What is EFAV?

EFAV tracks an index of developed-market equities, ex-US and Canada, selected and weighted to create a low volatility portfolio subject to constraints including sector exposure.

PERFORMANCE [as of 03/17/23] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
EFAV -2.13% 2.74% 1.86% -7.53% 5.13% 0.07% 3.91%
EFAV (NAV) -2.01% 2.77% 1.39% -7.70% 5.61% 0.10% 3.91%
MSCI EAFE Minimum Volatility Index -1.48% 2.77% 1.68% -7.55% 5.61% 0.14% 3.95%
MSCI EAFE IMI -4.55% 2.90% 2.40% -6.12% 14.11% 1.71% 4.34%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

EFAV Factset Analytics Insight

EFAV delivers a popular low-volatility take on international equities. The fund shows low market risk to our benchmark (measured by beta), and its portfolio biases toward defensive sectors are consistent with its low-volatility aims. The underlying index is constructed from the MSCI EAFE Index a rules-based methodology to security eligibility, sector and country exposure. A multi-factor risk model is used to weight securities for low volatility. The portfolio is further refined using an optimizer based on projected riskiness of securities aiming to deliver lowest absolute volatility. Like other EAFE-based products it excludes US and Canada, but in all, EFAV provides a viable vehicle for low-volatility developed international exposure.

EFAV Summary Data

Blackrock
10/18/11
0.32%
$7.18B
MSCI EAFE IMI
Open-Ended Fund

Peers

MSCI EAFE IMI

Fund Flows

$0.00B 5 Days
+$0.02B 30 Days
-$0.57B 90 Days

EFAV Portfolio Data

$54.02B
15.72
1.85
2.48%
06/07/23
227

EFAV Index Data

Multi-Factor
Multi-Factor
MSCI EAFE IMI

EFAV Portfolio Management

0.32%
0.00%
0.11%
-0.15%

EFAV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

EFAV Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

Factset Analytics Block Liquidity

As of 03/20/23

This measurement shows how easy it is to trade a $1 million USD block of EFAV. EFAV is rated a 5 out of 5.

EFAV Tradability

697,360
$46.10M
425,820
$28.23M
0.08%
$0.06
-0.04%
0.33% / -0.48%
None
17.10%
100,000
4.26
0.03%
0.15%
216
$64.78
5

EFAV Sector/Industry Breakdown

EFAV Segment
Benchmark
17.37% --
17.23% --
12.81% --
10.29% --
8.50% --
7.66% --
5.62% --
3.36% --
3.04% --
2.39% --

EFAV Top 10 Holdings

1.75%
1.68%
1.57%
1.54%
1.45%
1.41%
1.29%
1.28%
1.25%
1.24%
14.46%

EFAV Performance Statistics

0.89
0.70
0.79
0.62
0.40%
MSCI EAFE IMI

EFAV Countries

EFAV Segment
Benchmark
27.03% 22.90%
14.79% 9.20%
10.30% 15.40%
7.43% 2.72%
7.17% 10.82%
5.06% 1.64%
4.16% 8.41%
3.41% 2.69%
3.38% 7.90%
2.86% 4.19%

EFAV Regions

EFAV Segment
Benchmark
52.56% 62.65%
44.26% 36.02%
1.65% 0.73%
1.52% 0.60%

EFAV Economic Development

EFAV Segment
Benchmark
99.99% 99.99%
0.00% 0.01%

EFAV Benchmark Comparison Holdings

227
3068
225
27.84%

EFAV Benchmark Comparison Summary

EFAV Segment
Benchmark
227 3068
$54.02B $72.57B
15.72 14.58
1.85 1.72
2.92% 2.78%
Low Low

EFAV Benchmark Comparison Market Cap Size

EFAV Segment
Benchmark
72.50% 72.72%
27.28% 19.16%
0.00% 7.41%
0.00% 0.62%