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GOOGL vs. EFA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GOOGL vs. EFA

Last updated Jun 13, 2026

GOOGL (Alphabet Inc. Class A) is a stock, while EFA (iShares MSCI EAFE ETF) is Foreign Large Cap Equities fund tracking the MSCI EAFE Index (Net). Over the past 10 years, GOOGL returned 25.76%/yr vs 9.84%/yr for EFA. At a 0.49 correlation, their price movements are largely independent.

Performance

GOOGL vs. EFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alphabet Inc. Class A (GOOGL) and iShares MSCI EAFE ETF (EFA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GOOGL achieves a 15.06% return, which is significantly higher than EFA's 9.36% return. Over the past 10 years, GOOGL has outperformed EFA with an annualized return of 25.76%, while EFA has yielded a comparatively lower 9.84% annualized return.

GOOGL

1D
0.53%
1M
-10.61%
YTD
15.06%
6M
16.44%
1Y
105.30%
3Y*
43.10%
5Y*
24.46%
10Y*
25.76%

EFA

1D
0.28%
1M
1.15%
YTD
9.36%
6M
10.80%
1Y
20.34%
3Y*
16.14%
5Y*
8.36%
10Y*
9.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOOGL vs. EFA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
GOOGL
Alphabet Inc. Class A		15.06%65.99%36.01%58.32%-39.09%65.30%30.85%28.18%-0.80%32.93%
EFA
iShares MSCI EAFE ETF		9.36%31.55%3.49%18.36%-14.39%11.45%7.60%22.04%-13.82%25.07%

Correlation

The correlation between GOOGL and EFA is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2004

0.49

The correlation between GOOGL and EFA shifts across timeframes, from 0.39 (3 years) to 0.53 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Alphabet Inc. Class A

iShares MSCI EAFE ETF

Often compared with GOOGL:
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Often compared with EFA:
EFA vs. IEFAEFA vs. VEAEFA vs. EFGEFA vs. XEF.TOEFA vs. EFAVEFA vs. IEUREFA vs. EFO

Return for Risk

GOOGL vs. EFA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GOOGL
GOOGL Risk / Return Rank: 9696
Overall Rank
GOOGL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOGL Sortino Ratio Rank: 9898
Sortino Ratio Rank
GOOGL Omega Ratio Rank: 9696
Omega Ratio Rank
GOOGL Calmar Ratio Rank: 9393
Calmar Ratio Rank
GOOGL Martin Ratio Rank: 9595
Martin Ratio Rank
EFA
EFA Risk / Return Rank: 4242
Overall Rank
EFA Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
EFA Sortino Ratio Rank: 4242
Sortino Ratio Rank
EFA Omega Ratio Rank: 4141
Omega Ratio Rank
EFA Calmar Ratio Rank: 4040
Calmar Ratio Rank
EFA Martin Ratio Rank: 4646
Martin Ratio Rank
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.

GOOGL vs. EFA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc. Class A (GOOGL) and iShares MSCI EAFE ETF (EFA). 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.

GOOGLEFADifference
Sharpe ratioReturn per unit of total volatility
3.62
1.31

+2.31

Sortino ratioReturn per unit of downside risk
4.92
1.91

+3.01

Omega ratioGain probability vs. loss probability

1.59

1.24

+0.35

Calmar ratioReturn relative to maximum drawdown

5.20

1.79

+3.41

Martin ratioReturn relative to average drawdown

18.48

6.67

+11.81

GOOGL vs. EFA - Sharpe Ratio Comparison

The current GOOGL Sharpe Ratio is 3.62, which is higher than the EFA Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of GOOGL and EFA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

GOOGL vs. EFA - Drawdown Comparison

The maximum GOOGL drawdown since its inception was -65.29%, which is greater than EFA's maximum drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for GOOGL and EFA.

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Drawdown Indicators

GOOGLEFADifference

Max Drawdown

Largest peak-to-trough decline

-65.29%

-61.04%

-4.25%

Max Drawdown (1Y)

Largest decline over 1 year

-20.37%

-11.42%

-8.95%

Max Drawdown (3Y)

Largest decline over 3 years

-29.81%

-14.05%

-15.76%

Max Drawdown (5Y)

Largest decline over 5 years

-44.32%

-29.53%

-14.79%

Max Drawdown (10Y)

Largest decline over 10 years

-44.32%

-34.19%

-10.13%

Current Drawdown

Current decline from peak

-10.61%

-0.61%

-10.00%

Average Drawdown

Average peak-to-trough decline

-13.01%

-11.92%

-1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.72%

3.07%

+2.65%

Volatility

GOOGL vs. EFA - Volatility Comparison

Alphabet Inc. Class A (GOOGL) has a higher volatility of 7.24% compared to iShares MSCI EAFE ETF (EFA) at 5.50%. This indicates that GOOGL's price experiences larger fluctuations and is considered to be riskier than EFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

GOOGLEFADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.24%

5.50%

+1.74%

Volatility (6M)

Calculated over the trailing 6-month period

20.82%

13.19%

+7.63%

Volatility (1Y)

Calculated over the trailing 1-year period

29.31%

15.64%

+13.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.33%

16.58%

+14.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.13%

17.27%

+11.86%

Dividends

GOOGL vs. EFA - Dividend Comparison

GOOGL's dividend yield for the trailing twelve months is around 0.24%, less than EFA's 3.09% yield.

PositionTTM20252024202320222021202020192018201720162015
EFA
iShares MSCI EAFE ETF		3.09%3.38%3.24%2.98%2.69%3.33%2.13%3.10%3.39%2.57%3.07%2.76%
GOOGL
Alphabet Inc. Class A		0.24%0.27%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

GOOGL and EFA have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GOOGL has higher volatility (7.24%) compared to EFA (5.50%). In terms of maximum drawdown, GOOGL dropped -65.29% vs EFA's -61.04%.

GOOGL currently has the higher Sharpe Ratio (3.62 vs 1.31), 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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