VDGR.AX vs. EFG
VDGR.AX (Vanguard Diversified Growth Index ETF) and EFG (iShares MSCI EAFE Growth ETF) are both exchange-traded funds - VDGR.AX is a Diversified Portfolio fund tracking the Growth Composite Index, while EFG is a Foreign Large Cap Equities fund tracking the MSCI EAFE Growth Index. Both are passively managed. Over the past 5 years, VDGR.AX returned 7.10%/yr vs 5.97%/yr for EFG. At a 0.13 correlation, their price movements are largely independent. VDGR.AX charges 0.27%/yr vs 0.40%/yr for EFG.
Performance
VDGR.AX vs. EFG - Performance Comparison
Loading charts...
Different Trading Currencies
VDGR.AX is traded in AUD, while EFG is traded in USD. To make them comparable, the EFG values have been converted to AUD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VDGR.AX achieves a 3.36% return, which is significantly higher than EFG's 1.01% return.
VDGR.AX
- 1D
- 0.54%
- 1M
- 2.92%
- YTD
- 3.36%
- 6M
- 4.23%
- 1Y
- 11.94%
- 3Y*
- 11.80%
- 5Y*
- 7.10%
- 10Y*
- —
EFG
- 1D
- -0.32%
- 1M
- 5.18%
- YTD
- 1.01%
- 6M
- 0.99%
- 1Y
- 3.75%
- 3Y*
- 8.12%
- 5Y*
- 5.97%
- 10Y*
- 8.32%
VDGR.AX vs. EFG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VDGR.AX Vanguard Diversified Growth Index ETF | 3.36% | 11.12% | 14.15% | 12.94% | -10.19% | 12.28% | 7.09% | 19.35% | -0.78% | 1.14% |
EFG iShares MSCI EAFE Growth ETF | 1.01% | 11.93% | 11.74% | 17.64% | -18.04% | 17.52% | 7.50% | 28.07% | -3.59% | -1.04% |
Correlation
The correlation between VDGR.AX and EFG is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2017 | 0.13 |
The correlation between VDGR.AX and EFG shifts across timeframes, from -0.01 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VDGR.AX vs. EFG — Risk / Return Rank
VDGR.AX
EFG
VDGR.AX vs. EFG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Diversified Growth Index ETF (VDGR.AX) 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.
| VDGR.AX | EFG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.27 | ||
| Sortino ratioReturn per unit of downside risk | +1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.06 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | 0.28 | +1.70 |
| Martin ratioReturn relative to average drawdown | 7.45 | 0.84 | +6.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VDGR.AX | EFG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 0.28 | +1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.43 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.34 | +0.48 |
Drawdowns
VDGR.AX vs. EFG - Drawdown Comparison
The maximum VDGR.AX drawdown since its inception was -23.90%, smaller than the maximum EFG drawdown of -41.69%. Use the drawdown chart below to compare losses from any high point for VDGR.AX and EFG.
Loading charts...
Drawdown Indicators
| VDGR.AX | EFG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.90% | -41.69% | +17.79% |
Max Drawdown (1Y)Largest decline over 1 year | -5.99% | -13.47% | +7.48% |
Max Drawdown (3Y)Largest decline over 3 years | -10.00% | -13.47% | +3.47% |
Max Drawdown (5Y)Largest decline over 5 years | -15.79% | -27.67% | +11.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.67% | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.49% | +3.49% |
Average DrawdownAverage peak-to-trough decline | -3.33% | -12.62% | +9.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 4.50% | -2.90% |
Volatility
VDGR.AX vs. EFG - Volatility Comparison
The current volatility for Vanguard Diversified Growth Index ETF (VDGR.AX) is 2.38%, while iShares MSCI EAFE Growth ETF (EFG) has a volatility of 4.30%. This indicates that VDGR.AX 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.
Loading charts...
Volatility by Period
| VDGR.AX | EFG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.38% | 4.30% | -1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 6.22% | 11.48% | -5.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.67% | 13.56% | -5.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.93% | 13.86% | -4.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.65% | 14.40% | -4.75% |
VDGR.AX vs. EFG - Expense Ratio Comparison
VDGR.AX has a 0.27% expense ratio, which is lower than EFG's 0.40% expense ratio.
Dividends
VDGR.AX vs. EFG - Dividend Comparison
VDGR.AX's dividend yield for the trailing twelve months is around 3.17%, 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% |
VDGR.AX Vanguard Diversified Growth Index ETF | 3.17% | 3.04% | 2.57% | 2.36% | 3.91% | 8.07% | 5.20% | 2.91% | 2.05% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VDGR.AX and EFG have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VDGR.AX is cheaper at 0.27% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VDGR.AX is cheaper with a 0.27% expense ratio, compared with 0.40% for EFG.
VDGR.AX is categorized as Diversified Portfolio, while EFG is Foreign Large Cap Equities. VDGR.AX tracks Growth Composite Index, while EFG tracks MSCI EAFE Growth Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.27% for VDGR.AX and 0.40% for EFG.
Find the right allocation for VDGR.AX and EFG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer