EFG vs. JPM
EFG (iShares MSCI EAFE Growth ETF) is Foreign Large Cap Equities fund tracking the MSCI EAFE Growth Index, while JPM (JPMorgan Chase & Co.) is a stock. Over the past 10 years, EFG returned 7.69%/yr vs 21.27%/yr for JPM. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
EFG vs. JPM - Performance Comparison
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Returns By Period
In the year-to-date period, EFG achieves a 5.25% return, which is significantly lower than JPM's 6.66% return. Over the past 10 years, EFG has underperformed JPM with an annualized return of 7.69%, while JPM has yielded a comparatively higher 21.27% annualized return.
EFG
- 1D
- -0.91%
- 1M
- -4.92%
- 6M
- 0.56%
- YTD
- 5.25%
- 1Y
- 10.73%
- 3Y*
- 9.43%
- 5Y*
- 3.72%
- 10Y*
- 7.69%
- ALL TIME*
- 5.99%
JPM
- 1D
- -0.65%
- 1M
- 4.67%
- 6M
- 9.49%
- YTD
- 6.66%
- 1Y
- 18.57%
- 3Y*
- 32.69%
- 5Y*
- 20.23%
- 10Y*
- 21.27%
- ALL TIME*
- 12.35%
EFG vs. JPM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFG iShares MSCI EAFE Growth ETF | 5.25% | 20.70% | 1.53% | 17.55% | -23.12% | 11.01% | 17.85% | 27.47% | -12.93% | 28.86% |
JPM JPMorgan Chase & Co. | 6.66% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between EFG and JPM is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2005 | 0.54 |
The correlation between EFG and JPM shifts across timeframes, from 0.37 (3 years) to 0.54 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EFG vs. JPM — Risk / Return Rank
EFG
JPM
EFG vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Growth ETF (EFG) and JPMorgan Chase & Co. (JPM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EFG | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.16 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.84 | 1.21 | -0.36 |
| Martin ratioReturn relative to average drawdown | 3.04 | 2.85 | +0.18 |
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Drawdowns
EFG vs. JPM - Drawdown Comparison
The maximum EFG drawdown since its inception was -58.40%, smaller than the maximum JPM drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for EFG and JPM.
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Drawdown Indicators
| EFG | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.40% | -76.16% | +17.76% |
Max Drawdown (1Y)Largest decline over 1 year | -12.78% | -15.47% | +2.69% |
Max Drawdown (3Y)Largest decline over 3 years | -16.87% | -24.42% | +7.55% |
Max Drawdown (5Y)Largest decline over 5 years | -35.78% | -38.77% | +2.99% |
Max Drawdown (10Y)Largest decline over 10 years | -35.78% | -43.63% | +7.85% |
Current DrawdownCurrent decline from peak | -5.15% | -2.32% | -2.83% |
Average DrawdownAverage peak-to-trough decline | -12.09% | -17.58% | +5.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.54% | 6.53% | -2.99% |
Volatility
EFG vs. JPM - Volatility Comparison
The current volatility for iShares MSCI EAFE Growth ETF (EFG) is 5.69%, while JPMorgan Chase & Co. (JPM) has a volatility of 6.42%. This indicates that EFG experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFG | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 6.42% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 16.06% | 16.66% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.52% | 22.17% | -3.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.39% | 24.41% | -6.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.59% | 27.31% | -9.72% |
Dividends
EFG vs. JPM - Dividend Comparison
EFG's dividend yield for the trailing twelve months is around 2.34%, more than JPM's 1.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
JPM JPMorgan Chase & Co. | 1.77% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
Frequently Asked Questions
EFG and JPM have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JPM has higher volatility (6.42%) compared to EFG (5.69%). In terms of maximum drawdown, EFG dropped -58.40% vs JPM's -76.16%.
JPM currently has the higher Sharpe Ratio (0.84 vs 0.58), 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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