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IEFA vs VXUS: Performance & Backtest Comparison

IEFA delivered the higher return - 8.35% CAGR vs 7.75% - over 2012-11-30 → 2026-07-31.

Growth comparison

Drawdown

Annual returns

IEFAVXUS
NameiShares Core MSCI EAFE ETFVanguard Total International Stock ETF
CAGR8.35%7.75%
Total return201.05%179.18%
Volatility14.38%14.35%
Max drawdown-28.58%Sep 2022-28.32%Sep 2022
Sharpe0.510.48
Sortino0.790.71
Best year32.08%32.35%
Worst year-15.21%-16.10%
Final balance$30,105$27,918

Correlation of monthly returns: 0.98. Wondering if you need both? Check their fund overlap →

All figures are total returns: every dividend and distribution is reinvested on its ex-date, and prices are split-adjusted. See the methodology.

Which has performed better, IEFA or VXUS?

Over 2012-11-30 to 2026-07-31, IEFA performed better: 8.35% annualized versus 7.75% for VXUS, with dividends reinvested. Past performance does not guarantee future results.

How similar are IEFA and VXUS?

Their monthly returns have a correlation of 0.98 over the common period. IEFA is iShares Core MSCI EAFE ETF; VXUS is Vanguard Total International Stock ETF.

Which is riskier, IEFA or VXUS?

Over the common period IEFA had 14.38% annualized volatility and a -28.58% max drawdown, versus 14.35% and -28.32% for VXUS.