EFG vs. VBK
Compare and contrast key facts about iShares MSCI EAFE Growth ETF (EFG) and Vanguard Small-Cap Growth ETF (VBK).
EFG and VBK 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. VBK is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Growth Index. It was launched on Jan 26, 2004. Both EFG and VBK 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 VBK.
Key characteristics
EFG | VBK | |
---|---|---|
YTD Return | 4.43% | 2.76% |
1Y Return | 7.72% | 19.48% |
3Y Return (Ann) | 0.64% | -3.12% |
5Y Return (Ann) | 6.21% | 6.36% |
10Y Return (Ann) | 5.27% | 8.55% |
Sharpe Ratio | 0.55 | 0.98 |
Daily Std Dev | 13.70% | 18.57% |
Max Drawdown | -58.41% | -58.69% |
Current Drawdown | -7.97% | -17.60% |
Correlation
The correlation between EFG and VBK is 0.76, 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.
Performance
EFG vs. VBK - Performance Comparison
In the year-to-date period, EFG achieves a 4.43% return, which is significantly higher than VBK's 2.76% return. Over the past 10 years, EFG has underperformed VBK with an annualized return of 5.27%, while VBK has yielded a comparatively higher 8.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EFG vs. VBK - Expense Ratio Comparison
EFG has a 0.40% expense ratio, which is higher than VBK's 0.07% expense ratio.
Risk-Adjusted Performance
EFG vs. VBK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Growth ETF (EFG) and Vanguard Small-Cap Growth ETF (VBK). 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. VBK - Dividend Comparison
EFG's dividend yield for the trailing twelve months is around 1.56%, more than VBK's 0.69% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
iShares MSCI EAFE Growth ETF | 1.56% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% | 2.34% | 1.86% |
Vanguard Small-Cap Growth ETF | 0.69% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% | 1.01% | 0.65% |
Drawdowns
EFG vs. VBK - Drawdown Comparison
The maximum EFG drawdown since its inception was -58.41%, roughly equal to the maximum VBK drawdown of -58.69%. Use the drawdown chart below to compare losses from any high point for EFG and VBK. For additional features, visit the drawdowns tool.
Volatility
EFG vs. VBK - Volatility Comparison
The current volatility for iShares MSCI EAFE Growth ETF (EFG) is 4.38%, while Vanguard Small-Cap Growth ETF (VBK) has a volatility of 5.39%. This indicates that EFG experiences smaller price fluctuations and is considered to be less risky than VBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.