EFAX vs. VGK
Compare and contrast key facts about SPDR MSCI EAFE Fossil Fuel Free ETF (EFAX) and Vanguard FTSE Europe ETF (VGK).
EFAX and VGK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFAX is a passively managed fund by State Street that tracks the performance of the MSCI EAFE ex Fossil Fuels Index. It was launched on Oct 24, 2016. VGK is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe Index. It was launched on Mar 4, 2005. Both EFAX and VGK 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: EFAX or VGK.
Correlation
The correlation between EFAX and VGK is -0.60. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
EFAX vs. VGK - Performance Comparison
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Key characteristics
EFAX:
5.86%
VGK:
17.81%
EFAX:
-0.86%
VGK:
-63.61%
EFAX:
-0.44%
VGK:
-0.26%
Returns By Period
EFAX
N/A
N/A
N/A
N/A
N/A
N/A
VGK
17.21%
8.49%
13.20%
11.08%
13.86%
5.75%
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EFAX vs. VGK - Expense Ratio Comparison
EFAX has a 0.20% expense ratio, which is higher than VGK's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
EFAX vs. VGK — Risk-Adjusted Performance Rank
EFAX
VGK
EFAX vs. VGK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI EAFE Fossil Fuel Free ETF (EFAX) and Vanguard FTSE Europe ETF (VGK). 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.
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Dividends
EFAX vs. VGK - Dividend Comparison
EFAX's dividend yield for the trailing twelve months is around 2.40%, less than VGK's 2.99% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFAX SPDR MSCI EAFE Fossil Fuel Free ETF | 2.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGK Vanguard FTSE Europe ETF | 2.99% | 3.61% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% |
Drawdowns
EFAX vs. VGK - Drawdown Comparison
The maximum EFAX drawdown since its inception was -0.86%, smaller than the maximum VGK drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for EFAX and VGK. For additional features, visit the drawdowns tool.
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Volatility
EFAX vs. VGK - Volatility Comparison
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