ETGIX vs. DFRSX
ETGIX (Eaton Vance Greater India Fund) and DFRSX (DFA Asia Pacific Small Company) are both mutual funds - ETGIX is a India Equities fund managed by Eaton Vance, while DFRSX is a Asia Pacific Equities fund managed by Dimensional. Over the past 10 years, ETGIX returned 6.64%/yr vs 5.87%/yr for DFRSX. Their 0.38 correlation means their historical movements had little consistent relationship. ETGIX charges 1.57%/yr vs 0.42%/yr for DFRSX.
Performance
ETGIX vs. DFRSX - Performance Comparison
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Returns By Period
In the year-to-date period, ETGIX achieves a -8.27% return, which is significantly lower than DFRSX's 2.00% return. Over the past 10 years, ETGIX has outperformed DFRSX with an annualized return of 6.64%, while DFRSX has yielded a comparatively lower 5.87% annualized return.
ETGIX
- 1D
- 0.42%
- 1M
- 1.36%
- 6M
- -3.15%
- YTD
- -8.27%
- 1Y
- -7.43%
- 3Y*
- 5.04%
- 5Y*
- 2.21%
- 10Y*
- 6.64%
- ALL TIME*
- 6.23%
DFRSX
- 1D
- 1.30%
- 1M
- 1.86%
- 6M
- -4.66%
- YTD
- 2.00%
- 1Y
- 18.76%
- 3Y*
- 11.51%
- 5Y*
- 3.99%
- 10Y*
- 5.87%
- ALL TIME*
- 6.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
ETGIX vs. DFRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETGIX Eaton Vance Greater India Fund | -8.27% | -2.06% | 17.55% | 20.60% | -19.86% | 25.74% | 17.64% | 10.52% | -12.14% | 44.79% |
DFRSX DFA Asia Pacific Small Company | 2.00% | 34.73% | 0.27% | 3.99% | -16.96% | 12.59% | 14.24% | 13.30% | -15.48% | 25.17% |
Correlation
The correlation between ETGIX and DFRSX is 0.31, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.31 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.42 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 1996 | 0.38 |
The correlation between ETGIX and DFRSX shifts across timeframes, from 0.31 (1 year) to 0.42 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ETGIX vs. DFRSX — Risk / Return Rank
ETGIX
DFRSX
ETGIX vs. DFRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Greater India Fund (ETGIX) and DFA Asia Pacific Small Company (DFRSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ETGIX | DFRSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.25 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.20 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 1.25 | -1.63 |
| Martin ratioReturn relative to average drawdown | -0.82 | 3.06 | -3.88 |
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Drawdowns
ETGIX vs. DFRSX - Drawdown Comparison
The maximum ETGIX drawdown since its inception was -73.62%, which is greater than DFRSX's maximum drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for ETGIX and DFRSX.
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Drawdown Indicators
| ETGIX | DFRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.62% | -69.06% | -4.56% |
Max Drawdown (1Y)Largest decline over 1 year | -20.38% | -14.20% | -6.18% |
Max Drawdown (3Y)Largest decline over 3 years | -27.22% | -21.29% | -5.93% |
Max Drawdown (5Y)Largest decline over 5 years | -29.84% | -30.18% | +0.34% |
Max Drawdown (10Y)Largest decline over 10 years | -42.71% | -46.25% | +3.54% |
Current DrawdownCurrent decline from peak | -18.64% | -8.25% | -10.39% |
Average DrawdownAverage peak-to-trough decline | -26.83% | -17.18% | -9.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.53% | 5.77% | +3.76% |
Volatility
ETGIX vs. DFRSX - Volatility Comparison
Eaton Vance Greater India Fund (ETGIX) and DFA Asia Pacific Small Company (DFRSX) have volatilities of 4.69% and 4.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETGIX | DFRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.69% | 4.50% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 12.45% | 13.72% | -1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.56% | 16.47% | -1.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.25% | 17.41% | -2.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.66% | 17.05% | +0.61% |
ETGIX vs. DFRSX - Expense Ratio Comparison
ETGIX has a 1.57% expense ratio, which is higher than DFRSX's 0.42% expense ratio.
Dividends
ETGIX vs. DFRSX - Dividend Comparison
ETGIX's dividend yield for the trailing twelve months is around 15.77%, more than DFRSX's 4.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFRSX DFA Asia Pacific Small Company | 4.82% | 4.92% | 4.66% | 4.70% | 9.99% | 12.82% | 2.91% | 4.56% | 3.48% | 4.01% | 3.79% | 3.96% |
ETGIX Eaton Vance Greater India Fund | 15.77% | 14.47% | 4.07% | 4.85% | 21.62% | 8.60% | 0.24% | 2.79% | 1.17% | 3.32% | 0.56% | 0.79% |
Frequently Asked Questions
ETGIX and DFRSX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETGIX has higher volatility (4.69%) compared to DFRSX (4.50%). In terms of maximum drawdown, ETGIX dropped -73.62% vs DFRSX's -69.06%.
DFRSX currently has the higher Sharpe Ratio (1.08 vs -0.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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