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EFA vs. EFG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EFA and EFG is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

EFA vs. EFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE ETF (EFA) and iShares MSCI EAFE Growth ETF (EFG). The values are adjusted to include any dividend payments, if applicable.

140.00%150.00%160.00%170.00%180.00%190.00%December2025FebruaryMarchAprilMay
179.17%
192.63%
EFA
EFG

Key characteristics

Sharpe Ratio

EFA:

0.87

EFG:

0.52

Sortino Ratio

EFA:

1.32

EFG:

0.87

Omega Ratio

EFA:

1.18

EFG:

1.11

Calmar Ratio

EFA:

1.09

EFG:

0.58

Martin Ratio

EFA:

3.28

EFG:

1.74

Ulcer Index

EFA:

4.69%

EFG:

5.67%

Daily Std Dev

EFA:

17.61%

EFG:

19.07%

Max Drawdown

EFA:

-61.04%

EFG:

-58.40%

Current Drawdown

EFA:

0.00%

EFG:

-1.47%

Returns By Period

In the year-to-date period, EFA achieves a 14.07% return, which is significantly higher than EFG's 10.12% return. Both investments have delivered pretty close results over the past 10 years, with EFA having a 5.49% annualized return and EFG not far behind at 5.48%.


EFA

YTD

14.07%

1M

14.97%

6M

10.05%

1Y

12.71%

5Y*

12.64%

10Y*

5.49%

EFG

YTD

10.12%

1M

15.98%

6M

6.31%

1Y

7.06%

5Y*

8.97%

10Y*

5.48%

*Annualized

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EFA vs. EFG - Expense Ratio Comparison

EFA has a 0.32% expense ratio, which is lower than EFG's 0.40% expense ratio.


Risk-Adjusted Performance

EFA vs. EFG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EFA
The Risk-Adjusted Performance Rank of EFA is 7474
Overall Rank
The Sharpe Ratio Rank of EFA is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of EFA is 7373
Sortino Ratio Rank
The Omega Ratio Rank of EFA is 7171
Omega Ratio Rank
The Calmar Ratio Rank of EFA is 8181
Calmar Ratio Rank
The Martin Ratio Rank of EFA is 7171
Martin Ratio Rank

EFG
The Risk-Adjusted Performance Rank of EFG is 5151
Overall Rank
The Sharpe Ratio Rank of EFG is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of EFG is 5050
Sortino Ratio Rank
The Omega Ratio Rank of EFG is 4747
Omega Ratio Rank
The Calmar Ratio Rank of EFG is 5959
Calmar Ratio Rank
The Martin Ratio Rank of EFG is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EFA vs. EFG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE ETF (EFA) 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.


The current EFA Sharpe Ratio is 0.87, which is higher than the EFG Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of EFA and EFG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2025FebruaryMarchAprilMay
0.87
0.52
EFA
EFG

Dividends

EFA vs. EFG - Dividend Comparison

EFA's dividend yield for the trailing twelve months is around 2.84%, more than EFG's 1.49% yield.


TTM20242023202220212020201920182017201620152014
EFA
iShares MSCI EAFE ETF
2.84%3.24%2.98%2.69%3.33%2.13%3.10%3.39%2.57%3.07%2.76%3.72%
EFG
iShares MSCI EAFE Growth ETF
1.49%1.64%1.63%1.27%1.54%0.85%1.69%1.98%1.56%2.20%1.75%2.34%

Drawdowns

EFA vs. EFG - Drawdown Comparison

The maximum EFA drawdown since its inception was -61.04%, roughly equal to the maximum EFG drawdown of -58.40%. Use the drawdown chart below to compare losses from any high point for EFA and EFG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay0
-1.47%
EFA
EFG

Volatility

EFA vs. EFG - Volatility Comparison

iShares MSCI EAFE ETF (EFA) and iShares MSCI EAFE Growth ETF (EFG) have volatilities of 11.67% and 11.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
11.67%
11.90%
EFA
EFG