EFG vs. VOO
Compare and contrast key facts about iShares MSCI EAFE Growth ETF (EFG) and Vanguard S&P 500 ETF (VOO).
EFG and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both EFG and VOO 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 VOO.
Performance
EFG vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, EFG achieves a 1.93% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, EFG has underperformed VOO with an annualized return of 5.31%, while VOO has yielded a comparatively higher 13.12% annualized return.
EFG
1.93%
-6.04%
-5.73%
10.01%
4.46%
5.31%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| EFG | VOO | |
|---|---|---|
| Sharpe Ratio | 0.69 | 2.64 |
| Sortino Ratio | 1.07 | 3.53 |
| Omega Ratio | 1.13 | 1.49 |
| Calmar Ratio | 0.55 | 3.81 |
| Martin Ratio | 3.06 | 17.34 |
| Ulcer Index | 3.28% | 1.86% |
| Daily Std Dev | 14.46% | 12.20% |
| Max Drawdown | -58.41% | -33.99% |
| Current Drawdown | -10.18% | -2.16% |
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EFG vs. VOO - Expense Ratio Comparison
EFG has a 0.40% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between EFG and VOO is 0.82, 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.
Risk-Adjusted Performance
EFG vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Growth ETF (EFG) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
EFG's dividend yield for the trailing twelve months is around 1.58%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFG iShares MSCI EAFE Growth ETF | 1.58% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% | 2.34% | 1.86% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
EFG vs. VOO - Drawdown Comparison
The maximum EFG drawdown since its inception was -58.41%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EFG and VOO. For additional features, visit the drawdowns tool.
Volatility
EFG vs. VOO - Volatility Comparison
iShares MSCI EAFE Growth ETF (EFG) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.20% and 4.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.