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EFG vs HYG

Comparison between ISHARES MSCI EAFE GROWTH ETF (EFG, ETF) and ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF (HYG, ETF).

5-Year PerformanceEFG has outperformed HYG, delivering a return of +4.1% compared to +3.7%

EFG vs HYG - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
EFG
$16B
Winner
HYG
$16B
Expense Ratio
Winner
EFG
0.34%
HYG
0.49%
Max Drawdown
EFG
59.71%
Winner
HYG
41.90%
Sharpe Ratio
EFG
0.61
Winner
HYG
0.72
5Y Beta
EFG
0.87
Winner
HYG
0.23
5Y Dividends CAGR
Winner
EFG
21.47%
HYG
3.61%

EFG vs HYG - Historical Returns

Returns include dividend reinvestment.

1M
Winner
EFG
+2.66%
HYG
+0.60%
3M
Winner
EFG
+8.13%
HYG
+2.28%
6M
Winner
EFG
+9.43%
HYG
+2.21%
1Y
Winner
EFG
+13.19%
HYG
+6.49%
5Y(CAGR)
Winner
EFG
+4.14%
HYG
+3.75%
10Y(CAGR)
Winner
EFG
+8.47%
HYG
+5.00%
Max(CAGR)
Winner
EFG
+6.16%
HYG
+4.97%

EFG vs HYG - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

YearEFGHYG
2026+7.27%+1.60%
2025+21.02%+8.34%
2024+3.20%+8.33%
2023+16.74%+11.32%
2022-23.27%-10.95%
2021+10.16%+3.96%
2020+17.02%+4.04%
2019+28.17%+14.24%
2018-13.23%-2.11%
2017+28.68%+5.63%
2016-1.54%+14.09%
2015+3.93%-5.03%
2014-4.10%+1.72%
2013+19.68%+4.77%
2012+14.71%+11.30%
2011-13.55%+6.68%
2010+9.96%+11.02%
2009+22.85%+28.98%
2008-40.01%-16.57%
2007+14.32%+1.62%
2006+17.74%N/A
2005+10.98%N/A

EFG vs HYG Drawdown Comparison

The maximum drawdown for EFG was -58.41%, occurring on Mar 9, 2009. Recovery took 1635 trading sessions.

The maximum drawdown for HYG was -34.28%, occurring on Nov 20, 2008. Recovery took 556 trading sessions.

The current EFG drawdown is -0.44%.

RankEFGHYG
#1-58.41%
Oct 31, 2007 - May 1, 2014
-34.28%
Sep 19, 2007 - Dec 2, 2009
#2-35.76%
Sep 7, 2021 - May 19, 2025
-22.03%
Feb 13, 2020 - Nov 4, 2020
#3-29.88%
Jan 17, 2020 - Jul 22, 2020
-15.79%
Dec 27, 2021 - Mar 7, 2024
#4-20.72%
Jan 26, 2018 - Nov 1, 2019
-13.44%
Apr 15, 2015 - Jul 8, 2016
#5-18.90%
May 21, 2015 - May 2, 2017
-10.05%
Jul 22, 2011 - Oct 24, 2011
#6-16.38%
May 9, 2006 - Nov 30, 2006
-8.38%
May 25, 2007 - Sep 18, 2007
#7-13.53%
Jul 3, 2014 - Apr 23, 2015
-7.90%
Oct 27, 2011 - Dec 23, 2011
#8-12.78%
Feb 25, 2026 - Jun 2, 2026
-7.07%
Apr 23, 2010 - Jul 20, 2010
#9-12.13%
Jul 12, 2007 - Sep 27, 2007
-7.05%
May 8, 2013 - Nov 29, 2013
#10-7.80%
Feb 16, 2021 - Apr 15, 2021
-6.42%
Jun 25, 2014 - Apr 15, 2015
#11-7.72%
Feb 26, 2007 - Mar 21, 2007
-6.41%
Oct 1, 2018 - Jan 31, 2019
#12-7.08%
Oct 12, 2020 - Nov 5, 2020
-6.05%
Jan 8, 2010 - Mar 16, 2010
#13-6.95%
Oct 27, 2025 - Jan 5, 2026
-4.56%
May 18, 2011 - Jul 7, 2011
#14-5.44%
Jul 23, 2025 - Sep 11, 2025
-4.56%
Feb 28, 2025 - May 12, 2025
#15-5.20%
Sep 29, 2005 - Dec 1, 2005
-4.50%
May 2, 2012 - Jun 29, 2012

Correlation

Correlation between EFG and HYG is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94
-101

Dividend Comparison (2005 - 2026)

EFG vs HYG dividend yield comparison.

YearEFGHYG
20260.00%2.51%
20252.53%5.71%
20241.64%6.01%
20231.63%5.74%
20221.27%5.30%
20211.54%4.02%
20200.85%4.88%
20191.69%4.99%
20181.98%5.54%
20171.56%5.12%
20162.20%5.27%
20151.75%5.90%
20142.34%5.69%
20131.86%6.10%
20122.29%6.60%
20112.48%7.51%
20101.78%8.25%
20092.09%9.48%
20082.91%10.08%
20070.94%5.23%
20061.01%0.00%
20050.41%0.00%

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