EFG vs. MSFT
EFG (iShares MSCI EAFE Growth ETF) is Foreign Large Cap Equities fund tracking the MSCI EAFE Growth Index, while MSFT (Microsoft Corporation) is a stock. Over the past 10 years, EFG returned 7.69%/yr vs 23.18%/yr for MSFT. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
EFG vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, EFG achieves a 5.25% return, which is significantly higher than MSFT's -16.45% return. Over the past 10 years, EFG has underperformed MSFT with an annualized return of 7.69%, while MSFT has yielded a comparatively higher 23.18% 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%
MSFT
- 1D
- 2.15%
- 1M
- 6.03%
- 6M
- -12.13%
- YTD
- -16.45%
- 1Y
- -20.50%
- 3Y*
- 6.20%
- 5Y*
- 8.30%
- 10Y*
- 23.18%
- ALL TIME*
- 24.73%
EFG vs. MSFT - 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% |
MSFT Microsoft Corporation | -16.45% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between EFG and MSFT is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2005 | 0.55 |
Over the past year, the correlation between EFG and MSFT has dropped to 0.18 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.
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Return for Risk
EFG vs. MSFT — Risk / Return Rank
EFG
MSFT
EFG vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Growth ETF (EFG) and Microsoft Corporation (MSFT). 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 | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.33 | ||
| Sortino ratioReturn per unit of downside risk | +1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 0.88 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.84 | -0.60 | +1.44 |
| Martin ratioReturn relative to average drawdown | 3.04 | -1.10 | +4.13 |
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Drawdowns
EFG vs. MSFT - Drawdown Comparison
The maximum EFG drawdown since its inception was -58.40%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for EFG and MSFT.
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Drawdown Indicators
| EFG | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.40% | -69.38% | +10.98% |
Max Drawdown (1Y)Largest decline over 1 year | -12.78% | -34.50% | +21.72% |
Max Drawdown (3Y)Largest decline over 3 years | -16.87% | -34.50% | +17.63% |
Max Drawdown (5Y)Largest decline over 5 years | -35.78% | -37.15% | +1.37% |
Max Drawdown (10Y)Largest decline over 10 years | -35.78% | -37.15% | +1.37% |
Current DrawdownCurrent decline from peak | -5.15% | -25.32% | +20.17% |
Average DrawdownAverage peak-to-trough decline | -12.09% | -21.80% | +9.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.54% | 18.74% | -15.20% |
Volatility
EFG vs. MSFT - Volatility Comparison
The current volatility for iShares MSCI EAFE Growth ETF (EFG) is 5.69%, while Microsoft Corporation (MSFT) has a volatility of 10.25%. This indicates that EFG experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFG | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 10.25% | -4.56% |
Volatility (6M)Calculated over the trailing 6-month period | 16.06% | 24.51% | -8.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.52% | 27.52% | -9.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.39% | 27.07% | -8.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.59% | 27.15% | -9.56% |
Dividends
EFG vs. MSFT - Dividend Comparison
EFG's dividend yield for the trailing twelve months is around 2.34%, more than MSFT's 0.88% 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% |
MSFT Microsoft Corporation | 0.88% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
Frequently Asked Questions
EFG and MSFT have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (10.25%) compared to EFG (5.69%). In terms of maximum drawdown, EFG dropped -58.40% vs MSFT's -69.38%.
EFG currently has the higher Sharpe Ratio (0.58 vs -0.75), 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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