759689 |
0.212451885215209 |
-0.571358180245697 |
-0.167683656183104 |
0.0686871261873018 |
0.309378790922178 |
| BND |
-0.740037374151198 |
0.234408230035798 |
-0.582138136756069 |
-0.15844036220217 |
0.0768875133917815 |
0.328815366180134 |
| EMB |
-0.509516607240387 |
0.725295007793883 |
-0.217499189594742 |
0.0434797911918309 |
0.230343499381318 |
0 |
| PCY |
-0.582608304325417 |
0.499628897052111 |
-0.188410599749256 |
-0.0160122390241506 |
0.180019476995342 |
0 |
| BIL |
-0.428795528136893 |
1.05981329549392 |
-0.799651184870227 |
-0.749850831820078 |
-0.896626553266852 |
0 |
| TLT |
-0.700039828415989 |
0.0136061339070312 |
-0.739504982871279 |
-0.246538819028307 |
-0.0231476071170221 |
0.148782579341585 |
| SHY |
-1.18536991048992 |
-0.11999432578245 |
-0.911694767399823 |
-0.445047408050788 |
-0.237131917672205 |
0.223362100277273 |
| ACWI |
0.648298954000837 |
1.44941409907848 |
0.473517756721386 |
0.717386215291707 |
0.717910676388328 |
0 |
| EFA |
0.740160985401152 |
1.21774101652078 |
0.363227868762358 |
0.501979177726681 |
0.483782754707189 |
0.284124623221885 |
| EFG |
0.150222967631289 |
0.729835583312811 |
0.0461471031036906 |
0.40830456555512 |
0.433139071635809 |
0.277542206444866 |
| EFV |
1.26461758544327 |
1.60742805754208 |
0.686718156375403 |
0.52211486418452 |
0.472219217251221 |
0.261408721034014 |
| SCZ |
0.590567251824987 |
1.05227043885507 |
0.138121983663858 |
0.402079240823118 |
0.490754068900835 |
0 |
| IWB |
0.626462438334076 |
1.40179800270277 |
0.524251880570149 |
0.827658767583675 |
0.923410578744491 |
0.640625007833521 |
| IWV |
0.649420409304051 |
1.37764347186539 |
0.500819073213204 |
0.8026770470717 |
0.896713031901735 |
0.621479582366537 |
| SPY |
0.63991266362107 |
1.4326619563247 |
0.570063605957262 |
0.855305035040428 |
0.947365577215134 |
0.6535556314785 |
| IWF |
-0.259316622692916 |
1.02704556333697 |
0.408138198339486 |
0.858964892652538 |
0.920657138005253 |
0.703847266226649 |
| QQQ |
0.367599284417042 |
1.15660995641974 |
0.511710849979066 |
0.938452345105656 |
0.994827528358083 |
0.801019188473685 |
| IWD |
1.86076605919452 |
1.4396702893796 |
0.559109803115137 |
0.647075537725587 |
0.781921359204035 |
0.498218447576375 |
| IWC |
0.644081067139018 |
0.970858445368134 |
0.163228364800909 |
0.444441647152492 |
0.53275495106317 |
0.35428480562545 |
| IWR |
1.01013553470262 |
1.09013344572879 |
0.276413777714434 |
0.585478430754025 |
0.708467303337159 |
0.518621552794607 |
| IWP |
-0.695976482389246 |
0.658417064182918 |
0.0277486350367262 |
0.549851525480851 |
0.644257379926767 |
0.501023795343319 |
| IWS |
1.47495985141276 |
1.16781431100546 |
0.376237894189819 |
0.52004056704542 |
0.673369878486281 |
0.473643573909089 |
| IWM |
0.675818056513341 |
0.864370564229678 |
0.175927149409707 |
0.461098297036035 |
0.551926240250795 |
0.412261192769453 |
| IWO |
0.238197970869695 |
0.789784709536002 |
0.0895364935353655 |
0.457253495767733 |
0.53924023279198 |
0.431309418182676 |
| IWN |
1.28897325071945 |
0.907082135332721 |
0.258415333958433 |
0.43370312920393 |
0.531032893880636 |
0.371354373865509 |
| IYR |
0.319251960444937 |
0.539725215102303 |
-0.0689008192745769 |
0.261559103406377 |
0.402794180676443 |
0.247334763349173 |
| VNQ |
0.406556220627624 |
0.575744381986649 |
-0.0569339878966726 |
0.255963447432244 |
0.414183787389539 |
0.279302705662379 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFV |
2.12 |
2.95 |
1.08 |
0.77 |
0.71 |
0.37 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.84 |
2.40 |
0.42 |
1.06 |
1.31 |
0.97 |
| Global Equities (ACWI) |
1.23 |
2.92 |
0.72 |
1.09 |
1.10 |
|
