VIGI vs. EFG
Compare and contrast key facts about Vanguard International Dividend Appreciation ETF (VIGI) and iShares MSCI EAFE Growth ETF (EFG).
VIGI and EFG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VIGI is a passively managed fund by Vanguard that tracks the performance of the NASDAQ International DividendAchieversSelect Index. It was launched on Feb 25, 2016. EFG is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Growth Index. It was launched on Aug 1, 2005. Both VIGI and EFG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VIGI or EFG.
Performance
VIGI vs. EFG - Performance Comparison
Returns By Period
In the year-to-date period, VIGI achieves a 4.33% return, which is significantly higher than EFG's 1.93% return.
VIGI
4.33%
-5.80%
0.97%
12.96%
6.24%
N/A
EFG
1.93%
-6.86%
-5.73%
8.83%
4.43%
5.38%
Key characteristics
| VIGI | EFG | |
|---|---|---|
| Sharpe Ratio | 1.12 | 0.69 |
| Sortino Ratio | 1.65 | 1.07 |
| Omega Ratio | 1.19 | 1.13 |
| Calmar Ratio | 1.02 | 0.55 |
| Martin Ratio | 5.31 | 3.06 |
| Ulcer Index | 2.42% | 3.28% |
| Daily Std Dev | 11.45% | 14.46% |
| Max Drawdown | -31.01% | -58.41% |
| Current Drawdown | -8.31% | -10.18% |
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VIGI vs. EFG - Expense Ratio Comparison
VIGI has a 0.15% expense ratio, which is lower than EFG's 0.40% expense ratio.
Correlation
The correlation between VIGI and EFG is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
VIGI vs. EFG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International Dividend Appreciation ETF (VIGI) 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.
Dividends
VIGI vs. EFG - Dividend Comparison
VIGI's dividend yield for the trailing twelve months is around 2.03%, more than EFG's 1.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIGI Vanguard International Dividend Appreciation ETF | 2.03% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 0.98% | 0.00% | 0.00% | 0.00% |
EFG iShares MSCI EAFE Growth ETF | 1.58% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% | 2.34% | 1.86% |
Drawdowns
VIGI vs. EFG - Drawdown Comparison
The maximum VIGI drawdown since its inception was -31.01%, smaller than the maximum EFG drawdown of -58.41%. Use the drawdown chart below to compare losses from any high point for VIGI and EFG. For additional features, visit the drawdowns tool.
Volatility
VIGI vs. EFG - Volatility Comparison
The current volatility for Vanguard International Dividend Appreciation ETF (VIGI) is 3.37%, while iShares MSCI EAFE Growth ETF (EFG) has a volatility of 4.20%. This indicates that VIGI 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.