TIP vs EFG

Comparison between iShares TIPS Bond ETF (TIP, ETF) and ISHARES MSCI EAFE GROWTH ETF (EFG, ETF).

5-Year PerformanceEFG has outperformed TIP, delivering a return of +4.6% compared to +1.1%

TIP vs EFG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TIP(ETF)	EFG(ETF)
Net Assets	$14B	$14B
Expense Ratio	0.18%	0.34%
Max Drawdown	21.96%	59.71%
Sharpe Ratio	0.31	0.89
5Y Beta	0.04	0.85
5Y Dividends CAGR	19.66%	21.47%

Net Assets

TIP

$14B

EFG

$14B

Expense Ratio

Winner

TIP

0.18%

EFG

0.34%

Max Drawdown

Winner

TIP

21.96%

EFG

59.71%

Sharpe Ratio

TIP

0.31

Winner

EFG

0.89

5Y Beta

Winner

TIP

0.04

EFG

0.85

5Y Dividends CAGR

TIP

19.66%

Winner

EFG

21.47%

TIP vs EFG - Historical Returns

Returns include dividend reinvestment.

Period	TIP	EFG
1 month	+0.95%	+3.50%
3 months	+1.08%	+0.84%
6 months	+1.57%	+8.93%
1 year	+5.14%	+19.04%
5 years(CAGR)	+1.10%	+4.56%
10 years(CAGR)	+2.64%	+8.23%
Max(CAGR)	+3.54%	+6.15%

TIP

+0.95%

Winner

EFG

+3.50%

Winner

TIP

+1.08%

EFG

+0.84%

TIP

+1.57%

Winner

EFG

+8.93%

TIP

+5.14%

Winner

EFG

+19.04%

5Y(CAGR)

TIP

+1.10%

Winner

EFG

+4.56%

10Y(CAGR)

TIP

+2.64%

Winner

EFG

+8.23%

Max(CAGR)

TIP

+3.54%

Winner

EFG

+6.15%

TIP vs EFG - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

Year	TIP	EFG
2026	+1.91%	+6.42%
2025	+6.61%	+21.02%
2024	+1.79%	+3.20%
2023	+3.44%	+16.74%
2022	-11.74%	-23.27%
2021	+5.56%	+10.16%
2020	+10.30%	+17.02%
2019	+8.18%	+28.17%
2018	-1.18%	-13.23%
2017	+2.82%	+28.68%
2016	+4.27%	-1.54%
2015	-2.38%	+3.93%
2014	+3.25%	-4.10%
2013	-8.44%	+19.68%
2012	+6.43%	+14.71%
2011	+13.75%	-13.55%
2010	+5.86%	+9.96%
2009	+11.02%	+22.85%
2008	-1.32%	-40.01%
2007	+11.43%	+14.32%
2006	+0.06%	+17.74%
2005	+2.52%	+10.98%
2004	+8.51%	N/A
2003	-0.02%	N/A

TIP vs EFG Drawdown Comparison

The maximum drawdown for TIP was -14.58%, occurring on Nov 24, 2008. Recovery took 395 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 -0.66%.

Rank	TIP	EFG
#1	-14.58% Mar 10, 2008 - Oct 1, 2009	-58.41% Oct 31, 2007 - May 1, 2014
#2	-14.48% Nov 9, 2021 - Feb 27, 2026	-35.76% Sep 7, 2021 - May 19, 2025
#3	-11.20% Mar 6, 2020 - Apr 28, 2020	-29.88% Jan 17, 2020 - Jul 22, 2020
#4	-11.06% Dec 6, 2012 - Mar 20, 2019	-20.72% Jan 26, 2018 - Nov 1, 2019
#5	-6.30% Mar 17, 2004 - Sep 27, 2004	-18.90% May 21, 2015 - May 2, 2017
#6	-5.77% Oct 14, 2010 - Apr 19, 2011	-16.38% May 9, 2006 - Nov 30, 2006
#7	-3.84% Jun 1, 2005 - Aug 4, 2006	-13.53% Jul 3, 2014 - Apr 23, 2015
#8	-3.79% Aug 10, 2011 - Nov 2, 2011	-12.78% Feb 25, 2026 - Mar 27, 2026
#9	-3.39% Dec 4, 2006 - Mar 21, 2007	-12.13% Jul 12, 2007 - Sep 27, 2007
#10	-3.16% Feb 9, 2005 - Apr 20, 2005	-7.80% Feb 16, 2021 - Apr 15, 2021
#11	-3.15% Apr 30, 2007 - Jul 26, 2007	-7.72% Feb 26, 2007 - Mar 21, 2007
#12	-2.99% Jan 28, 2021 - May 5, 2021	-7.08% Oct 12, 2020 - Nov 5, 2020
#13	-2.94% Nov 26, 2007 - Jan 3, 2008	-6.95% Oct 27, 2025 - Jan 5, 2026
#14	-2.55% Nov 27, 2009 - Apr 29, 2010	-5.44% Jul 23, 2025 - Sep 11, 2025
#15	-2.46% Aug 29, 2019 - Jan 3, 2020	-5.20% Sep 29, 2005 - Dec 1, 2005

Correlation

Correlation between TIP and EFG is 0.86 which considered as a strong positive correlation - the stocks tend to move together.

0.86

-101

Dividend Comparison (2003 - 2026)

TIP vs EFG dividend yield comparison.

Year	TIP	EFG
2026	0.50%	0.00%
2025	3.46%	2.53%
2024	2.52%	1.64%
2023	2.73%	1.63%
2022	6.96%	1.27%
2021	4.28%	1.54%
2020	1.17%	0.85%
2019	1.75%	1.69%
2018	2.71%	1.98%
2017	2.07%	1.56%
2016	1.48%	2.20%
2015	0.34%	1.75%
2014	1.67%	2.34%
2013	1.15%	1.86%
2012	2.22%	2.29%
2011	4.10%	2.48%
2010	2.50%	1.78%
2009	3.89%	2.09%
2008	6.30%	2.91%
2007	4.25%	0.94%
2006	4.32%	1.01%
2005	5.42%	0.41%
2004	3.92%	0.00%
2003	0.12%	0.00%