| U.S. Equities (SPY) |
1.49 |
3.04 |
0.90 |
1.35 |
1.53 |
0.98 |
| U.S. Bonds (BND) |
0.84 |
2.40 |
0.42 |
1.06 |
1.31 |
0.97 |
| 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 |
0.333456783905082 |
1.01782904351054 |
0.881359534617278 |
0.329925588491439 |
-0.0957200581076766 |
0 |
| DBB |
1.45382863886183 |
1.37209573851098 |
0.31925412589925 |
0.552196756677848 |
0.209157158688594 |
0 |
| DBO |
4.61525938376319 |
1.31104278564702 |
0.865844932293815 |
0.786369538082845 |
0.192917538889061 |
0 |
| DBC |
3.6607168196403 |
1.30354371407663 |
0.920766983808862 |
0.788035753349802 |
0.183069366383729 |
0.225242675703606 |
| GLD |
-0.179203707481704 |
1.71651349938279 |
1.27028258813044 |
1.04104453683497 |
0.455362831410221 |
0.820570721237934 |
| FXA |
0.881374030582626 |
0.147633032483473 |
-0.47341663060693 |
-0.297243347036358 |
-0.377296292443808 |
0.0614921484704059 |
| FXC |
-0.569777271532587 |
-0.727535708163519 |
-0.973666586896426 |
-0.435613679337567 |
-0.578430769388309 |
-0.268649926599233 |
| FXF |
-0.935459706578031 |
-0.159781261187561 |
-0.295555351225226 |
-0.210309188094784 |
-0.290662932342521 |
0.0694380485085122 |
| FXE |
-1.23018013418554 |
-0.17226932351782 |
-0.600169650847064 |
-0.406907621716047 |
-0.521734920976125 |
-0.238984763764203 |
| FXB |
0.137988745970105 |
0.411340281253695 |
-0.342716265972104 |
-0.0757201861660707 |
-0.351347514135365 |
-0.337304299533248 |
| FXY |
-1.39740196859996 |
-0.700714041019262 |
-1.12509925971572 |
-0.884538331819146 |
-0.849174194133418 |
0 |
| UUP |
0.964892831975261 |
-0.110488117815633 |
0.466298728175268 |
0.176929945650922 |
0.385563030492873 |
0 |
| EEM |
0.730724228335231 |
1.74144467521575 |
0.327311495353142 |
0.542641729463424 |
0.409004464360234 |
0.394891813312762 |
| AMLP |
2.57294173311172 |
1.63527594329564 |
1.35528640139988 |
0.474621352841439 |
0.408833913695622 |
0 |
| IGIB |
-0.902316469082055 |
0.788402088832627 |
-0.429950666869223 |
0.103832504905463 |
0.338244063147361 |
0 |
| EMHY |
-0.205926449769436 |
2.15418624669722 |
0.139096848508629 |
0.236112484896059 |
0 |
0 |
| HYD |
-0.373290662970016 |
0.37116276958538 |
-0.659210564762389 |
-0.0555129700311624 |
0.251441882068537 |
0 |
| IEF |
-0.989369054860121 |
0.11824373999598 |
-0.769388108845472 |
-0.327790316224179 |
-0.0117729180996297 |
0.395438079478384 |
| IGOV |
-1.01026429097067 |
-0.0181785120119454 |
-0.816725085136175 |
-0.477403530865476 |
-0.35970210792093 |
0 |
| IHY |
-0.704592321846293 |
1.05285076503705 |
-0.215090862830847 |
0.202042873709464 |
0 |
0 |
| ITM |
-0.591257340853181 |
0.125988210365996 |
-0.604976377689033 |
-0.125454203925947 |
0.244844831016779 |
0 |
| JNK |
-0.41162513505521 |
1.49349926554758 |
-0.0706593272120514 |
0.357357218310852 |
0.576747822461599 |
0 |
| MBB |
-0.64256166162295 |
0.468604255918624 |
-0.597818670755741 |
-0.289890149907997 |
-0.015277270543045 |
0 |
| TIP |
-0.958686974942057 |
0.134574631042333 |
-0.681280235681965 |
-0.0129469275606632 |
0.108364954206108 |
0.44943099567372 |
| AGG |
-0.947738475021811 |
0.315195691639097 |
-0.718542894988988 |
-0.222979639891633 |
0.0944198753713463 |
0.462352301766714 |
| BND |
-0.906584229564969 |
0.352768288275035 |
-0.728514633138559 |
-0.211367493771596 |
0.105962945641186 |
0.487218856749485 |
| EMB |
-0.588826397899074 |
1.13568406214904 |
-0.290990373199868 |
0.0568412365201384 |
0.31173941186414 |
0 |
| PCY |
-0.689862206124955 |
0.792525183982173 |
-0.257367098922003 |
-0.0209851739762799 |
0.242705215117991 |
0 |
| BIL |
-0.600735919891112 |
2.00707873200126 |
-0.837186482072582 |
-0.859373344648643 |
