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ASIAX vs. ETGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ASIAX vs. ETGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco EQV Asia Pacific Equity Fund (ASIAX) and Eaton Vance Greater India Fund (ETGIX). The values are adjusted to include any dividend payments, if applicable.

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ASIAX vs. ETGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ASIAX
Invesco EQV Asia Pacific Equity Fund
0.36%24.56%9.59%0.87%-10.82%-6.10%25.76%17.78%-11.50%29.13%
ETGIX
Eaton Vance Greater India Fund
-16.53%-2.06%17.55%20.60%-19.86%25.74%17.64%10.52%-12.14%44.79%

Returns By Period

In the year-to-date period, ASIAX achieves a 0.36% return, which is significantly higher than ETGIX's -16.53% return. Both investments have delivered pretty close results over the past 10 years, with ASIAX having a 7.29% annualized return and ETGIX not far ahead at 7.44%.


ASIAX

1D
2.45%
1M
-8.56%
YTD
0.36%
6M
5.66%
1Y
27.53%
3Y*
9.63%
5Y*
2.35%
10Y*
7.29%

ETGIX

1D
1.71%
1M
-10.72%
YTD
-16.53%
6M
-14.58%
1Y
-12.32%
3Y*
6.60%
5Y*
2.28%
10Y*
7.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ASIAX vs. ETGIX - Expense Ratio Comparison

ASIAX has a 1.45% expense ratio, which is lower than ETGIX's 1.57% expense ratio.


Return for Risk

ASIAX vs. ETGIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASIAX
ASIAX Risk / Return Rank: 8383
Overall Rank
ASIAX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ASIAX Sortino Ratio Rank: 8484
Sortino Ratio Rank
ASIAX Omega Ratio Rank: 8181
Omega Ratio Rank
ASIAX Calmar Ratio Rank: 8383
Calmar Ratio Rank
ASIAX Martin Ratio Rank: 8282
Martin Ratio Rank

ETGIX
ETGIX Risk / Return Rank: 11
Overall Rank
ETGIX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
ETGIX Sortino Ratio Rank: 00
Sortino Ratio Rank
ETGIX Omega Ratio Rank: 11
Omega Ratio Rank
ETGIX Calmar Ratio Rank: 11
Calmar Ratio Rank
ETGIX Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ASIAX vs. ETGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco EQV Asia Pacific Equity Fund (ASIAX) and Eaton Vance Greater India Fund (ETGIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ASIAXETGIXDifference

Sharpe ratio

Return per unit of total volatility

1.71

-0.91

+2.61

Sortino ratio

Return per unit of downside risk

2.32

-1.21

+3.52

Omega ratio

Gain probability vs. loss probability

1.33

0.86

+0.47

Calmar ratio

Return relative to maximum drawdown

2.19

-0.58

+2.77

Martin ratio

Return relative to average drawdown

8.81

-1.87

+10.67

ASIAX vs. ETGIX - Sharpe Ratio Comparison

The current ASIAX Sharpe Ratio is 1.71, which is higher than the ETGIX Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of ASIAX and ETGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ASIAXETGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

-0.91

+2.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.15

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.42

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.25

+0.21

Correlation

The correlation between ASIAX and ETGIX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ASIAX vs. ETGIX - Dividend Comparison

ASIAX's dividend yield for the trailing twelve months is around 21.34%, more than ETGIX's 17.33% yield.


TTM20252024202320222021202020192018201720162015
ASIAX
Invesco EQV Asia Pacific Equity Fund
21.34%21.41%8.68%2.84%7.25%7.71%7.37%5.67%7.17%7.91%1.09%3.15%
ETGIX
Eaton Vance Greater India Fund
17.33%14.47%4.07%4.85%21.62%8.60%0.24%2.79%1.17%3.32%0.56%0.79%

Drawdowns

ASIAX vs. ETGIX - Drawdown Comparison

The maximum ASIAX drawdown since its inception was -63.78%, smaller than the maximum ETGIX drawdown of -73.62%. Use the drawdown chart below to compare losses from any high point for ASIAX and ETGIX.


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Drawdown Indicators


ASIAXETGIXDifference

Max Drawdown

Largest peak-to-trough decline

-63.78%

-73.62%

+9.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

-22.03%

+10.30%

Max Drawdown (5Y)

Largest decline over 5 years

-32.40%

-29.84%

-2.56%

Max Drawdown (10Y)

Largest decline over 10 years

-36.32%

-42.71%

+6.39%

Current Drawdown

Current decline from peak

-9.56%

-25.97%

+16.41%

Average Drawdown

Average peak-to-trough decline

-15.17%

-26.89%

+11.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

6.83%

-3.91%

Volatility

ASIAX vs. ETGIX - Volatility Comparison

Invesco EQV Asia Pacific Equity Fund (ASIAX) has a higher volatility of 7.36% compared to Eaton Vance Greater India Fund (ETGIX) at 6.06%. This indicates that ASIAX's price experiences larger fluctuations and is considered to be riskier than ETGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASIAXETGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.36%

6.06%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

11.90%

9.96%

+1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

16.67%

14.29%

+2.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.69%

15.03%

-0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.04%

17.56%

-2.52%