BIGFX vs. EFG
BIGFX (Baron International Growth Fund) and EFG (iShares MSCI EAFE Growth ETF) are both Foreign Large Cap Equities funds. Over the past 10 years, BIGFX returned 8.03%/yr vs 7.77%/yr for EFG. Their correlation of 0.87 means they have usually moved in the same direction. BIGFX charges 1.20%/yr vs 0.34%/yr for EFG.
Performance
BIGFX vs. EFG - Performance Comparison
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Returns By Period
In the year-to-date period, BIGFX achieves a 9.34% return, which is significantly higher than EFG's 7.44% return. Both investments have delivered pretty close results over the past 10 years, with BIGFX having a 8.03% annualized return and EFG not far behind at 7.77%.
BIGFX
- 1D
- 2.05%
- 1M
- -2.19%
- 6M
- 4.46%
- YTD
- 9.34%
- 1Y
- 14.91%
- 3Y*
- 9.75%
- 5Y*
- 1.31%
- 10Y*
- 8.03%
- ALL TIME*
- 9.31%
EFG
- 1D
- -0.76%
- 1M
- -1.78%
- 6M
- 2.92%
- YTD
- 7.44%
- 1Y
- 16.22%
- 3Y*
- 10.39%
- 5Y*
- 3.90%
- 10Y*
- 7.77%
- ALL TIME*
- 6.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $92.35M | $96.63M | $107.97M |
BIGFX vs. EFG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIGFX Baron International Growth Fund | 9.34% | 20.80% | 4.11% | 7.33% | -27.47% | 9.63% | 30.52% | 29.06% | -17.88% | 36.95% |
EFG iShares MSCI EAFE Growth ETF | 7.44% | 20.70% | 1.53% | 17.55% | -23.12% | 11.01% | 17.85% | 27.47% | -12.93% | 28.86% |
Correlation
The correlation between BIGFX and EFG is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2009 | 0.87 |
The correlation between BIGFX and EFG has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.
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Return for Risk
BIGFX vs. EFG — Risk / Return Rank
BIGFX
EFG
BIGFX vs. EFG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baron International Growth Fund (BIGFX) and iShares MSCI EAFE Growth ETF (EFG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BIGFX | EFG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.16 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 1.23 | -0.14 |
| Martin ratioReturn relative to average drawdown | 3.44 | 4.45 | -1.01 |
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Drawdowns
BIGFX vs. EFG - Drawdown Comparison
The maximum BIGFX drawdown since its inception was -41.12%, smaller than the maximum EFG drawdown of -58.40%. Use the drawdown chart below to compare losses from any high point for BIGFX and EFG.
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Drawdown Indicators
| BIGFX | EFG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.12% | -58.40% | +17.28% |
Max Drawdown (1Y)Largest decline over 1 year | -12.71% | -12.78% | +0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -15.28% | -16.87% | +1.59% |
Max Drawdown (5Y)Largest decline over 5 years | -41.12% | -35.78% | -5.34% |
Max Drawdown (10Y)Largest decline over 10 years | -41.12% | -35.78% | -5.34% |
Current DrawdownCurrent decline from peak | -4.20% | -3.18% | -1.02% |
Average DrawdownAverage peak-to-trough decline | -9.97% | -12.08% | +2.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.04% | 3.53% | +0.51% |
Volatility
BIGFX vs. EFG - Volatility Comparison
The current volatility for Baron International Growth Fund (BIGFX) is 5.14%, while iShares MSCI EAFE Growth ETF (EFG) has a volatility of 5.68%. This indicates that BIGFX experiences smaller price fluctuations and is considered to be less risky than EFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIGFX | EFG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 5.68% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 15.46% | 16.31% | -0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.89% | 18.67% | -0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.40% | 18.45% | -1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.19% | 17.62% | -0.43% |
BIGFX vs. EFG - Expense Ratio Comparison
BIGFX has a 1.20% expense ratio, which is higher than EFG's 0.34% expense ratio.
Dividends
BIGFX vs. EFG - Dividend Comparison
BIGFX's dividend yield for the trailing twelve months is around 0.78%, less than EFG's 2.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIGFX Baron International Growth Fund | 0.78% | 0.85% | 0.80% | 0.35% | 1.25% | 5.24% | 0.02% | 0.08% | 3.56% | 3.54% | 0.93% | 0.62% |
EFG iShares MSCI EAFE Growth ETF | 2.30% | 2.53% | 1.64% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% |
Frequently Asked Questions
BIGFX and EFG have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EFG has higher volatility (5.68%) compared to BIGFX (5.14%). In terms of maximum drawdown, BIGFX dropped -41.12% vs EFG's -58.40%.
EFG currently has the higher Sharpe Ratio (0.85 vs 0.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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