EFA vs. OIGAX
Compare and contrast key facts about iShares MSCI EAFE ETF (EFA) and Invesco Oppenheimer International Growth Fund Class A (OIGAX).
EFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Aug 14, 2001. OIGAX is managed by Invesco. It was launched on Mar 25, 1996.
Performance
EFA vs. OIGAX - Performance Comparison
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Returns By Period
In the year-to-date period, EFA achieves a 2.05% return, which is significantly higher than OIGAX's -6.87% return. Over the past 10 years, EFA has outperformed OIGAX with an annualized return of 8.89%, while OIGAX has yielded a comparatively lower 4.82% annualized return.
EFA
- 1D
- -0.62%
- 1M
- -1.17%
- YTD
- 2.05%
- 6M
- 4.94%
- 1Y
- 35.30%
- 3Y*
- 14.40%
- 5Y*
- 8.29%
- 10Y*
- 8.89%
OIGAX
- 1D
- -0.79%
- 1M
- -3.48%
- YTD
- -6.87%
- 6M
- -7.73%
- 1Y
- 15.72%
- 3Y*
- 5.03%
- 5Y*
- 0.12%
- 10Y*
- 4.82%
EFA vs. OIGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFA iShares MSCI EAFE ETF | 2.05% | 31.55% | 3.49% | 18.36% | -14.39% | 11.45% | 7.60% | 22.04% | -13.82% | 25.07% |
OIGAX Invesco Oppenheimer International Growth Fund Class A | -6.87% | 15.86% | -1.85% | 20.93% | -27.31% | 10.38% | 22.11% | 28.62% | -19.53% | 26.61% |
Correlation
The correlation between EFA and OIGAX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.
EFA vs. OIGAX - Expense Ratio Comparison
EFA has a 0.32% expense ratio, which is lower than OIGAX's 1.10% expense ratio.
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Return for Risk
EFA vs. OIGAX — Risk / Return Rank
EFA
OIGAX
EFA vs. OIGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE ETF (EFA) and Invesco Oppenheimer International Growth Fund Class A (OIGAX). 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.
| EFA | OIGAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 0.36 | +0.98 |
Sortino ratioReturn per unit of downside risk | 1.92 | 0.64 | +1.28 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.08 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.10 | 0.49 | +1.61 |
Martin ratioReturn relative to average drawdown | 7.89 | 1.84 | +6.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EFA | OIGAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 0.36 | +0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.01 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.26 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.37 | -0.07 |
Drawdowns
EFA vs. OIGAX - Drawdown Comparison
The maximum EFA drawdown since its inception was -61.04%, smaller than the maximum OIGAX drawdown of -67.43%. Use the drawdown chart below to compare losses from any high point for EFA and OIGAX.
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Drawdown Indicators
| EFA | OIGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.04% | -67.43% | +6.39% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -14.61% | +3.19% |
Max Drawdown (5Y)Largest decline over 5 years | -29.53% | -40.41% | +10.88% |
Max Drawdown (10Y)Largest decline over 10 years | -34.19% | -40.41% | +6.22% |
Current DrawdownCurrent decline from peak | -7.25% | -11.81% | +4.56% |
Average DrawdownAverage peak-to-trough decline | -12.00% | -17.37% | +5.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 3.92% | -0.88% |
Volatility
EFA vs. OIGAX - Volatility Comparison
iShares MSCI EAFE ETF (EFA) and Invesco Oppenheimer International Growth Fund Class A (OIGAX) have volatilities of 7.39% and 7.52%, 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.
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Volatility by Period
| EFA | OIGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.39% | 7.52% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 11.20% | 12.18% | -0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.75% | 18.09% | -0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.31% | 18.69% | -2.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.20% | 18.39% | -1.19% |
Dividends
EFA vs. OIGAX - Dividend Comparison
EFA's dividend yield for the trailing twelve months is around 3.31%, less than OIGAX's 47.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFA iShares MSCI EAFE ETF | 3.31% | 3.38% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% |
OIGAX Invesco Oppenheimer International Growth Fund Class A | 47.29% | 44.04% | 11.27% | 11.59% | 0.00% | 13.52% | 14.72% | 0.84% | 1.08% | 0.59% | 1.02% | 0.87% |