-1.0087395953984 |
0 |
| TLT |
-0.893090782457341 |
0.0201237058599061 |
-0.916803416174037 |
-0.340299914884722 |
-0.0338545253361625 |
0.232305223578421 |
| SHY |
-1.31673337277844 |
-0.157660547409398 |
-1.03542431399235 |
-0.554210229887227 |
-0.304440793497881 |
0.330697020667592 |
| ACWI |
1.22908785695686 |
2.92407039802126 |
0.723351713583578 |
1.09170188215613 |
1.10460869389128 |
0 |
| EFA |
1.0671449095262 |
2.01796120297067 |
0.543277075436446 |
0.74440919762114 |
0.722559909808682 |
0.402360776236638 |
| EFG |
0.205806218687505 |
1.1275335163927 |
0.065317179214734 |
0.596667914671038 |
0.636757920953011 |
0.390390060677912 |
| EFV |
2.12453419482239 |
2.95261398341858 |
1.08383911076851 |
0.774164864538074 |
0.706231521918495 |
0.373926032556204 |
| SCZ |
0.873464736206133 |
1.74908719180472 |
0.195211178234853 |
0.572626857184949 |
0.722004996089516 |
0 |
| IWB |
1.43290968140158 |
2.90776963401896 |
0.816127731427688 |
1.30002490877286 |
1.48376251826604 |
0.957292312765366 |
| IWV |
1.49723903658207 |
2.83572038879575 |
0.777598486352212 |
1.2540047335245 |
1.43191811875897 |
0.922627567511533 |
| SPY |
1.4922174780524 |
3.03543889271592 |
0.895090164843157 |
1.34907719087698 |
1.52978448247378 |
0.980689228676241 |
| IWF |
-0.429325779268078 |
1.89610879037225 |
0.618984224105587 |
1.39189848293441 |
1.52339251008479 |
1.09013348425817 |
| QQQ |
0.737777755160355 |
2.3269830812691 |
0.805671684164127 |
1.57627492346732 |
1.70937448144326 |
1.27689348137636 |
| IWD |
3.56784347784036 |
2.55159800902051 |
0.866887848853412 |
0.966458316886768 |
1.19785304689108 |
0.716033126458099 |
| IWC |
1.19961616055149 |
1.84109730570566 |
0.249076104739825 |
0.685505364842113 |
0.825462737792346 |
0.516233999354629 |
| IWR |
1.68267840773117 |
1.94902334738065 |
0.416195755459398 |
0.872840527214017 |
1.08431769945795 |
0.755650750722936 |
| IWP |
-0.883215188362968 |
1.15508475724651 |
0.0407031517795541 |
0.862820253862157 |
1.02640283126957 |
0.747568968403803 |
| IWS |
2.59900384258877 |
2.06163961376566 |
0.57160057624073 |
0.750987413821914 |
1.00263486937892 |
0.677004653196399 |
| IWM |
1.34337301617796 |
1.58950769885271 |
0.270376017638985 |
0.698921306735131 |
0.845628950110062 |
0.60313860179327 |
| IWO |
0.442819191964768 |
1.41514133930271 |
0.133294493638818 |
0.696897684110008 |
0.826288146445259 |
0.636806315465436 |
| IWN |
2.65867216023863 |
1.70493688492734 |
0.407238201036689 |
0.651053251879272 |
0.806250098555851 |
0.536307973088355 |
| IYR |
0.49021259164891 |
0.856900028180878 |
-0.0974985255257789 |
0.368106881927009 |
0.58646257285454 |
0.343829113334307 |
| VNQ |
0.637662473808986 |
0.924382295744826 |
-0.0807468571166319 |
0.362659172187563 |
0.610352397362224 |
0.393498714377975 |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFV |
3.9 |
5.3 |
1.6 |
1.0 |
0.8 |
0.3 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.6 |
1.7 |
0.4 |
1.1 |
1.2 |
1.0 |
| Global Equities (ACWI) |
0.9 |
2.0 |
0.7 |
1.1 |
1.0 |
n/m |
| U.S. Equities (SPY) |
0.8 |
1.9 |
0.8 |
1.3 |
1.3 |
0.9 |
| U.S. Bonds (BND) |
n/m |
n/m |
-1.5 |
n/m |
n/m |
n/m |
| 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 |
| Treynor ratio is shown as n/m ("not meaningful") when a portfolio ingredient's beta is between -0.20 and +0.20. The Treynor ratio divides excess return by beta, so near-zero beta creates extreme results that are not meaningful for comparison. |
| DBA |
0 |
0 |
0 |
0 |
0 |
0 |
| DBB |
2 |
4.9 |
0.4 |
0.9 |
0.2 |
0 |
| DBO |
-14.1 |
-4 |
0 |
1.8 |
-0.1 |
0 |
| DBC |
-21.1 |
-5.5 |
0 |
2 |
0.2 |
0.2 |
| GLD |
-1.3 |
0 |
0 |
0 |
0 |
0 |
