EVCGX vs. CAF
Compare and contrast key facts about Eaton Vance Greater China Growth Fund (EVCGX) and Morgan Stanley China A Share Fund (CAF).
EVCGX is managed by Eaton Vance. It was launched on Oct 27, 1992. CAF is an actively managed fund by Morgan Stanley. It was launched on Jul 6, 2006.
Performance
EVCGX vs. CAF - Performance Comparison
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EVCGX vs. CAF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVCGX Eaton Vance Greater China Growth Fund | -9.64% | 26.06% | 9.30% | -17.33% | -22.53% | -9.61% | 25.22% | 23.32% | -9.90% | 49.26% |
CAF Morgan Stanley China A Share Fund | 0.81% | 41.51% | 0.34% | -9.39% | -30.41% | -1.77% | 12.74% | 23.50% | -14.26% | 44.94% |
Returns By Period
In the year-to-date period, EVCGX achieves a -9.64% return, which is significantly lower than CAF's 0.81% return. Both investments have delivered pretty close results over the past 10 years, with EVCGX having a 4.66% annualized return and CAF not far ahead at 4.78%.
EVCGX
- 1D
- -0.06%
- 1M
- -7.78%
- YTD
- -9.64%
- 6M
- -16.17%
- 1Y
- -0.54%
- 3Y*
- 0.48%
- 5Y*
- -7.00%
- 10Y*
- 4.66%
CAF
- 1D
- 3.67%
- 1M
- -4.11%
- YTD
- 0.81%
- 6M
- 6.75%
- 1Y
- 35.89%
- 3Y*
- 8.65%
- 5Y*
- -3.03%
- 10Y*
- 4.78%
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EVCGX vs. CAF - Expense Ratio Comparison
EVCGX has a 1.53% expense ratio, which is lower than CAF's 1.67% expense ratio.
Return for Risk
EVCGX vs. CAF — Risk / Return Rank
EVCGX
CAF
EVCGX vs. CAF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Greater China Growth Fund (EVCGX) and Morgan Stanley China A Share Fund (CAF). 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.
| EVCGX | CAF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.03 | 1.83 | -1.86 |
Sortino ratioReturn per unit of downside risk | 0.10 | 2.50 | -2.40 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.35 | -0.33 |
Calmar ratioReturn relative to maximum drawdown | -0.14 | 3.02 | -3.16 |
Martin ratioReturn relative to average drawdown | -0.39 | 10.31 | -10.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EVCGX | CAF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.03 | 1.83 | -1.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.27 | -0.14 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.22 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.26 | -0.03 |
Correlation
The correlation between EVCGX and CAF is 0.63, 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
EVCGX vs. CAF - Dividend Comparison
EVCGX's dividend yield for the trailing twelve months is around 1.75%, more than CAF's 1.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVCGX Eaton Vance Greater China Growth Fund | 1.75% | 1.58% | 2.15% | 8.47% | 6.09% | 5.43% | 9.85% | 3.19% | 9.89% | 11.34% | 0.94% | 6.33% |
CAF Morgan Stanley China A Share Fund | 1.50% | 1.51% | 2.63% | 0.96% | 0.02% | 6.57% | 10.40% | 3.78% | 9.48% | 5.20% | 4.69% | 67.03% |
Drawdowns
EVCGX vs. CAF - Drawdown Comparison
The maximum EVCGX drawdown since its inception was -68.37%, roughly equal to the maximum CAF drawdown of -65.88%. Use the drawdown chart below to compare losses from any high point for EVCGX and CAF.
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Drawdown Indicators
| EVCGX | CAF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.37% | -65.88% | -2.49% |
Max Drawdown (1Y)Largest decline over 1 year | -17.35% | -11.45% | -5.90% |
Max Drawdown (5Y)Largest decline over 5 years | -54.46% | -49.01% | -5.45% |
Max Drawdown (10Y)Largest decline over 10 years | -56.84% | -49.01% | -7.83% |
Current DrawdownCurrent decline from peak | -36.76% | -17.42% | -19.34% |
Average DrawdownAverage peak-to-trough decline | -28.03% | -26.05% | -1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.18% | 3.49% | +2.69% |
Volatility
EVCGX vs. CAF - Volatility Comparison
The current volatility for Eaton Vance Greater China Growth Fund (EVCGX) is 6.18%, while Morgan Stanley China A Share Fund (CAF) has a volatility of 6.54%. This indicates that EVCGX experiences smaller price fluctuations and is considered to be less risky than CAF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVCGX | CAF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.18% | 6.54% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 13.52% | 13.91% | -0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.52% | 19.73% | +0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.56% | 21.20% | +4.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.06% | 21.90% | +0.16% |