EFA vs. EFG
Compare and contrast key facts about iShares MSCI EAFE ETF (EFA) and iShares MSCI EAFE Growth ETF (EFG).
EFA and EFG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Aug 14, 2001. EFG is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Growth Index. It was launched on Aug 1, 2005. Both EFA and EFG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFA or EFG.
Key characteristics
| EFA | EFG | |
|---|---|---|
| YTD Return | 4.15% | 1.93% |
| 1Y Return | 12.09% | 10.01% |
| 3Y Return (Ann) | 1.47% | -3.13% |
| 5Y Return (Ann) | 5.41% | 4.46% |
| 10Y Return (Ann) | 4.88% | 5.31% |
| Sharpe Ratio | 0.94 | 0.69 |
| Sortino Ratio | 1.36 | 1.07 |
| Omega Ratio | 1.17 | 1.13 |
| Calmar Ratio | 1.39 | 0.55 |
| Martin Ratio | 4.51 | 3.06 |
| Ulcer Index | 2.66% | 3.28% |
| Daily Std Dev | 12.76% | 14.46% |
| Max Drawdown | -61.04% | -58.41% |
| Current Drawdown | -8.65% | -10.18% |
Correlation
The correlation between EFA and EFG is 0.97, 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
In the year-to-date period, EFA achieves a 4.15% return, which is significantly higher than EFG's 1.93% return. Over the past 10 years, EFA has underperformed EFG with an annualized return of 4.88%, while EFG has yielded a comparatively higher 5.31% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
EFA vs. EFG - Dividend Comparison
EFA's dividend yield for the trailing twelve months is around 3.01%, more than EFG's 1.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFA iShares MSCI EAFE ETF | 3.01% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% | 2.54% |
EFG iShares MSCI EAFE Growth ETF | 1.58% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% | 2.34% | 1.86% |
Drawdowns
EFA vs. EFG - Drawdown Comparison
The maximum EFA drawdown since its inception was -61.04%, roughly equal to the maximum EFG drawdown of -58.41%. Use the drawdown chart below to compare losses from any high point for EFA and EFG. For additional features, visit the drawdowns tool.
Volatility
EFA vs. EFG - Volatility Comparison
iShares MSCI EAFE ETF (EFA) and iShares MSCI EAFE Growth ETF (EFG) have volatilities of 4.00% and 4.20%, 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.