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EFAV vs SRLN

Comparison between ISHARES MSCI EAFE MIN VOL FACTOR ETF (EFAV, ETF) and STATE STREET(R) BLACKSTONE SENIOR LOAN ETF (SRLN, ETF).

5-Year PerformanceEFAV has outperformed SRLN, delivering a return of +6.6% compared to +4.7%

EFAV vs SRLN - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
EFAV
$5.10B
Winner
SRLN
$5.20B
Expense Ratio
Winner
EFAV
0.20%
SRLN
0.70%
Max Drawdown
EFAV
29.26%
Winner
SRLN
28.37%
Sharpe Ratio
Winner
EFAV
0.75
SRLN
0.20
5Y Beta
EFAV
0.30
Winner
SRLN
0.15
5Y Dividends CAGR
Winner
EFAV
14.66%
SRLN
7.10%

EFAV vs SRLN - Historical Returns

Returns include dividend reinvestment.

1M
Winner
EFAV
+1.90%
SRLN
+0.55%
3M
EFAV
-1.08%
Winner
SRLN
+1.77%
6M
Winner
EFAV
+5.28%
SRLN
+0.88%
1Y
Winner
EFAV
+12.33%
SRLN
+4.55%
5Y(CAGR)
Winner
EFAV
+6.56%
SRLN
+4.70%
10Y(CAGR)
Winner
EFAV
+6.22%
SRLN
+4.53%
Max(CAGR)
Winner
EFAV
+7.03%
SRLN
+3.80%

EFAV vs SRLN - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

YearEFAVSRLN
2026+6.14%+1.18%
2025+26.40%+6.72%
2024+6.07%+8.43%
2023+11.62%+10.96%
2022-14.94%-5.37%
2021+6.72%+4.66%
2020-0.48%+2.94%
2019+16.95%+9.95%
2018-6.14%-0.82%
2017+22.12%+3.37%
2016-0.60%+7.14%
2015+8.41%-1.15%
2014+5.21%+1.01%
2013+14.45%+1.80%
2012+9.64%N/A
2011-0.77%N/A

EFAV vs SRLN Drawdown Comparison

The maximum drawdown for EFAV was -27.56%, occurring on Mar 23, 2020. Recovery took 246 trading sessions.

The maximum drawdown for SRLN was -22.29%, occurring on Mar 23, 2020. Recovery took 184 trading sessions.

The current EFAV drawdown is -3.04%.

RankEFAVSRLN
#1-27.56%
Jan 17, 2020 - Jan 8, 2021
-22.29%
Feb 19, 2020 - Nov 9, 2020
#2-27.44%
Sep 3, 2021 - Jul 31, 2024
-7.93%
Jan 14, 2022 - Jul 12, 2023
#3-12.25%
Jan 26, 2018 - Jun 20, 2019
-5.58%
Jul 16, 2015 - Aug 10, 2016
#4-11.29%
May 15, 2015 - Apr 18, 2016
-4.61%
Oct 16, 2018 - Feb 25, 2019
#5-10.22%
Sep 6, 2016 - Apr 24, 2017
-4.26%
Feb 18, 2025 - May 12, 2025
#6-10.19%
May 8, 2013 - Oct 17, 2013
-3.26%
Jan 9, 2026 - May 1, 2026
#7-9.86%
Apr 2, 2012 - Aug 3, 2012
-2.71%
Nov 28, 2014 - Feb 12, 2015
#8-9.83%
Oct 27, 2011 - Mar 1, 2012
-1.87%
Sep 5, 2014 - Nov 25, 2014
#9-8.65%
Sep 16, 2024 - Mar 3, 2025
-1.36%
Jul 22, 2024 - Aug 16, 2024
#10-8.49%
Jul 3, 2014 - Feb 5, 2015
-1.31%
Nov 11, 2021 - Dec 23, 2021
#11-7.49%
Mar 19, 2025 - Apr 15, 2025
-1.21%
Aug 1, 2019 - Sep 10, 2019
#12-7.29%
Apr 19, 2016 - Aug 11, 2016
-1.19%
May 9, 2013 - Jul 23, 2013
#13-6.64%
Feb 27, 2026 - Jun 23, 2026
-1.16%
May 3, 2019 - Jul 17, 2019
#14-5.21%
Oct 22, 2013 - Feb 18, 2014
-1.14%
Feb 27, 2019 - Apr 5, 2019
#15-5.03%
Jan 8, 2021 - Apr 15, 2021
-1.10%
Sep 20, 2019 - Nov 15, 2019

Correlation

Correlation between EFAV and SRLN is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95
-101

Dividend Comparison (2011 - 2026)

EFAV vs SRLN dividend yield comparison.

YearEFAVSRLN
20261.87%3.50%
20253.20%7.67%
20243.24%8.58%
20233.08%8.44%
20222.53%5.72%
20212.47%4.45%
20201.33%4.91%
20194.19%5.39%
20183.34%4.98%
20172.45%4.01%
20163.94%3.94%
20152.49%4.43%
20143.57%3.66%
20132.53%1.91%
20121.97%0.00%
20110.46%0.00%

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