Excel VBA, Can you use Index, Match in VBA without calling Worksheet.Function?

I need to loop through an array, do an index match for tens of thousands of records and the call to worksheet.function is extremely slow. Any way to avoid the slowness or the call altogether?

        Set rTradeId = .Range("B2:B" & lRowsEag)
        avTradeId = rTradeId.Value2
        Set rEntity = .Range("C2:C" & lRowsEag)
        rEntity.ClearContents
        avEntity = rEntity.Value2
        On Error Resume Next
            With WorksheetFunction
                For j = 1 To UBound(avEntity)
                    avEntity(j, 1) = .Index(rTableLch, .Match(avTradeId(j, 1), rShAdmin, 0), 1)
                Next j
            End With
        On Error GoTo 0
        rEntity.Value2 = avEntity
newparadigmzAsked:
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leonstrykerCommented:
Not really. It is slow because of the number of functions you are executing.
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nutschCommented:
You could add a column, put the formula in it (through VBA), then copy / paste value and be done. It might be faster.

Have you added the classic speed up tags around your code?

With application
    .ScreenUpdating = False
    .EnableEvents = False
    .Calculation = xlCalculationManual
    .DisplayAlerts = False
End With

'your code

With application
    .ScreenUpdating = True
    .EnableEvents = True
    .Calculation = xlCalculationAutomatic
    .DisplayAlerts = True
End With

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newparadigmzAuthor Commented:
That's a bummer, Autofill is faster, but still pretty slow.

Thanks
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