| FXA |
1.3 |
0.2 |
-1.1 |
-0.7 |
-0.8 |
-0 |
| FXC |
-1.5 |
0 |
-2.4 |
-1 |
-1.3 |
-0.6 |
| FXF |
-2 |
0 |
-1.1 |
0 |
0 |
0 |
| FXE |
-2.8 |
0 |
0 |
0 |
0 |
-0.8 |
| FXB |
0.2 |
0 |
-0.8 |
-0.3 |
-0.9 |
-0.9 |
| FXY |
0 |
0 |
-5.1 |
0 |
0 |
0 |
| UUP |
-1.2 |
0 |
0 |
0 |
0 |
0 |
| EEM |
0.6 |
2.1 |
0.3 |
0.6 |
0.4 |
0.3 |
| AMLP |
0 |
3.8 |
2.7 |
0.4 |
0.3 |
0 |
| IGIB |
0 |
1.1 |
-0.8 |
0.1 |
0.5 |
0 |
| EMHY |
-0.4 |
2 |
0.1 |
0.3 |
0 |
0 |
| HYD |
-1 |
0.4 |
-1.2 |
-0.3 |
0.5 |
0 |
| IEF |
0 |
0 |
-2 |
0 |
0 |
0 |
| IGOV |
-2.1 |
-0.2 |
-1.7 |
-1.4 |
-1 |
0 |
| IHY |
-1.1 |
1.3 |
-0.4 |
0.2 |
0 |
0 |
| ITM |
0 |
0.1 |
-1.2 |
0 |
0 |
0 |
| JNK |
0 |
1.5 |
-0.2 |
0.4 |
0.7 |
0 |
| MBB |
0 |
0.9 |
-1.3 |
0 |
0 |
0 |
| TIP |
0 |
0 |
-1.4 |
0 |
0 |
0 |
| AGG |
0 |
0 |
-1.5 |
0 |
0 |
0 |
| BND |
0 |
0 |
-1.5 |
0 |
0 |
0 |
| EMB |
-1.3 |
1.3 |
-0.5 |
-0 |
0.4 |
0 |
| PCY |
-1.5 |
0.9 |
-0.5 |
-0.2 |
0.3 |
0 |
| BIL |
0 |
0 |
0 |
0 |
0 |
0 |
| TLT |
0 |
-0.2 |
-2.3 |
0 |
0 |
0 |
| SHY |
0 |
0 |
0 |
0 |
0 |
0 |
| ACWI |
0.9 |
2 |
0.7 |
1.1 |
1 |
0 |
| EFA |
1.5 |
2.6 |
0.6 |
0.8 |
0.7 |
0.4 |
| EFG |
0.1 |
1.2 |
-0.1 |
0.6 |
0.6 |
0.3 |
| EFV |
3.9 |
5.3 |
1.6 |
1 |
0.8 |
0.3 |
| SCZ |
1 |
2.1 |
0.1 |
0.6 |
0.7 |
0 |
| IWB |
0.8 |
1.9 |
0.7 |
1.2 |
1.3 |
0.9 |
| IWV |
0.8 |
1.8 |
0.7 |
1.2 |
1.2 |
0.9 |
| SPY |
0.8 |
1.9 |
0.8 |
1.3 |
1.3 |
0.9 |
| IWF |
-0.5 |
1.4 |
0.5 |
1.4 |
1.3 |
1.1 |
| QQQ |
0.4 |
1.7 |
0.7 |
1.6 |
1.5 |
1.3 |
| IWD |
3.8 |
2.5 |
0.9 |
1 |
1.1 |
0.7 |
| IWC |
1 |
1.6 |
0.1 |
0.7 |
0.8 |
0.5 |
| IWR |
2 |
1.7 |
0.3 |
0.9 |
1 |
0.7 |
| IWP |
-1.3 |
0.9 |
-0.1 |
0.8 |
0.9 |
0.7 |
| IWS |
3.7 |
2.1 |
0.6 |
0.8 |
1 |
0.7 |
| IWM |
1.1 |
1.3 |
0.1 |
0.7 |
0.8 |
0.6 |
| IWO |
0.2 |
1.1 |
-0 |
0.7 |
0.8 |
0.6 |
| IWN |
2.7 |
1.7 |
0.3 |
0.7 |
0.8 |
0.5 |
| IYR |
0.7 |
1 |
-0.3 |
0.4 |
0.6 |
0.3 |
| VNQ |
0.9 |
1.1 |
-0.3 |
0.3 |
0.7 |
0.4 |
Compare: Risk & Volatility
for period ending October 31, 2026
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFV |
6.8% |
7.2% |
22.9% |
33.2% |
33.2% |
59.7% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
3.7% |
4.5% |
20.7% |
20.7% |
20.7% |
32.2% |
| Global Equities (ACWI) |
6.1% |
6.1% |
25.7% |
25.7% |
25.7% |
|
| U.S. Equities (SPY) |
5.8% |
7.6% |
23.9% |
23.9% |
23.9% |
50.8% |
| U.S. Bonds (BND) |
4.1% |
4.1% |
15.8% |
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 |
8.3% |
8.3% |
10.1% |
32% |
54.4% |
0% |
| DBB |
7.2% |
10.7% |
32% |
35.7% |
45.5% |
0% |
| DBO |
21.1% |
21.1% |
31.9% |
58.2% |
81.9% |
0% |
| DBC |
14.3% |
14.3% |
23% |
37.8% |
61.7% |
74.5% |
| GLD |
26.5% |
26.5% |
26.5% |
26.5% |
41% |
42.9% |
| FXA |
3.7% |
10.1% |
15.4% |
22.7% |
36.4% |
36.6% |
| FXC |
4.5% |
6.8% |
10.6% |
13.9% |
29.7% |
32.2% |
| FXF |
8.3% |
8.5% |
9.8% |
13.4% |
19.8% |
29% |
| FXE |
5.2% |
6.6% |
14.5% |
24.4% |
34% |
41.4% |
| FXB |
2.9% |
6.4% |
17.5% |
22.2% |
36.3% |
45.9% |
| FXY |
5% |
14.2% |
32.1% |
38.3% |
56.3% |
0% |
| UUP |
1.6% |
8.9% |
8.9% |
12% |
12% |
0% |
| EEM |
10.8% |
10.8% |
29.4% |
36.5% |
36.5% |
60.4% |
| AMLP |
6.7% |
7.1% |
14.5% |
66% |
72.2% |
0% |
| IGIB |
4.9% |
4.9% |
17.5% |
18.7% |
18.7% |
0% |
| EMHY |
3.1% |
3.1% |
21.8% |
24.7% |
0% |
0% |
| HYD |
5.7% |
5.7% |
19.7% |
20.1% |
20.1% |
0% |
| IEF |
6.7% |
6.7% |
19.5% |
23.3% |
23.3% |
23.3% |
| IGOV |
7.5% |
7.6% |
27.8% |
33.9% |
33.9% |
0% |
| IHY |
3.6% |
3.6% |
23% |
26.7% |
0% |
0% |
| ITM |
6.6% |
6.6% |
14.2% |
15% |
15% |
0% |
| JNK |
2.9% |
2.9% |
16.2% |
16.2% |
16.2% |
0% |
| MBB |
5.2% |
5.2% |
15.7% |
17% |
17% |
0% |
| TIP |
3.8% |
3.8% |
13.9% |
13.9% |
13.9% |
13.9% |
| AGG |
4.5% |
