LMGEX vs. EFG
LMGEX (Franklin International Equity Fund) and EFG (iShares MSCI EAFE Growth ETF) are both Foreign Large Cap Equities funds. Over the past 10 years, LMGEX returned 7.91%/yr vs 7.96%/yr for EFG. Their correlation of 0.92 suggests significant overlap in exposure. LMGEX charges 2.05%/yr vs 0.40%/yr for EFG.
Performance
LMGEX vs. EFG - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with LMGEX having a 7.62% return and EFG slightly higher at 7.91%. Both investments have delivered pretty close results over the past 10 years, with LMGEX having a 7.91% annualized return and EFG not far ahead at 7.96%.
LMGEX
- 1D
- 0.41%
- 1M
- 3.82%
- YTD
- 7.62%
- 6M
- 10.01%
- 1Y
- 18.77%
- 3Y*
- 17.05%
- 5Y*
- 8.43%
- 10Y*
- 7.91%
EFG
- 1D
- -0.78%
- 1M
- 4.62%
- YTD
- 7.91%
- 6M
- 9.06%
- 1Y
- 14.40%
- 3Y*
- 10.91%
- 5Y*
- 4.23%
- 10Y*
- 7.96%
LMGEX vs. EFG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LMGEX Franklin International Equity Fund | 7.62% | 32.05% | 3.42% | 18.48% | -13.55% | 12.87% | 2.74% | 17.61% | -16.67% | 23.58% |
EFG iShares MSCI EAFE Growth ETF | 7.91% | 20.70% | 1.53% | 17.55% | -23.12% | 11.01% | 17.85% | 27.47% | -12.93% | 28.86% |
Correlation
The correlation between LMGEX and EFG is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2005 | 0.92 |
The correlation between LMGEX and EFG has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
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Return for Risk
LMGEX vs. EFG — Risk / Return Rank
LMGEX
EFG
LMGEX vs. EFG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin International Equity Fund (LMGEX) 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.
| LMGEX | EFG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.16 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 1.13 | +0.41 |
| Martin ratioReturn relative to average drawdown | 5.53 | 4.17 | +1.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LMGEX | EFG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 0.85 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.23 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.45 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.29 | -0.02 |
Drawdowns
LMGEX vs. EFG - Drawdown Comparison
The maximum LMGEX drawdown since its inception was -63.37%, which is greater than EFG's maximum drawdown of -58.40%. Use the drawdown chart below to compare losses from any high point for LMGEX and EFG.
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Drawdown Indicators
| LMGEX | EFG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.37% | -58.40% | -4.97% |
Max Drawdown (1Y)Largest decline over 1 year | -11.64% | -12.78% | +1.14% |
Max Drawdown (3Y)Largest decline over 3 years | -13.05% | -16.87% | +3.82% |
Max Drawdown (5Y)Largest decline over 5 years | -28.98% | -35.78% | +6.80% |
Max Drawdown (10Y)Largest decline over 10 years | -39.79% | -35.78% | -4.01% |
Current DrawdownCurrent decline from peak | -2.09% | -0.78% | -1.31% |
Average DrawdownAverage peak-to-trough decline | -18.21% | -12.16% | -6.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 3.46% | -0.21% |
Volatility
LMGEX vs. EFG - Volatility Comparison
The current volatility for Franklin International Equity Fund (LMGEX) is 4.70%, while iShares MSCI EAFE Growth ETF (EFG) has a volatility of 5.88%. This indicates that LMGEX 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
| LMGEX | EFG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.70% | 5.88% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 12.31% | 14.36% | -2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.18% | 17.08% | -1.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 18.11% | -2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.19% | 17.69% | -1.50% |
LMGEX vs. EFG - Expense Ratio Comparison
LMGEX has a 2.05% expense ratio, which is higher than EFG's 0.40% expense ratio.
Dividends
LMGEX vs. EFG - Dividend Comparison
LMGEX's dividend yield for the trailing twelve months is around 7.69%, more than EFG's 2.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFG iShares MSCI EAFE Growth ETF | 2.34% | 2.53% | 1.64% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% |
LMGEX Franklin International Equity Fund | 7.69% | 8.28% | 5.68% | 1.51% | 2.88% | 5.10% | 0.58% | 0.49% | 1.62% | 1.60% | 1.30% | 0.91% |
Frequently Asked Questions
With a correlation of 0.94, LMGEX and EFG 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.
EFG has higher volatility (5.88%) compared to LMGEX (4.70%). In terms of maximum drawdown, LMGEX dropped -63.37% vs EFG's -58.40%.
LMGEX currently has the higher Sharpe Ratio (1.19 vs 0.85), 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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