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HYG vs EFG

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

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

HYG vs EFG - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

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

HYG vs EFG - Historical Returns

Returns include dividend reinvestment.

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

HYG vs EFG - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

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

HYG vs EFG Drawdown Comparison

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

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

The current EFG drawdown is -0.44%.

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

Correlation

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

0.94
-101

Dividend Comparison (2005 - 2026)

HYG vs EFG dividend yield comparison.

YearHYGEFG
20262.51%0.00%
20255.71%2.53%
20246.01%1.64%
20235.74%1.63%
20225.30%1.27%
20214.02%1.54%
20204.88%0.85%
20194.99%1.69%
20185.54%1.98%
20175.12%1.56%
20165.27%2.20%
20155.90%1.75%
20145.69%2.34%
20136.10%1.86%
20126.60%2.29%
20117.51%2.48%
20108.25%1.78%
20099.48%2.09%
200810.08%2.91%
20075.23%0.94%
20060.00%1.01%
20050.00%0.41%

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