I never tried myself, but know it exists, you have this website : http://geneontology.org/. In case you don't know, Gene Ontology (GO) provides an ontology of defined terms representing gene product properties and it covers three domains: cellular component, molecular function and biological process. I just tried it really quickly and if you search for EGF on the website, you will see a section called "Gene and Gene Products" and you can choose in which species.