4.5% |
15.8% |
17.1% |
17.1% |
17.1% |
| BND |
4.1% |
4.1% |
15.8% |
17.3% |
17.3% |
17.3% |
| EMB |
5% |
5% |
25.1% |
26.7% |
26.7% |
0% |
| PCY |
6.8% |
6.8% |
32.5% |
35.4% |
35.4% |
0% |
| BIL |
0% |
0% |
0% |
0.2% |
0.3% |
0% |
| TLT |
12.1% |
13.4% |
42% |
47.6% |
47.6% |
47.6% |
| SHY |
0.5% |
0.6% |
4.8% |
5.3% |
5.3% |
5.3% |
| ACWI |
6.1% |
6.1% |
25.7% |
25.7% |
25.7% |
0% |
| EFA |
7.8% |
8.4% |
27.2% |
27.6% |
27.6% |
57.4% |
| EFG |
9.5% |
9.5% |
33.5% |
33.6% |
33.6% |
55.4% |
| EFV |
6.8% |
7.2% |
22.9% |
33.2% |
33.2% |
59.7% |
| SCZ |
8.5% |
8.5% |
32% |
34.6% |
34.6% |
0% |
| IWB |
5.6% |
8% |
24.6% |
24.6% |
24.6% |
50.9% |
| IWV |
5.4% |
8.6% |
24.6% |
24.6% |
24.6% |
51.2% |
| SPY |
5.8% |
7.6% |
23.9% |
23.9% |
23.9% |
50.8% |
| IWF |
10.3% |
12% |
30.8% |
30.8% |
30.8% |
48% |
| QQQ |
7.1% |
10.1% |
32.6% |
32.6% |
32.6% |
49.7% |
| IWD |
4.9% |
7.9% |
17.8% |
26.7% |
26.7% |
55.4% |
| IWC |
10.7% |
19.7% |
32% |
37.7% |
37.7% |
59.5% |
| IWR |
5.3% |
11.3% |
24.3% |
27.1% |
27.1% |
54.1% |
| IWP |
10% |
13% |
31.5% |
34.2% |
34.2% |
52.9% |
| IWS |
5% |
11.7% |
20.5% |
31.7% |
31.7% |
57.3% |
| IWM |
7.3% |
19% |
25.1% |
32.3% |
32.3% |
52.5% |
| IWO |
10.6% |
19.2% |
29.5% |
33.6% |
33.6% |
52.2% |
| IWN |
5.2% |
19% |
21.3% |
37.9% |
37.9% |
55.1% |
| IYR |
8.9% |
9.3% |
31.9% |
31.9% |
31.9% |
69.6% |
| VNQ |
8.6% |
9.1% |
32.8% |
32.8% |
32.8% |
68.3% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFV |
15.4% |
13.8% |
17.2% |
17.6% |
16.8% |
19.5% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
8.7% |
10.0% |
11.9% |
11.5% |
10.2% |
10.9% |
| Global Equities (ACWI) |
14.2% |
13.7% |
16.3% |
16.4% |
15.1% |
|
| U.S. Equities (SPY) |
14.3% |
14.9% |
17.3% |
17.7% |
15.8% |
17.0% |
| U.S. Bonds (BND) |
4.3% |
5.6% |
6.4% |
5.3% |
4.7% |
4.7% |
| 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 |
12.2% |
14.4% |
12.6% |
11.9% |
11.9% |
0% |
| DBB |
16.2% |
17.4% |
21% |
19.6% |
18.4% |
0% |
| DBO |
105.1% |
43.2% |
37.9% |
37.3% |
32.1% |
0% |
| DBC |
34.2% |
19.1% |
19.4% |
18.9% |
17.5% |
19.9% |
| GLD |
27.2% |
24% |
20.4% |
17.5% |
17.3% |
19.3% |
| FXA |
9.8% |
9.1% |
9.9% |
9.7% |
9.8% |
12.6% |
| FXC |
6.2% |
5.9% |
6.1% |
6.5% |
7.1% |
8.8% |
| FXF |
7.1% |
8.8% |
8.6% |
7.6% |
7.9% |
10% |
| FXE |
4.8% |
7.1% |
7.5% |
6.9% |
7.3% |
9.1% |
| FXB |
5.8% |
7% |
7.8% |
7.8% |
7.9% |
8.5% |
| FXY |
4.6% |
9.9% |
10.1% |
8.6% |
8.8% |
0% |
| UUP |
5.1% |
6.9% |
7.5% |
6.7% |
6.8% |
0% |
| EEM |
26.4% |
19.3% |
19.5% |
19% |
18.1% |
22.6% |
| AMLP |
16.8% |
17.1% |
21.7% |
34% |
28.5% |
0% |
| IGIB |
4.8% |
6.4% |
7.8% |
7% |
5.9% |
0% |
| EMHY |
6% |
7% |
10.2% |
10.9% |
0% |
0% |
| HYD |
6.9% |
6.9% |
8.1% |
10% |
9.1% |
0% |
| IEF |
5.9% |
7% |
7.7% |
6.7% |
6.3% |
6.9% |
| IGOV |
6.7% |
9.9% |
10.9% |
9.1% |
8.4% |
0% |
| IHY |
5.7% |
6.5% |
9.1% |
9.2% |
0% |
0% |
| ITM |
7% |
6.4% |
7.2% |
6.5% |
6.1% |
0% |
| JNK |
4% |
5.1% |
8.2% |
8% |
7.7% |
0% |
| MBB |
5.5% |
6.7% |
7.3% |
5.4% |
4.6% |
0% |
| TIP |
4.4% |
4.6% |
6.2% |
5.2% |
5.1% |
6% |
| AGG |
4.5% |
5.8% |
6.6% |
5.3% |
4.7% |
4.7% |
| BND |
4.3% |
5.6% |
6.4% |
5.3% |
4.7% |
4.7% |
| EMB |
6.8% |
8% |
10.5% |
10.4% |
9.6% |
0% |
| PCY |
8.7% |
11.8% |
14.8% |
13.4% |
12.1% |
0% |
| BIL |
0.1% |
0.2% |
0.5% |
0.6% |
0.6% |
0% |
| TLT |
10.9% |
13.9% |
13.8% |
13.6% |
13.3% |
14.5% |
| SHY |
1.3% |
1.7% |
2.1% |
1.7% |
1.4% |
1.5% |
| ACWI |
14.2% |
13.7% |
16.3% |
16.4% |
15.1% |
0% |
| EFA |
13.9% |
13.6% |
16.9% |
16.4% |
15.6% |
18.3% |
| EFG |
15.4% |
15.6% |
18.5% |
17% |
15.9% |
18.2% |
| EFV |
15.4% |
13.8% |
17.2% |
17.6% |
16.8% |
19.5% |
