EFG vs. VIGI
Compare and contrast key facts about iShares MSCI EAFE Growth ETF (EFG) and Vanguard International Dividend Appreciation ETF (VIGI).
EFG and VIGI 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. VIGI is a passively managed fund by Vanguard that tracks the performance of the NASDAQ International DividendAchieversSelect Index. It was launched on Feb 25, 2016. Both EFG and VIGI 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 VIGI.
Key characteristics
| EFG | VIGI | |
|---|---|---|
| YTD Return | 4.43% | 1.03% |
| 1Y Return | 7.72% | 7.61% |
| 3Y Return (Ann) | 0.64% | 2.00% |
| 5Y Return (Ann) | 6.21% | 6.71% |
| Sharpe Ratio | 0.55 | 0.67 |
| Daily Std Dev | 13.70% | 11.21% |
| Max Drawdown | -58.41% | -31.01% |
| Current Drawdown | -7.97% | -4.40% |
Correlation
The correlation between EFG and VIGI is 0.94, 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. VIGI - Performance Comparison
In the year-to-date period, EFG achieves a 4.43% return, which is significantly higher than VIGI's 1.03% 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. VIGI - Expense Ratio Comparison
EFG has a 0.40% expense ratio, which is higher than VIGI's 0.15% expense ratio.
Risk-Adjusted Performance
EFG vs. VIGI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Growth ETF (EFG) and Vanguard International Dividend Appreciation ETF (VIGI). 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. VIGI - Dividend Comparison
EFG's dividend yield for the trailing twelve months is around 1.56%, less than VIGI's 2.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFG 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% |
VIGI Vanguard International Dividend Appreciation ETF | 2.06% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 0.98% | 0.00% | 0.00% | 0.00% |
Drawdowns
EFG vs. VIGI - Drawdown Comparison
The maximum EFG drawdown since its inception was -58.41%, which is greater than VIGI's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for EFG and VIGI. For additional features, visit the drawdowns tool.
Volatility
EFG vs. VIGI - Volatility Comparison
iShares MSCI EAFE Growth ETF (EFG) has a higher volatility of 4.38% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 3.46%. This indicates that EFG's price experiences larger fluctuations and is considered to be riskier than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.