EFG vs. VUG

Last updated Aug 2, 2026

EFG (iShares MSCI EAFE Growth ETF) and VUG (Vanguard Growth ETF) are both exchange-traded funds - EFG is a Foreign Large Cap Equities fund tracking the MSCI EAFE Growth Index, while VUG is a Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index. Both are passively managed. Over the past 10 years, EFG returned 7.77%/yr vs 17.38%/yr for VUG. Their 0.78 correlation means they have sometimes moved together and sometimes differently. EFG charges 0.34%/yr vs 0.03%/yr for VUG.

Performance

EFG vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE Growth ETF (EFG) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EFG achieves a 7.44% return, which is significantly higher than VUG's 5.02% return. Over the past 10 years, EFG has underperformed VUG with an annualized return of 7.77%, while VUG has yielded a comparatively higher 17.38% annualized return.

EFG

• 1D: -0.76%
• 1M: -1.78%
• 6M: 2.92%
• YTD: 7.44%
• 1Y: 16.22%
• 3Y*: 10.39%
• 5Y*: 3.90%
• 10Y*: 7.77%
• ALL TIME*: 6.08%

VUG

• 1D: 1.10%
• 1M: -0.35%
• 6M: 6.39%
• YTD: 5.02%
• 1Y: 15.36%
• 3Y*: 21.19%
• 5Y*: 12.16%
• 10Y*: 17.38%
• ALL TIME*: 12.08%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EFG iShares MSCI EAFE Growth ETF	$92.35M	$96.63M	$107.97M
VUG Vanguard Growth ETF	$556.11M	$661.72M	$650.91M

EFG vs. VUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EFG iShares MSCI EAFE Growth ETF	7.44%	20.70%	1.53%	17.55%	-23.12%	11.01%	17.85%	27.47%	-12.93%	28.86%
VUG Vanguard Growth ETF	5.02%	19.40%	32.69%	46.83%	-33.16%	27.35%	40.25%	37.03%	-3.32%	27.72%

Correlation

The correlation between EFG and VUG is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.72
Correlation (3Y) Balances recent behavior with more history.	0.69
Correlation (5Y) Shows whether the relationship held over a longer period.	0.74
Correlation (10Y) Provides a long-term view across more market conditions.	0.75
Correlation (All Time) Calculated using the full available price history since Aug 5, 2005	0.78

The correlation between EFG and VUG has been stable across timeframes, ranging from 0.69 to 0.78 - a consistent structural relationship.

EFG vs. VUG - Sectors Allocation Comparison

Sectors	EFG	VUG
Industrials	27.6%	5.3%
Technology	22.2%	56.2%
Healthcare	13.2%	4.7%
Financial Services	11.0%	3.8%
Consumer Cyclical	9.2%	11.5%
Basic Materials	5.6%	0.5%
Communication Services	4.8%	15.4%
Consumer Defensive	3.8%	1.4%
Utilities	1.4%	0.7%
Real Estate	0.7%	1.0%
Energy	0.5%	0.3%

Return for Risk

EFG vs. VUG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EFG

EFG Risk / Return Rank: 36
EFG Sharpe Ratio Rank: 35
EFG Sortino Ratio Rank: 35
EFG Omega Ratio Rank: 33
EFG Calmar Ratio Rank: 36
EFG Martin Ratio Rank: 41

VUG

VUG Risk / Return Rank: 28
VUG Sharpe Ratio Rank: 30
VUG Sortino Ratio Rank: 29
VUG Omega Ratio Rank: 28
VUG Calmar Ratio Rank: 25
VUG Martin Ratio Rank: 29

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EFG vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Growth ETF (EFG) and Vanguard Growth ETF (VUG). 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	VUG	Difference
Sharpe ratio: Return per unit of total volatility	0.85	0.72	+0.12
Sortino ratio: Return per unit of downside risk	1.31	1.10	+0.21
Omega ratio: Gain probability vs. loss probability	1.16	1.13	+0.02
Calmar ratio: Return relative to maximum drawdown	1.23	0.78	+0.46
Martin ratio: Return relative to average drawdown	4.45	2.47	+1.98

EFG vs. VUG - Sharpe Ratio Comparison

The current EFG Sharpe Ratio is 0.85, which is comparable to the VUG Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of EFG and VUG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EFG vs. VUG - Drawdown Comparison

The maximum EFG drawdown since its inception was -58.40%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for EFG and VUG.

Drawdown Indicators

	EFG	VUG	Difference
Max Drawdown Largest peak-to-trough decline	-58.40%	-50.68%	-7.72%
Max Drawdown (1Y) Largest decline over 1 year	-12.78%	-16.53%	+3.75%
Max Drawdown (3Y) Largest decline over 3 years	-16.87%	-22.85%	+5.98%
Max Drawdown (5Y) Largest decline over 5 years	-35.78%	-35.61%	-0.17%
Max Drawdown (10Y) Largest decline over 10 years	-35.78%	-35.61%	-0.17%
Current Drawdown Current decline from peak	-3.18%	-5.53%	+2.35%
Average Drawdown Average peak-to-trough decline	-12.08%	-7.08%	-5.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.53%	5.20%	-1.67%

Volatility

EFG vs. VUG - Volatility Comparison

iShares MSCI EAFE Growth ETF (EFG) and Vanguard Growth ETF (VUG) have volatilities of 5.68% and 5.58%, 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.

Volatility by Period

	EFG	VUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.68%	5.58%	+0.10%
Volatility (6M) Calculated over the trailing 6-month period	16.31%	14.24%	+2.07%
Volatility (1Y) Calculated over the trailing 1-year period	18.67%	17.74%	+0.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.45%	22.49%	-4.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.62%	21.55%	-3.93%

EFG vs. VUG - Expense Ratio Comparison

EFG has a 0.34% expense ratio, which is higher than VUG's 0.03% expense ratio.

Dividends

EFG vs. VUG - Dividend Comparison

EFG's dividend yield for the trailing twelve months is around 2.30%, more than VUG's 0.40% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EFG iShares MSCI EAFE Growth ETF	2.30%	2.53%	1.64%	1.63%	1.27%	1.54%	0.85%	1.69%	1.98%	1.56%	2.20%	1.75%
VUG Vanguard Growth ETF	0.40%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%

Frequently Asked Questions

Can I hold both EFG and VUG in my portfolio?

EFG and VUG have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EFG or VUG?

EFG has higher volatility (5.68%) compared to VUG (5.58%). In terms of maximum drawdown, EFG dropped -58.40% vs VUG's -50.68%.

Which ETF is better, EFG or VUG?

On 10-year performance, VUG leads with 17.38% vs 7.77% for EFG. On fees, VUG is cheaper at 0.03% per year. On volatility, VUG has been the lower-risk option at 5.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EFG or VUG?

Over the 10-year period, VUG has performed better with a 17.38% return vs 7.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EFG or VUG?

VUG is cheaper with a 0.03% expense ratio, compared with 0.34% for EFG.

Which ETF pays a higher dividend yield, EFG or VUG?

EFG has the higher dividend yield at 2.30%, compared with 0.40% for VUG.

What is the main difference between EFG and VUG?

EFG is categorized as Foreign Large Cap Equities, while VUG is Large Cap Growth Equities. EFG tracks MSCI EAFE Growth Index, while VUG tracks CRSP US Large Cap Growth Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.34% for EFG and 0.03% for VUG.

Which has better risk-adjusted returns?

EFG currently has the higher Sharpe Ratio (0.85 vs 0.72), 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.