| SCZ |
16.5% |
16% |
17.8% |
18.1% |
17.1% |
0% |
| IWB |
13.9% |
15% |
17.3% |
17.9% |
16% |
17.3% |
| IWV |
13.8% |
15.2% |
17.4% |
18.1% |
16.2% |
17.5% |
| SPY |
14.3% |
14.9% |
17.3% |
17.7% |
15.8% |
17% |
| IWF |
17.9% |
20.3% |
21.4% |
21.1% |
18.5% |
19.1% |
| QQQ |
25.1% |
22.2% |
23.9% |
23.1% |
20.8% |
21.9% |
| IWD |
14.5% |
14.6% |
16.6% |
17.5% |
15.8% |
17.3% |
| IWC |
21.4% |
27.1% |
24.3% |
25.9% |
23.2% |
24.1% |
| IWR |
13.5% |
16.6% |
18.6% |
19.6% |
17.6% |
19.5% |
| IWP |
12.9% |
20.4% |
20.6% |
21.3% |
19% |
20.5% |
| IWS |
15.7% |
16.8% |
19% |
20.1% |
17.9% |
19.9% |
| IWM |
18.4% |
22.7% |
22.3% |
23.4% |
21.1% |
22.4% |
| IWO |
21.3% |
24.6% |
23.3% |
24.1% |
21.9% |
23.1% |
| IWN |
16.6% |
22.1% |
22.3% |
24% |
21.3% |
22.5% |
| IYR |
16.7% |
18.5% |
19.4% |
18.8% |
17.6% |
22.8% |
| VNQ |
16.7% |
18.6% |
19.5% |
18.8% |
18.1% |
23.8% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFV |
9.1% |
7.0% |
10.4% |
11.6% |
11.0% |
13.4% |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
4.3% |
4.7% |
7.7% |
7.2% |
6.3% |
7.1% |
| Global Equities (ACWI) |
7.2% |
6.2% |
10.1% |
10.5% |
9.6% |
|
| U.S. Equities (SPY) |
5.8% |
6.4% |
10.5% |
10.9% |
9.6% |
11.1% |
| U.S. Bonds (BND) |
3.1% |
3.1% |
4.5% |
3.6% |
3.1% |
2.9% |
| 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 |
7.4% |
7.2% |
6.9% |
7.4% |
7.9% |
0% |
| DBB |
9.3% |
9.4% |
13.5% |
12.1% |
11.9% |
0% |
| DBO |
38.6% |
20.3% |
20.4% |
22.8% |
21.9% |
0% |
| DBC |
16.4% |
10.2% |
11.2% |
12.1% |
12.2% |
14.1% |
| GLD |
19% |
13.8% |
11.4% |
9.9% |
10.8% |
11.7% |
| FXA |
6% |
6.1% |
7.4% |
6.8% |
7.1% |
8.8% |
| FXC |
4.6% |
3.9% |
4.7% |
4.6% |
5.4% |
6.3% |
| FXF |
6% |
5.4% |
5.6% |
5% |
5.5% |
6.5% |
| FXE |
4% |
4.2% |
5% |
4.6% |
5.4% |
6.6% |
| FXB |
3.4% |
4.1% |
5.4% |
5.2% |
5.8% |
6.4% |
| FXY |
3.5% |
7% |
7.9% |
6.8% |
6.9% |
0% |
| UUP |
2.2% |
4.3% |
4.4% |
4.2% |
4.2% |
0% |
| EEM |
16.3% |
10.9% |
12% |
12.2% |
11.8% |
14.9% |
| AMLP |
9.2% |
8.9% |
12.3% |
22.2% |
18.9% |
0% |
| IGIB |
3.9% |
3.4% |
5.3% |
4.8% |
4% |
0% |
| EMHY |
4.5% |
3.3% |
6.4% |
7.8% |
0% |
0% |
| HYD |
4.9% |
3.8% |
5.7% |
8.3% |
7.3% |
0% |
| IEF |
4.3% |
4.3% |
5.7% |
4.7% |
4.2% |
4.2% |
| IGOV |
6% |
6.2% |
8.3% |
6.7% |
6.3% |
0% |
| IHY |
4.4% |
3.3% |
6.3% |
6.6% |
0% |
0% |
| ITM |
5.1% |
3.7% |
5% |
4.5% |
4.1% |
0% |
| JNK |
3.2% |
2.4% |
5.7% |
5.6% |
5.3% |
0% |
| MBB |
4% |
3.8% |
5.1% |
3.7% |
3.1% |
0% |
| TIP |
3.1% |
2.7% |
4.6% |
3.6% |
3.5% |
4% |
| AGG |
3.4% |
3.3% |
4.6% |
3.6% |
3.1% |
2.9% |
| BND |
3.1% |
3.1% |
4.5% |
3.6% |
3.1% |
2.9% |
| EMB |
5.6% |
4.5% |
7.4% |
7.7% |
6.9% |
0% |
| PCY |
7.1% |
6.8% |
10.3% |
9.9% |
8.8% |
0% |
| BIL |
0% |
0% |
0% |
0% |
0% |
0% |
| TLT |
8.3% |
8.8% |
10.6% |
9.4% |
8.8% |
9% |
| SHY |
0.7% |
0.7% |
1.3% |
0.9% |
0.8% |
0.8% |
| ACWI |
7.2% |
6.2% |
10.1% |
10.5% |
9.6% |
0% |
| EFA |
9.6% |
7.7% |
10.7% |
10.7% |
10.2% |
12.7% |
| EFG |
11.2% |
9.6% |
12.5% |
11.3% |
10.5% |
12.7% |
| EFV |
9.1% |
7% |
10.4% |
11.6% |
11% |
13.4% |
| SCZ |
11.1% |
9% |
12.1% |
12.4% |
11.4% |
0% |
| IWB |
5.8% |
6.7% |
10.6% |
11.1% |
9.7% |
11.4% |
| IWV |
5.7% |
6.8% |
10.7% |
11.2% |
9.9% |
11.6% |
| SPY |
5.8% |
6.4% |
10.5% |
10.9% |
9.6% |
11.1% |
| IWF |
10.5% |
10.3% |
13.5% |
12.7% |
10.9% |
12% |
| QQQ |
12.2% |
10.4% |
14.7% |
13.4% |
11.8% |
13.4% |
| IWD |
7.4% |
7.7% |
10.2% |
11.4% |
10% |
11.8% |
| IWC |
11.2% |
13.5% |
15.3% |
16.3% |
14.7% |
16.2% |
| IWR |
7.9% |
8.7% |
11.8% |
12.8% |
11.2% |
13.2% |
| IWP |
10% |
11% |
13.5% |
13.2% |
11.6% |
13.5% |
| IWS |
8.7% |
8.9% |
11.9% |
13.5% |
11.7% |
