Excel VBA - strange behaviour and poor performance when UDF wraps VLOOKUP

Question

I want to write a user defined function that wraps VLOOKUP. All it requires is a reference to the column that data should be imported from, and it will execute a VLOOKUP assuming that the IDs are in column A and there are fewer than 3000 rows to search.

Function AutoVlookup( importFrom As Range) As Variant
    Dim arg1, arg2, arg3, arg4 As Variant
    Dim arg1Str, arg2Str As String

    arg1Str = "$A" & Application.Caller.row 'get ID
    arg1 = Application.Caller.Parent.Range(arg1Str)
    arg2Str = "$A$1:$" & Split(cells(1, importFrom.column).Address, "$")(1) & "$3000"
    arg2 = importFrom.Parent.Range(arg2Str) 'get range to search in (in other workbook)
    arg3 = importFrom.column 'get column to return
    arg4 = False 'exact match

    AutoVlookup = Application.WorksheetFunction.VLookup(arg1, arg2, arg3, arg4)   
End Function

I am running into two problems.

Firstly, the execution time is terrible. It takes several minutes to run this formula 1000 times, whereas the same VLOOKUP not wrapped in a UDF is very fast.

Secondly, when I first fill a column with =AutoVLookup(<column in other workbook>) every row will incorrectly show the same result until something triggers them to recalculate.

What am I doing wrong?

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edit, answer:

Here is the code I made using advice from Santosh and Charles:

Function EasyLookup(importFrom As Range) As Variant
    Application.Volatile False 'does not recalculate whenever cells on sheet change

    Dim Id As String
    Dim match As Integer
    Dim importColumnAddress As String
    Dim initialCalculationSetting As XlCalculation
    Dim initialScreenUpdateMode As Boolean
    Dim initialEnableEventsMode As Boolean

    'saving the settings, to be reverted later
    initialScreenUpdateMode = Application.ScreenUpdating
    initialCalculationSetting = Application.Calculation
    initialEnableEventsMode = Application.EnableEvents
    'changes screen update and calculation settings for performance
    Application.ScreenUpdating = False
    Application.Calculation = xlCalculationManual
    Application.EnableEvents = False

    'find ID on formula's sheet
    Id = Application.caller.Parent.Cells(Application.caller.row, 1).value
    'find row with ID on column A of data source sheet
    match = Application.WorksheetFunction.match(Id, importFrom.Parent.Range("$A$1:$A$4000"), 0) 'assumes no more than 4000 rows.

    'retrieve value from importFrom's column, on the row where ID was found
    importColumnAddress = Split(Cells(1, importFrom.column).Address, "$")(1)
    importColumnAddress = importColumnAddress & ":" & importColumnAddress
    EasyLookup = Application.WorksheetFunction.Index(importFrom.Parent.Range(importColumnAddress), match)

    'revert performance tweaks
    Application.ScreenUpdating = initialScreenUpdateMode
    Application.Calculation = initialCalculationSetting
    Application.EnableEvents = initialEnableEventsMode
End Function

It is much faster because it does not read in as much data, as it uses INDEX/MATCH rather than VLOOKUP. It also does not recalculate every time a cell in the sheet changes.

Answer 1

Try below code :

Function AutoVlookup(importFrom As Range) As Variant

    Application.Volatile False
    Application.Calculation = xlCalculationManual
    Application.ScreenUpdating = False
    Application.EnableEvents = False

    Dim arg1, arg2, arg3, arg4 As Variant
    Dim arg1Str, arg2Str As String
    Dim rng As Object

    Set rng = Application.Caller
    arg1Str = "$A" & rng.Row    'get ID
    Set arg1 = Application.Caller.Parent.Range(arg1Str)

    arg2Str = "$A$1:$" & Split(Cells(1, importFrom.Column).Address, "$")(1) & "$3000"
    Set arg2 = importFrom.Parent.Range(arg2Str)    'get range to search in (in other workbook)

    arg3 = importFrom.Column    'get column to return
    arg4 = False    'exact match

    AutoVlookup = Application.VLookup(arg1, arg2, arg3, arg4)

    Application.ScreenUpdating = True
    Application.Calculation = xlCalculationAutomatic
    Application.EnableEvents = True
End Function

Answer 2

The main reasons your UDF is slow are:
1) you are forcing it to import 3000 rows of data from Excel to the VBA variant and then passing the 3000 rows of data back to VLOOKUP rather than just using a reference to the range
2) You are not bypassing the VBE Refresh bug

see the series of posts about building a faster lookup etc at
http://fastexcel.wordpress.com/2011/07/20/developing-faster-lookups-part-1-using-excels-functions-efficiently/

Also your UDF will not work correctly in circumstances where it references cells that are not included in the importfrom range.

Finally I am not sure I understand what you are trying to achieve: would it not be simpler (and much more efficient) to use INDEX or implicit referencing rather than VLOOKUP?