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EFA vs. GOOGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EFA vs. GOOGL

Last updated Jun 13, 2026

EFA (iShares MSCI EAFE ETF) is Foreign Large Cap Equities fund tracking the MSCI EAFE Index (Net), while GOOGL (Alphabet Inc. Class A) is a stock. Over the past 10 years, EFA returned 9.84%/yr vs 25.76%/yr for GOOGL. At a 0.49 correlation, their price movements are largely independent.

Performance

EFA vs. GOOGL - Performance Comparison

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

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Returns By Period

In the year-to-date period, EFA achieves a 9.36% return, which is significantly lower than GOOGL's 15.06% return. Over the past 10 years, EFA has underperformed GOOGL with an annualized return of 9.84%, while GOOGL has yielded a comparatively higher 25.76% annualized return.

EFA

1D
0.28%
1M
1.15%
YTD
9.36%
6M
10.80%
1Y
20.34%
3Y*
16.14%
5Y*
8.36%
10Y*
9.84%

GOOGL

1D
0.53%
1M
-10.61%
YTD
15.06%
6M
16.44%
1Y
105.30%
3Y*
43.10%
5Y*
24.46%
10Y*
25.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EFA vs. GOOGL - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EFA
iShares MSCI EAFE ETF		9.36%31.55%3.49%18.36%-14.39%11.45%7.60%22.04%-13.82%25.07%
GOOGL
Alphabet Inc. Class A		15.06%65.99%36.01%58.32%-39.09%65.30%30.85%28.18%-0.80%32.93%

Correlation

The correlation between EFA and GOOGL is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2004

0.49

The correlation between EFA and GOOGL shifts across timeframes, from 0.39 (3 years) to 0.53 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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iShares MSCI EAFE ETF

Alphabet Inc. Class A

Often compared with EFA:
EFA vs. IEFAEFA vs. VEAEFA vs. EFGEFA vs. XEF.TOEFA vs. EFAVEFA vs. IEUREFA vs. EFO
Often compared with GOOGL:
GOOGL vs. GOOGGOOGL vs. MSFTGOOGL vs. AAPLGOOGL vs. VOOGOOGL vs. SPYGOOGL vs. VGTGOOGL vs. AMZN

Return for Risk

EFA vs. GOOGL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EFA
EFA Risk / Return Rank: 4242
Overall Rank
EFA Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
EFA Sortino Ratio Rank: 4242
Sortino Ratio Rank
EFA Omega Ratio Rank: 4141
Omega Ratio Rank
EFA Calmar Ratio Rank: 4040
Calmar Ratio Rank
EFA Martin Ratio Rank: 4646
Martin Ratio Rank
GOOGL
GOOGL Risk / Return Rank: 9696
Overall Rank
GOOGL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOGL Sortino Ratio Rank: 9898
Sortino Ratio Rank
GOOGL Omega Ratio Rank: 9696
Omega Ratio Rank
GOOGL Calmar Ratio Rank: 9393
Calmar Ratio Rank
GOOGL Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EFA vs. GOOGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE ETF (EFA) and Alphabet Inc. Class A (GOOGL). 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.

EFAGOOGLDifference
Sharpe ratioReturn per unit of total volatility
1.31
3.62

-2.31

Sortino ratioReturn per unit of downside risk
1.91
4.92

-3.01

Omega ratioGain probability vs. loss probability

1.24

1.59

-0.35

Calmar ratioReturn relative to maximum drawdown

1.79

5.20

-3.41

Martin ratioReturn relative to average drawdown

6.67

18.48

-11.81

EFA vs. GOOGL - Sharpe Ratio Comparison

The current EFA Sharpe Ratio is 1.31, which is lower than the GOOGL Sharpe Ratio of 3.62. The chart below compares the historical Sharpe Ratios of EFA and GOOGL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

EFA vs. GOOGL - Drawdown Comparison

The maximum EFA drawdown since its inception was -61.04%, smaller than the maximum GOOGL drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for EFA and GOOGL.

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Drawdown Indicators

EFAGOOGLDifference

Max Drawdown

Largest peak-to-trough decline

-61.04%

-65.29%

+4.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.42%

-20.37%

+8.95%

Max Drawdown (3Y)

Largest decline over 3 years

-14.05%

-29.81%

+15.76%

Max Drawdown (5Y)

Largest decline over 5 years

-29.53%

-44.32%

+14.79%

Max Drawdown (10Y)

Largest decline over 10 years

-34.19%

-44.32%

+10.13%

Current Drawdown

Current decline from peak

-0.61%

-10.61%

+10.00%

Average Drawdown

Average peak-to-trough decline

-11.92%

-13.01%

+1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

5.72%

-2.65%

Volatility

EFA vs. GOOGL - Volatility Comparison

The current volatility for iShares MSCI EAFE ETF (EFA) is 5.50%, while Alphabet Inc. Class A (GOOGL) has a volatility of 7.24%. This indicates that EFA experiences smaller price fluctuations and is considered to be less risky than GOOGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EFAGOOGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.50%

7.24%

-1.74%

Volatility (6M)

Calculated over the trailing 6-month period

13.19%

20.82%

-7.63%

Volatility (1Y)

Calculated over the trailing 1-year period

15.64%

29.31%

-13.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.58%

31.33%

-14.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.27%

29.13%

-11.86%

Dividends

EFA vs. GOOGL - Dividend Comparison

EFA's dividend yield for the trailing twelve months is around 3.09%, more than GOOGL's 0.24% yield.

PositionTTM20252024202320222021202020192018201720162015
EFA
iShares MSCI EAFE ETF		3.09%3.38%3.24%2.98%2.69%3.33%2.13%3.10%3.39%2.57%3.07%2.76%
GOOGL
Alphabet Inc. Class A		0.24%0.27%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

EFA and GOOGL have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOOGL has higher volatility (7.24%) compared to EFA (5.50%). In terms of maximum drawdown, EFA dropped -61.04% vs GOOGL's -65.29%.

GOOGL currently has the higher Sharpe Ratio (3.62 vs 1.31), 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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