13.7% |
| IWM |
9% |
11.7% |
13.9% |
15% |
13.4% |
15% |
| IWO |
11.2% |
13.1% |
15% |
15.4% |
14% |
15.3% |
| IWN |
7.8% |
11% |
13.5% |
15.6% |
13.7% |
15.3% |
| IYR |
10.7% |
11% |
13.1% |
13% |
11.8% |
16.2% |
| VNQ |
10.5% |
11% |
13.2% |
12.9% |
12% |
16.6% |
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| EFV |
0.45 |
0.37 |
0.64 |
0.76 |
0.82 |
0.97 |
| Peer Group* average |
|
|
|
|
|
|
| 60% Equity / 40% Bonds |
0.62 |
0.69 |
0.71 |
0.67 |
0.66 |
0.65 |
| Global Equities (ACWI) |
0.95 |
0.90 |
0.93 |
0.93 |
0.95 |
|
| U.S. Equities (SPY) |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
1.00 |
| U.S. Bonds (BND) |
0.62 |
0.69 |
0.71 |
0.67 |
0.66 |
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 |
0.0410482434680286 |
0.101000368404503 |
0.136720412631399 |
0.167745876002935 |
0.185352931197886 |
0 |
| DBB |
0.635400111657702 |
0.241121208340548 |
0.562310130324966 |
0.579747394546594 |
0.550639936110122 |
0 |
| DBO |
-0.769213518945236 |
-0.465240894304079 |
0.0961946123858494 |
0.631811712847013 |
0.691651435198258 |
0 |
| DBC |
-0.227761699903143 |
-0.213079065988067 |
0.106755753316921 |
0.390627900312491 |
0.423658503719015 |
0.54647212538651 |
| GLD |
0.546770792371334 |
0.0757057636990163 |
0.196388980293938 |
0.139878199554583 |
0.124319134206507 |
0.100358911323996 |
| FXA |
0.403196589040271 |
0.321195807233967 |
0.389129025883912 |
0.3918563959303 |
0.400490113869825 |
0.486358961872395 |
| FXC |
0.207816580653992 |
0.154152552841638 |
0.224671185858059 |
0.245044664489467 |
0.275068769025215 |
0.346194625166035 |
| FXF |
0.327017855984724 |
0.19811716665242 |
0.200321611187766 |
0.134246987535982 |
0.143234255821254 |
0.174572422959731 |
| FXE |
0.214269985310126 |
0.100503313249417 |
0.180998238679705 |
0.138153342380889 |
0.167437053067746 |
0.242534917341929 |
| FXB |
0.229784699538352 |
0.138808212301833 |
0.28252874812444 |
0.262661161750138 |
0.280922068507025 |
0.274722426812657 |
| FXY |
0.110440900486301 |
0.159487607941526 |
0.206839709887579 |
0.0660147524257285 |
0.00439583231915109 |
0 |
| UUP |
-0.220582184986082 |
-0.124327914625302 |
-0.198780036612712 |
-0.156411418834284 |
-0.173741824543008 |
0 |
| EEM |
1.40760672863644 |
0.829522321187514 |
0.773120101097474 |
0.774695874011204 |
0.828937872733573 |
1.03083026618261 |
| AMLP |
-0.0347252558903938 |
0.359677065233464 |
0.53130087044608 |
1.17005638531977 |
1.11577927031197 |
0 |
| IGIB |
0.105866034502269 |
0.254245895965603 |
0.343774423673231 |
0.269275527905069 |
0.231561567066087 |
0 |
| EMHY |
0.333686756023051 |
0.390307107832202 |
0.489267962468542 |
0.473577958265012 |
0 |
0 |
| HYD |
0.221657661531812 |
0.314378117364943 |
0.367878534390251 |
0.352702359686873 |
0.304723351802272 |
0 |
| IEF |
0.0435156195956119 |
0.186975602946036 |
0.265614593764364 |
0.074568303881204 |
0.0334287705193949 |
-0.0296274704635933 |
| IGOV |
0.325199351951141 |
0.326827467797072 |
0.468862286288928 |
0.284324444670705 |
0.267311285266102 |
0 |
| IHY |
0.332811521330402 |
0.292575438055344 |
0.436251851885679 |
0.415033161732974 |
0 |
0 |
| ITM |
0.153734968146176 |
0.261646851812945 |
0.295234582119068 |
0.171344095153377 |
0.130494426436739 |
0 |
| JNK |
0.167130741793841 |
0.28156418132428 |
0.435204286254773 |
0.410732368210272 |
0.41018203984163 |
0 |
| MBB |
0.0643693188679698 |
0.215829019801945 |
0.28460946800807 |
0.131082657738179 |
0.105487935883289 |
0 |
| TIP |
0.108739402921999 |
0.143876532865375 |
0.266601161284538 |
0.176312713264387 |
0.144703369210538 |
0.124503024684871 |
| AGG |
0.067279792136926 |
0.198635420078943 |
0.261196522138204 |
