EFG vs. EFA
Compare and contrast key facts about iShares MSCI EAFE Growth ETF (EFG) and iShares MSCI EAFE ETF (EFA).
EFG and EFA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. EFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Aug 14, 2001. Both EFG and EFA 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: EFG or EFA.
Performance
EFG vs. EFA - Performance Comparison
Returns By Period
In the year-to-date period, EFG achieves a 1.93% return, which is significantly lower than EFA's 4.15% return. Over the past 10 years, EFG has outperformed EFA with an annualized return of 5.31%, while EFA has yielded a comparatively lower 4.88% annualized return.
EFG
1.93%
-6.04%
-5.73%
10.01%
4.46%
5.31%
EFA
4.15%
-5.22%
-3.88%
12.09%
5.41%
4.88%
Key characteristics
| EFG | EFA | |
|---|---|---|
| Sharpe Ratio | 0.69 | 0.94 |
| Sortino Ratio | 1.07 | 1.36 |
| Omega Ratio | 1.13 | 1.17 |
| Calmar Ratio | 0.55 | 1.39 |
| Martin Ratio | 3.06 | 4.51 |
| Ulcer Index | 3.28% | 2.66% |
| Daily Std Dev | 14.46% | 12.76% |
| Max Drawdown | -58.41% | -61.04% |
| Current Drawdown | -10.18% | -8.65% |
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EFG vs. EFA - Expense Ratio Comparison
EFG has a 0.40% expense ratio, which is higher than EFA's 0.32% expense ratio.
Correlation
The correlation between EFG and EFA 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.
Risk-Adjusted Performance
EFG vs. EFA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Growth ETF (EFG) and iShares MSCI EAFE ETF (EFA). 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
EFG vs. EFA - Dividend Comparison
EFG's dividend yield for the trailing twelve months is around 1.58%, less than EFA's 3.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
EFG vs. EFA - Drawdown Comparison
The maximum EFG drawdown since its inception was -58.41%, roughly equal to the maximum EFA drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for EFG and EFA. For additional features, visit the drawdowns tool.
Volatility
EFG vs. EFA - Volatility Comparison
iShares MSCI EAFE Growth ETF (EFG) has a higher volatility of 4.20% compared to iShares MSCI EAFE ETF (EFA) at 4.00%. This indicates that EFG's price experiences larger fluctuations and is considered to be riskier than EFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.