EFG vs. VXUS

Last updated Jun 5, 2026

EFG (iShares MSCI EAFE Growth ETF) and VXUS (Vanguard Total International Stock ETF) are both exchange-traded funds - EFG is a Foreign Large Cap Equities fund tracking the MSCI EAFE Growth Index, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 10 years, EFG returned 8.02%/yr vs 9.69%/yr for VXUS. Their correlation of 0.94 suggests significant overlap in exposure. EFG charges 0.40%/yr vs 0.05%/yr for VXUS.

Performance

EFG vs. VXUS - Performance Comparison

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

Returns By Period

In the year-to-date period, EFG achieves a 8.93% return, which is significantly lower than VXUS's 14.45% return. Over the past 10 years, EFG has underperformed VXUS with an annualized return of 8.02%, while VXUS has yielded a comparatively higher 9.69% annualized return.

EFG

• 1D: 0.94%
• 1M: 3.79%
• YTD: 8.93%
• 6M: 9.83%
• 1Y: 14.70%
• 3Y*: 11.46%
• 5Y*: 4.43%
• 10Y*: 8.02%

VXUS

• 1D: 0.17%
• 1M: 3.40%
• YTD: 14.45%
• 6M: 16.87%
• 1Y: 31.38%
• 3Y*: 19.55%
• 5Y*: 8.49%
• 10Y*: 9.69%

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

EFG vs. VXUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EFG iShares MSCI EAFE Growth ETF	8.93%	20.70%	1.53%	17.55%	-23.12%	11.01%	17.85%	27.47%	-12.93%	28.86%
VXUS Vanguard Total International Stock ETF	14.45%	32.35%	5.08%	15.86%	-16.08%	8.98%	10.66%	21.75%	-14.43%	27.46%

Correlation

The correlation between EFG and VXUS is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.94
Correlation (All Time) Calculated using the full available price history since Jan 31, 2011	0.94

The correlation between EFG and VXUS has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

EFG vs. VXUS - Sectors Allocation Comparison

Sectors	EFG	VXUS
Industrials	29.6%	16.1%
Technology	18.1%	18.1%
Healthcare	14.2%	7.1%
Consumer Cyclical	10.7%	8.4%
Financial Services	10.6%	22.3%
Consumer Defensive	5.1%	5.0%
Communication Services	4.8%	4.4%
Basic Materials	4.6%	7.6%
Utilities	1.1%	3.2%
Real Estate	1.0%	2.6%
Energy	0.2%	5.2%

Return for Risk

EFG vs. VXUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EFG

EFG Risk / Return Rank: 26
EFG Sharpe Ratio Rank: 25
EFG Sortino Ratio Rank: 25
EFG Omega Ratio Rank: 24
EFG Calmar Ratio Rank: 25
EFG Martin Ratio Rank: 30

VXUS

VXUS Risk / Return Rank: 62
VXUS Sharpe Ratio Rank: 63
VXUS Sortino Ratio Rank: 62
VXUS Omega Ratio Rank: 64
VXUS Calmar Ratio Rank: 58
VXUS Martin Ratio Rank: 62

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EFG vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Growth ETF (EFG) and Vanguard Total International Stock ETF (VXUS). 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.

	EFG	VXUS	Difference
Sharpe ratio: Return per unit of total volatility	0.86	2.08	-1.21
Sortino ratio: Return per unit of downside risk	1.34	2.85	-1.51
Omega ratio: Gain probability vs. loss probability	1.16	1.38	-0.22
Calmar ratio: Return relative to maximum drawdown	1.15	2.80	-1.64
Martin ratio: Return relative to average drawdown	4.26	10.92	-6.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EFG vs. VXUS - Sharpe Ratio Comparison

The current EFG Sharpe Ratio is 0.86, which is lower than the VXUS Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of EFG and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EFG	VXUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.86	2.08	-1.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.25	0.53	-0.29
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	0.57	-0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.39	-0.09

Drawdowns

EFG vs. VXUS - Drawdown Comparison

The maximum EFG drawdown since its inception was -58.40%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for EFG and VXUS.

Drawdown Indicators

	EFG	VXUS	Difference
Max Drawdown Largest peak-to-trough decline	-58.40%	-35.97%	-22.43%
Max Drawdown (1Y) Largest decline over 1 year	-12.78%	-11.27%	-1.51%
Max Drawdown (3Y) Largest decline over 3 years	-16.87%	-13.58%	-3.29%
Max Drawdown (5Y) Largest decline over 5 years	-35.78%	-29.44%	-6.34%
Max Drawdown (10Y) Largest decline over 10 years	-35.78%	-35.97%	+0.19%
Current Drawdown Current decline from peak	0.00%	-0.82%	+0.82%
Average Drawdown Average peak-to-trough decline	-12.15%	-8.22%	-3.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.46%	2.88%	+0.58%

Volatility

EFG vs. VXUS - Volatility Comparison

iShares MSCI EAFE Growth ETF (EFG) and Vanguard Total International Stock ETF (VXUS) have volatilities of 5.72% and 5.46%, 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	VXUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.72%	5.46%	+0.26%
Volatility (6M) Calculated over the trailing 6-month period	14.38%	13.00%	+1.38%
Volatility (1Y) Calculated over the trailing 1-year period	17.08%	15.20%	+1.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.11%	16.04%	+2.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.69%	17.15%	+0.54%

EFG vs. VXUS - Expense Ratio Comparison

EFG has a 0.40% expense ratio, which is higher than VXUS's 0.05% expense ratio.

Dividends

EFG vs. VXUS - Dividend Comparison

EFG's dividend yield for the trailing twelve months is around 2.32%, less than VXUS's 2.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EFG iShares MSCI EAFE Growth ETF	2.32%	2.53%	1.64%	1.63%	1.27%	1.54%	0.85%	1.69%	1.98%	1.56%	2.20%	1.75%
VXUS Vanguard Total International Stock ETF	2.65%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

Frequently Asked Questions

Can I hold both EFG and VXUS in my portfolio?

With a correlation of 0.95, EFG and VXUS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, EFG or VXUS?

EFG has higher volatility (5.72%) compared to VXUS (5.46%). In terms of maximum drawdown, EFG dropped -58.40% vs VXUS's -35.97%.

Which ETF is better, EFG or VXUS?

On 10-year performance, VXUS leads with 9.69% vs 8.02% for EFG. On fees, VXUS is cheaper at 0.05% per year. On volatility, VXUS has been the lower-risk option at 5.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EFG or VXUS?

Over the 10-year period, VXUS has performed better with a 9.69% return vs 8.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EFG or VXUS?

VXUS is cheaper with a 0.05% expense ratio, compared with 0.40% for EFG.

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

VXUS has the higher dividend yield at 2.65%, compared with 2.32% for EFG.

What is the main difference between EFG and VXUS?

EFG is categorized as Foreign Large Cap Equities, while VXUS is Global Equities. EFG tracks MSCI EAFE Growth Index, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.40% for EFG and 0.05% for VXUS.

Which has better risk-adjusted returns?

VXUS currently has the higher Sharpe Ratio (2.08 vs 0.86), 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.