0.133535347034287 |
0.106618843297505 |
0.0723453802995218 |
| BND |
0.0587397409633451 |
0.191920969376402 |
0.258515603858617 |
0.146058967820439 |
0.115954063868136 |
0.0753526335131347 |
| EMB |
0.301858829050425 |
0.410255443583475 |
0.531856012340609 |
0.459996698390773 |
0.4267851401075 |
0 |
| PCY |
0.382251698287017 |
0.596969143029345 |
0.742202742603009 |
0.594140149340441 |
0.534992353687481 |
0 |
| BIL |
-0.000171941812404155 |
0.00426526242018965 |
0.00807205568324523 |
-6.610462893448523e-06 |
0.000444391184660191 |
0 |
| TLT |
0.0778324233033709 |
0.458296128610674 |
0.509226412974392 |
0.150861810933639 |
0.0509294115656673 |
-0.075690524611835 |
| SHY |
0.0144896205724991 |
0.0281626809818426 |
0.0533451513712411 |
0.0099999078206126 |
0.00573735768917092 |
-0.0101319411070531 |
| ACWI |
0.954313321373038 |
0.896135703369287 |
0.931837315969082 |
0.926950721290494 |
0.946228670729893 |
0 |
| EFA |
0.637483297218178 |
0.583896968592711 |
0.793494174587343 |
0.804881751052265 |
0.852293009701839 |
0.970505140625422 |
| EFG |
0.878447309469691 |
0.831640619728753 |
0.970751646029831 |
0.870179835811714 |
0.901467225998271 |
0.978435405264259 |
| EFV |
0.454570726084364 |
0.374662356555162 |
0.637285028093107 |
0.757096224216785 |
0.822230058089164 |
0.972180597339511 |
| SCZ |
0.844104109496496 |
0.707505624816349 |
0.864982105993418 |
0.907859066249715 |
0.927677489913332 |
0 |
| IWB |
0.974721142577116 |
1.00859817904798 |
1.00269502920661 |
1.01388280429873 |
1.01086671607133 |
1.01382672203528 |
| IWV |
0.962052318176188 |
1.0174859618587 |
1.01146423614235 |
1.02262399641866 |
1.02035877210008 |
1.02726514084148 |
| SPY |
1 |
1 |
1 |
1 |
1 |
1 |
| IWF |
1.27797746886118 |
1.25008606256217 |
1.16544002791802 |
1.10355093922626 |
1.09086607104046 |
1.05320815118844 |
| QQQ |
1.550354649693 |
1.30052171631442 |
1.23286962244631 |
1.13622608560333 |
1.14623338413534 |
1.11482385271109 |
| IWD |
0.647319298858808 |
0.740376865940951 |
0.835675778989406 |
0.922185831265499 |
0.932526018566727 |
0.976972583431236 |
| IWC |
1.15651880761323 |
1.34342468984654 |
1.14712761612375 |
1.17026081864827 |
1.15871709116873 |
1.19231150330858 |
| IWR |
0.640976239907048 |
0.921634898102446 |
0.999449495653444 |
1.05632457911909 |
1.0483721005894 |
1.08866108656225 |
| IWP |
0.836316914129492 |
1.1900908064285 |
1.12697237007036 |
1.10765745010854 |
1.10066020209466 |
1.11632724418321 |
| IWS |
0.572229312285497 |
0.832058896490663 |
0.950544477665626 |
1.04184697772129 |
1.02838080011989 |
1.08849227235164 |
| IWM |
1.03163068613026 |
1.21986266712979 |
1.13809066054392 |
1.16978585930674 |
1.16195120246161 |
1.1774729173206 |
| IWO |
1.3398070791301 |
1.42368777500208 |
1.22369683997234 |
1.20745704426068 |
1.20713032922759 |
1.20320692868984 |
| IWN |
0.727506053820086 |
1.01526473917504 |
1.04621841123335 |
1.13155572016787 |
1.11523062226368 |
1.14907893448433 |
| IYR |
0.590089773910358 |
0.81490184900214 |
0.944828169583704 |
0.881357823921854 |
0.842856729440865 |
1.05332536290727 |
| VNQ |
0.595733564239468 |
0.817186724305611 |
0.952251871965928 |
0.8824401006283 |
0.838068919508313 |
1.05868514432256 |
Compare: Correlation
for period ending October 31, 2026
| |
1 year |
3 year |
5 year |
10 year |
15 year |
20 year |
| to Global Stocks (ACWI) |
0.62 |
0.59 |
0.77 |
0.83 |
0.86 |
|
| to S&P500 (SPY) |
0.45 |
0.40 |
0.65 |
0.73 |
0.74 |
0.81 |
| to U.S. Bonds (BND) |
0.44 |
0.60 |
0.65 |
0.38 |
0.29 |
0.25 |
| to Commodities (DBC) |
-0.10 |
-0.16 |
0.24 |
0.49 |
0.48 |
0.52 |
| to Gold (GLD) |
0.72 |
0.51 |
0.42 |
0.24 |
0.20 |
0.15 |
