EVCGX vs. CHILX
EVCGX (Eaton Vance Greater China Growth Fund) and CHILX (BlackRock China A Opportunities Fund) are both China Equities funds. Over the past 5 years, EVCGX returned -4.55%/yr vs -0.01%/yr for CHILX. Their 0.71 correlation means they have sometimes moved together and sometimes differently. EVCGX charges 1.53%/yr vs 0.99%/yr for CHILX.
Performance
EVCGX vs. CHILX - Performance Comparison
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Returns By Period
In the year-to-date period, EVCGX achieves a -4.71% return, which is significantly lower than CHILX's 5.98% return.
EVCGX
- 1D
- 0.95%
- 1M
- 6.98%
- 6M
- -7.45%
- YTD
- -4.71%
- 1Y
- 2.16%
- 3Y*
- 3.94%
- 5Y*
- -4.55%
- 10Y*
- 4.38%
- ALL TIME*
- 5.38%
CHILX
- 1D
- 0.72%
- 1M
- -4.86%
- 6M
- 2.25%
- YTD
- 5.98%
- 1Y
- 23.73%
- 3Y*
- 9.50%
- 5Y*
- -0.01%
- 10Y*
- —
- ALL TIME*
- 11.07%
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 |
EVCGX vs. CHILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EVCGX Eaton Vance Greater China Growth Fund | -4.71% | 26.06% | 9.30% | -17.33% | -22.53% | -9.61% | 25.22% | 25.62% |
CHILX BlackRock China A Opportunities Fund | 5.98% | 26.30% | 15.44% | -12.29% | -28.54% | 3.54% | 48.69% | 48.44% |
Correlation
The correlation between EVCGX and CHILX is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.66 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2019 | 0.71 |
The correlation between EVCGX and CHILX has been stable across timeframes, ranging from 0.66 to 0.71 - a consistent structural relationship.
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Return for Risk
EVCGX vs. CHILX — Risk / Return Rank
EVCGX
CHILX
EVCGX vs. CHILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Greater China Growth Fund (EVCGX) and BlackRock China A Opportunities Fund (CHILX). 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.
| EVCGX | CHILX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.19 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.03 | 1.81 | -1.84 |
| Martin ratioReturn relative to average drawdown | -0.06 | 5.84 | -5.90 |
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Drawdowns
EVCGX vs. CHILX - Drawdown Comparison
The maximum EVCGX drawdown since its inception was -68.37%, which is greater than CHILX's maximum drawdown of -47.73%. Use the drawdown chart below to compare losses from any high point for EVCGX and CHILX.
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Drawdown Indicators
| EVCGX | CHILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.37% | -47.73% | -20.64% |
Max Drawdown (1Y)Largest decline over 1 year | -19.19% | -11.64% | -7.55% |
Max Drawdown (3Y)Largest decline over 3 years | -25.40% | -22.21% | -3.19% |
Max Drawdown (5Y)Largest decline over 5 years | -49.77% | -43.88% | -5.89% |
Max Drawdown (10Y)Largest decline over 10 years | -56.84% | — | — |
Current DrawdownCurrent decline from peak | -33.31% | -11.34% | -21.97% |
Average DrawdownAverage peak-to-trough decline | -28.09% | -20.18% | -7.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.92% | 3.61% | +6.31% |
Volatility
EVCGX vs. CHILX - Volatility Comparison
The current volatility for Eaton Vance Greater China Growth Fund (EVCGX) is 6.08%, while BlackRock China A Opportunities Fund (CHILX) has a volatility of 10.16%. This indicates that EVCGX experiences smaller price fluctuations and is considered to be less risky than CHILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVCGX | CHILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 10.16% | -4.08% |
Volatility (6M)Calculated over the trailing 6-month period | 14.14% | 17.04% | -2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.34% | 20.70% | -1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.75% | 20.76% | +4.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.17% | 22.11% | +0.06% |
EVCGX vs. CHILX - Expense Ratio Comparison
EVCGX has a 1.53% expense ratio, which is higher than CHILX's 0.99% expense ratio.
Dividends
EVCGX vs. CHILX - Dividend Comparison
EVCGX's dividend yield for the trailing twelve months is around 1.66%, less than CHILX's 2.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHILX BlackRock China A Opportunities Fund | 2.77% | 2.94% | 2.11% | 2.02% | 0.92% | 1.19% | 3.64% | 12.77% | 0.00% | 0.00% | 0.00% | 0.00% |
EVCGX Eaton Vance Greater China Growth Fund | 1.66% | 1.58% | 2.15% | 8.47% | 6.09% | 5.43% | 9.85% | 3.19% | 9.89% | 11.34% | 0.94% | 6.33% |
Frequently Asked Questions
EVCGX and CHILX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHILX has higher volatility (10.16%) compared to EVCGX (6.08%). In terms of maximum drawdown, EVCGX dropped -68.37% vs CHILX's -47.73%.
CHILX currently has the higher Sharpe Ratio (1.02 vs -0.03), 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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