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EFG vs. FID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EFG vs. FID

Last updated Jun 5, 2026

EFG (iShares MSCI EAFE Growth ETF) and FID (First Trust S&P International Dividend Aristocrats ETF) are both Foreign Large Cap Equities funds - EFG tracks the MSCI EAFE Growth Index while FID tracks the S&P International Dividend Aristocrats Index. Both are passively managed. Over the past 5 years, EFG returned 4.43%/yr vs 7.84%/yr for FID. A 0.70 correlation means they provide meaningful diversification when combined. EFG charges 0.40%/yr vs 0.60%/yr for FID.

Performance

EFG vs. FID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE Growth ETF (EFG) and First Trust S&P International Dividend Aristocrats ETF (FID). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with EFG having a 8.93% return and FID slightly higher at 9.08%.

EFG

1D
0.94%
1M
3.79%
YTD
8.93%
6M
9.83%
1Y
14.70%
3Y*
11.46%
5Y*
4.43%
10Y*
8.02%

FID

1D
0.47%
1M
2.45%
YTD
9.08%
6M
11.36%
1Y
22.92%
3Y*
17.77%
5Y*
7.84%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EFG vs. FID - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
EFG
iShares MSCI EAFE Growth ETF		8.93%20.70%1.53%17.55%-23.12%11.01%17.85%27.47%-14.59%
FID
First Trust S&P International Dividend Aristocrats ETF		9.08%32.07%5.42%9.92%-9.69%12.90%-7.56%20.82%-8.00%

Correlation

The correlation between EFG and FID is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.74

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

0.72

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

0.72

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2018

0.70

The correlation between EFG and FID has been stable across timeframes, ranging from 0.70 to 0.74 - a consistent structural relationship.

EFG vs. FID - Sectors Allocation Comparison

Sectors
EFG
FID

Industrials

29.6%
13.5%

Technology

18.1%
4.1%

Healthcare

14.2%
3.5%

Consumer Cyclical

10.7%
4.0%

Financial Services

10.6%
20.8%

Consumer Defensive

5.1%
3.7%

Communication Services

4.8%
11.5%

Basic Materials

4.6%
4.3%

Utilities

1.1%
17.4%

Real Estate

1.0%
9.4%

Energy

0.2%
8.0%

Industrials

EFG
29.6%
FID
13.5%

Technology

EFG
18.1%
FID
4.1%

Healthcare

EFG
14.2%
FID
3.5%

Consumer Cyclical

EFG
10.7%
FID
4.0%

Financial Services

EFG
10.6%
FID
20.8%

Consumer Defensive

EFG
5.1%
FID
3.7%

Communication Services

EFG
4.8%
FID
11.5%

Basic Materials

EFG
4.6%
FID
4.3%

Utilities

EFG
1.1%
FID
17.4%

Real Estate

EFG
1.0%
FID
9.4%

Energy

EFG
0.2%
FID
8.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI EAFE Growth ETF

First Trust S&P International Dividend Aristocrats ETF

Often compared with EFG:
EFG vs. EFAEFG vs. SPYEFG vs. VIGIEFG vs. IDMOEFG vs. JIGEFG vs. IXUSEFG vs. VUG
Often compared with FID:
FID vs. EFAVFID vs. IGROFID vs. KNGFID vs. VIGFID vs. VIGIFID vs. FDFIXFID vs. BRK-B

Return for Risk

EFG vs. FID — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EFG
EFG Risk / Return Rank: 2626
Overall Rank
EFG Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
EFG Sortino Ratio Rank: 2525
Sortino Ratio Rank
EFG Omega Ratio Rank: 2424
Omega Ratio Rank
EFG Calmar Ratio Rank: 2525
Calmar Ratio Rank
EFG Martin Ratio Rank: 3030
Martin Ratio Rank
FID
FID Risk / Return Rank: 6363
Overall Rank
FID Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FID Sortino Ratio Rank: 7272
Sortino Ratio Rank
FID Omega Ratio Rank: 6969
Omega Ratio Rank
FID Calmar Ratio Rank: 5353
Calmar Ratio Rank
FID Martin Ratio Rank: 5353
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.

