FNGZX vs. EFG
FNGZX (Franklin International Growth Fund) and EFG (iShares MSCI EAFE Growth ETF) are both Foreign Large Cap Equities funds. Over the past 10 years, FNGZX returned 6.98%/yr vs 8.64%/yr for EFG. Their correlation of 0.83 suggests significant overlap in exposure. FNGZX charges 0.86%/yr vs 0.40%/yr for EFG.
Performance
FNGZX vs. EFG - Performance Comparison
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Returns By Period
In the year-to-date period, FNGZX achieves a -0.17% return, which is significantly lower than EFG's 7.78% return. Over the past 10 years, FNGZX has underperformed EFG with an annualized return of 6.98%, while EFG has yielded a comparatively higher 8.64% annualized return.
FNGZX
- 1D
- -0.51%
- 1M
- 2.89%
- YTD
- -0.17%
- 6M
- -0.85%
- 1Y
- -0.06%
- 3Y*
- 4.61%
- 5Y*
- -3.59%
- 10Y*
- 6.98%
EFG
- 1D
- -2.87%
- 1M
- 1.07%
- YTD
- 7.78%
- 6M
- 7.24%
- 1Y
- 15.20%
- 3Y*
- 11.33%
- 5Y*
- 4.16%
- 10Y*
- 8.64%
FNGZX vs. EFG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FNGZX Franklin International Growth Fund | -0.17% | 10.54% | 0.66% | 15.24% | -31.87% | 0.45% | 32.90% | 37.18% | -14.30% | 36.28% |
EFG iShares MSCI EAFE Growth ETF | 7.78% | 20.70% | 1.53% | 17.55% | -23.12% | 11.01% | 17.85% | 27.47% | -12.93% | 28.86% |
Correlation
The correlation between FNGZX and EFG is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2008 | 0.84 |
The correlation between FNGZX and EFG has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.
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Return for Risk
FNGZX vs. EFG — Risk / Return Rank
FNGZX
EFG
FNGZX vs. EFG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin International Growth Fund (FNGZX) and iShares MSCI EAFE Growth ETF (EFG). 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.
| FNGZX | EFG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.16 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.08 | 1.19 | -1.11 |
| Martin ratioReturn relative to average drawdown | 0.23 | 4.39 | -4.16 |
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Drawdowns
FNGZX vs. EFG - Drawdown Comparison
The maximum FNGZX drawdown since its inception was -53.35%, smaller than the maximum EFG drawdown of -58.40%. Use the drawdown chart below to compare losses from any high point for FNGZX and EFG.
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Drawdown Indicators
| FNGZX | EFG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.35% | -58.40% | +5.05% |
Max Drawdown (1Y)Largest decline over 1 year | -17.29% | -12.78% | -4.51% |
Max Drawdown (3Y)Largest decline over 3 years | -23.20% | -16.87% | -6.33% |
Max Drawdown (5Y)Largest decline over 5 years | -47.63% | -35.78% | -11.85% |
Max Drawdown (10Y)Largest decline over 10 years | -47.63% | -35.78% | -11.85% |
Current DrawdownCurrent decline from peak | -21.23% | -2.87% | -18.36% |
Average DrawdownAverage peak-to-trough decline | -14.18% | -12.13% | -2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.20% | 3.47% | +2.73% |
Volatility
FNGZX vs. EFG - Volatility Comparison
The current volatility for Franklin International Growth Fund (FNGZX) is 6.06%, while iShares MSCI EAFE Growth ETF (EFG) has a volatility of 7.05%. This indicates that FNGZX experiences smaller price fluctuations and is considered to be less risky than EFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FNGZX | EFG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.06% | 7.05% | -0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 14.35% | 15.65% | -1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.87% | 18.14% | -0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.44% | 18.33% | +3.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.32% | 17.59% | +2.73% |
FNGZX vs. EFG - Expense Ratio Comparison
FNGZX has a 0.86% expense ratio, which is higher than EFG's 0.40% expense ratio.
Dividends
FNGZX vs. EFG - Dividend Comparison
FNGZX's dividend yield for the trailing twelve months is around 3.38%, more than EFG's 2.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFG iShares MSCI EAFE Growth ETF | 2.29% | 2.53% | 1.64% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% |
FNGZX Franklin International Growth Fund | 3.38% | 3.37% | 2.07% | 0.00% | 1.74% | 1.11% | 2.23% | 0.30% | 2.04% | 1.31% | 0.90% | 0.36% |
Frequently Asked Questions
FNGZX and EFG have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EFG has higher volatility (7.05%) compared to FNGZX (6.06%). In terms of maximum drawdown, FNGZX dropped -53.35% vs EFG's -58.40%.
EFG currently has the higher Sharpe Ratio (0.84 vs 0.08), 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.
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