PortfolioMetrics

EFA vs. BNDX - ETF Comparison

EFA - iShares MSCI EAFE ETF

The iShares MSCI EAFE ETF is a broad-based equity fund that provides exposure to developed markets outside of North America, including Western Europe, Japan, and Australia. It offers a diversified portfolio of large-cap stocks, making it a valuable addition to long-term portfolios seeking geographic diversification. With a market capitalization-weighted approach, the fund provides a core holding for investors seeking to allocate to international equities.

BNDX - Vanguard Total International Bond ETF

The Vanguard Total International Bond ETF is a fixed income fund that tracks the Bloomberg Global Aggregate x USD Float Adjusted RIC Capped index, providing broad exposure to investment-grade bonds in developed markets outside the US.

EFABNDX
Fund NameiShares MSCI EAFE ETFVanguard Total International Bond ETF
Fund ProviderBlackRockVanguard
IndexMSCI EAFEBloomberg Global Aggregate x USD Float Adjusted RIC Capped
Asset ClassEquityBonds
ListingUS-listedUS-listed
Expense Ratio0.35%0.07%
Inception Date2001-08-142013-06-04
Number Of Holdings7476831
RegionDeveloped MarketsDeveloped Markets
LeveragedNon-leveragedNon-leveraged
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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Performance Analysis

The performance analysis examines historical data to assess the returns of the investment strategy, including key metrics such as Cumulative returns, End of Year (EoY) returns, and risk-adjusted returns like the Sharpe ratio or the Sortino ratio.

Cumulative Returns

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End of Year Returns Table

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End of Year Returns

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Risk Analysis

The risk analysis refers to an assessment of potential negative events that could lead to a loss of capital. Conducting a risk analysis can help in deciding whether an investment should be made. This is done using risk metrics such as drawdowns, volatility and beta which reflect stakeholders' confidence in the consistency of an investment strategy.

Drawdowns

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Drawdowns Table

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Monte Carlo Simulation

The Monte Carlo simulation is a statistical method used to forecast portfolio returns by generating a wide range of potential outcomes through random sampling from historical asset price data. It helps investors assess the potential risk and return of a portfolio under various market conditions. The simulation takes into account the initial investment and optionally simulates cash flow scenarios like fixed contributions, fixed withdrawals, or percentage withdrawals.

IMPORTANT: The forecast generated through Monte Carlo simulations is purely hypothetical and does not guarantee future returns. Investment decisions should be made with consideration of various factors, and past performance is not indicative of future results.

Monte Carlo Metrics

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Simulated Portfolio Prices

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