EFG vs. BIGFX
EFG (iShares MSCI EAFE Growth ETF) and BIGFX (Baron International Growth Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, EFG returned 7.96%/yr vs 8.51%/yr for BIGFX. Their correlation of 0.87 suggests significant overlap in exposure. EFG charges 0.40%/yr vs 1.20%/yr for BIGFX.
Performance
EFG vs. BIGFX - Performance Comparison
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Returns By Period
In the year-to-date period, EFG achieves a 7.91% return, which is significantly lower than BIGFX's 12.38% return. Over the past 10 years, EFG has underperformed BIGFX with an annualized return of 7.96%, while BIGFX has yielded a comparatively higher 8.51% annualized return.
EFG
- 1D
- -0.78%
- 1M
- 4.62%
- YTD
- 7.91%
- 6M
- 9.06%
- 1Y
- 14.40%
- 3Y*
- 10.91%
- 5Y*
- 4.23%
- 10Y*
- 7.96%
BIGFX
- 1D
- 0.28%
- 1M
- 5.08%
- YTD
- 12.38%
- 6M
- 13.06%
- 1Y
- 20.14%
- 3Y*
- 13.29%
- 5Y*
- 1.99%
- 10Y*
- 8.51%
EFG vs. BIGFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFG iShares MSCI EAFE Growth ETF | 7.91% | 20.70% | 1.53% | 17.55% | -23.12% | 11.01% | 17.85% | 27.47% | -12.93% | 28.86% |
BIGFX Baron International Growth Fund | 12.38% | 20.80% | 4.11% | 7.33% | -27.47% | 9.63% | 30.52% | 29.06% | -17.88% | 36.95% |
Correlation
The correlation between EFG and BIGFX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jan 6, 2009 | 0.87 |
The correlation between EFG and BIGFX has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.
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Return for Risk
EFG vs. BIGFX — Risk / Return Rank
EFG
BIGFX
EFG vs. BIGFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Growth ETF (EFG) and Baron International Growth Fund (BIGFX). 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.
| EFG | BIGFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.22 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | 1.53 | -0.40 |
| Martin ratioReturn relative to average drawdown | 4.17 | 5.04 | -0.87 |
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
| EFG | BIGFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.20 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.12 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.50 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.56 | -0.27 |
Drawdowns
EFG vs. BIGFX - Drawdown Comparison
The maximum EFG drawdown since its inception was -58.40%, which is greater than BIGFX's maximum drawdown of -41.12%. Use the drawdown chart below to compare losses from any high point for EFG and BIGFX.
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Drawdown Indicators
| EFG | BIGFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.40% | -41.12% | -17.28% |
Max Drawdown (1Y)Largest decline over 1 year | -12.78% | -12.71% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -16.87% | -16.71% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -35.78% | -41.12% | +5.34% |
Max Drawdown (10Y)Largest decline over 10 years | -35.78% | -41.12% | +5.34% |
Current DrawdownCurrent decline from peak | -0.78% | 0.00% | -0.78% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -10.04% | -2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 3.86% | -0.40% |
Volatility
EFG vs. BIGFX - Volatility Comparison
iShares MSCI EAFE Growth ETF (EFG) has a higher volatility of 5.88% compared to Baron International Growth Fund (BIGFX) at 5.52%. This indicates that EFG's price experiences larger fluctuations and is considered to be riskier than BIGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFG | BIGFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | 5.52% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 14.36% | 13.41% | +0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.08% | 16.34% | +0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.11% | 17.07% | +1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.69% | 17.23% | +0.46% |
EFG vs. BIGFX - Expense Ratio Comparison
EFG has a 0.40% expense ratio, which is lower than BIGFX's 1.20% expense ratio.
Dividends
EFG vs. BIGFX - Dividend Comparison
EFG's dividend yield for the trailing twelve months is around 2.34%, more than BIGFX's 0.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIGFX Baron International Growth Fund | 0.75% | 0.85% | 0.80% | 0.35% | 1.25% | 5.24% | 0.02% | 0.08% | 3.56% | 3.54% | 0.93% | 0.62% |
EFG iShares MSCI EAFE Growth ETF | 2.34% | 2.53% | 1.64% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% |
Frequently Asked Questions
EFG and BIGFX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EFG has higher volatility (5.88%) compared to BIGFX (5.52%). In terms of maximum drawdown, EFG dropped -58.40% vs BIGFX's -41.12%.
BIGFX currently has the higher Sharpe Ratio (1.20 vs 0.85), 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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