EFG vs. FID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Growth ETF (EFG) and First Trust S&P International Dividend Aristocrats ETF (FID). 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.

EFGFIDDifference
Sharpe ratioReturn per unit of total volatility
0.86
2.27

-1.41

Sortino ratioReturn per unit of downside risk
1.34
3.22

-1.88

Omega ratioGain probability vs. loss probability

1.16

1.40

-0.24

Calmar ratioReturn relative to maximum drawdown

1.15

2.58

-1.42

Martin ratioReturn relative to average drawdown

4.26

9.00

-4.74

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EFG vs. FID - Sharpe Ratio Comparison

The current EFG Sharpe Ratio is 0.86, which is lower than the FID Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of EFG and FID, 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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Sharpe Ratios by Period

EFGFIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

2.27

-1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.46

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.40

-0.10

Drawdowns

EFG vs. FID - Drawdown Comparison

The maximum EFG drawdown since its inception was -58.40%, which is greater than FID's maximum drawdown of -39.79%. Use the drawdown chart below to compare losses from any high point for EFG and FID.

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Drawdown Indicators

EFGFIDDifference

Max Drawdown

Largest peak-to-trough decline

-58.40%

-39.79%

-18.61%

Max Drawdown (1Y)

Largest decline over 1 year

-12.78%

-8.93%

-3.85%

Max Drawdown (3Y)

Largest decline over 3 years

-16.87%

-10.97%

-5.90%

Max Drawdown (5Y)

Largest decline over 5 years

-35.78%

-29.13%

-6.65%

Max Drawdown (10Y)

Largest decline over 10 years

-35.78%

—

—

Current Drawdown

Current decline from peak

0.00%

-0.64%

+0.64%

Average Drawdown

Average peak-to-trough decline

-12.15%

-8.47%

-3.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

2.55%

+0.91%

Volatility

EFG vs. FID - Volatility Comparison

iShares MSCI EAFE Growth ETF (EFG) has a higher volatility of 5.72% compared to First Trust S&P International Dividend Aristocrats ETF (FID) at 2.98%. This indicates that EFG's price experiences larger fluctuations and is considered to be riskier than FID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EFGFIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.72%

2.98%

+2.74%

Volatility (6M)

Calculated over the trailing 6-month period

14.38%

8.13%

+6.25%

Volatility (1Y)

Calculated over the trailing 1-year period

17.08%

10.16%

+6.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.11%

17.04%

+1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.69%

18.95%

-1.26%

EFG vs. FID - Expense Ratio Comparison

EFG has a 0.40% expense ratio, which is lower than FID's 0.60% expense ratio.

Dividends

EFG vs. FID - Dividend Comparison

EFG's dividend yield for the trailing twelve months is around 2.32%, less than FID's 4.00% yield.

PositionTTM20252024202320222021202020192018201720162015
EFG
iShares MSCI EAFE Growth ETF		2.32%2.53%1.64%1.63%1.27%1.54%0.85%1.69%1.98%1.56%2.20%1.75%
FID
First Trust S&P International Dividend Aristocrats ETF		4.00%4.30%4.31%4.19%4.22%3.76%3.91%3.70%1.74%0.00%0.00%0.00%

Frequently Asked Questions

EFG and FID have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EFG has higher volatility (5.72%) compared to FID (2.98%). In terms of maximum drawdown, EFG dropped -58.40% vs FID's -39.79%.

On 5-year performance, FID leads with 7.84% vs 4.43% for EFG. On fees, EFG is cheaper at 0.40% per year. On volatility, FID has been the lower-risk option at 2.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FID has performed better with a 7.84% return vs 4.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EFG is cheaper with a 0.40% expense ratio, compared with 0.60% for FID.

FID has the higher dividend yield at 4.00%, compared with 2.32% for EFG.

EFG tracks MSCI EAFE Growth Index, while FID tracks S&P International Dividend Aristocrats Index. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.40% for EFG and 0.60% for FID.

FID currently has the higher Sharpe Ratio (2.27 vs 0.86), 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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