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EVCGX vs. FHKAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EVCGX vs. FHKAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Greater China Growth Fund (EVCGX) and Fidelity Advisor China Region Fund Class A (FHKAX). The values are adjusted to include any dividend payments, if applicable.

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EVCGX vs. FHKAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FHKAX
Fidelity Advisor China Region Fund Class A
5.42%42.19%22.84%-0.60%-24.09%-13.95%47.37%34.71%-17.67%51.46%

Returns By Period

In the year-to-date period, EVCGX achieves a -9.64% return, which is significantly lower than FHKAX's 5.42% return. Over the past 10 years, EVCGX has underperformed FHKAX with an annualized return of 4.66%, while FHKAX has yielded a comparatively higher 11.83% annualized return.


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%

FHKAX

1D
-0.67%
1M
-9.06%
YTD
5.42%
6M
6.13%
1Y
43.43%
3Y*
19.54%
5Y*
2.51%
10Y*
11.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EVCGX vs. FHKAX - Expense Ratio Comparison

EVCGX has a 1.53% expense ratio, which is higher than FHKAX's 1.21% expense ratio.


Return for Risk

EVCGX vs. FHKAX — Risk / Return Rank

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

EVCGX
EVCGX Risk / Return Rank: 55
Overall Rank
EVCGX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EVCGX Sortino Ratio Rank: 55
Sortino Ratio Rank
EVCGX Omega Ratio Rank: 55
Omega Ratio Rank
EVCGX Calmar Ratio Rank: 44
Calmar Ratio Rank
EVCGX Martin Ratio Rank: 44
Martin Ratio Rank

FHKAX
FHKAX Risk / Return Rank: 8888
Overall Rank
FHKAX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FHKAX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FHKAX Omega Ratio Rank: 8585
Omega Ratio Rank
FHKAX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FHKAX Martin Ratio Rank: 8888
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.

EVCGX vs. FHKAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Greater China Growth Fund (EVCGX) and Fidelity Advisor China Region Fund Class A (FHKAX). 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.


EVCGXFHKAXDifference

Sharpe ratio

Return per unit of total volatility

-0.03

1.85

-1.88

Sortino ratio

Return per unit of downside risk

0.10

2.39

-2.30

Omega ratio

Gain probability vs. loss probability

1.01

1.34

-0.33

Calmar ratio

Return relative to maximum drawdown

-0.14

2.48

-2.62

Martin ratio

Return relative to average drawdown

-0.39

9.62

-10.01

EVCGX vs. FHKAX - Sharpe Ratio Comparison

The current EVCGX Sharpe Ratio is -0.03, which is lower than the FHKAX Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of EVCGX and FHKAX, 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


EVCGXFHKAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.03

1.85

-1.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

0.11

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.54

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.31

-0.07

Correlation

The correlation between EVCGX and FHKAX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EVCGX vs. FHKAX - Dividend Comparison

EVCGX's dividend yield for the trailing twelve months is around 1.75%, more than FHKAX's 1.51% yield.


TTM20252024202320222021202020192018201720162015
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%
FHKAX
Fidelity Advisor China Region Fund Class A
1.51%1.59%1.22%1.58%0.59%10.80%4.71%0.38%0.39%0.21%0.99%15.33%

Drawdowns

EVCGX vs. FHKAX - Drawdown Comparison

The maximum EVCGX drawdown since its inception was -68.37%, which is greater than FHKAX's maximum drawdown of -58.62%. Use the drawdown chart below to compare losses from any high point for EVCGX and FHKAX.


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Drawdown Indicators


EVCGXFHKAXDifference

Max Drawdown

Largest peak-to-trough decline

-68.37%

-58.62%

-9.75%

Max Drawdown (1Y)

Largest decline over 1 year

-17.35%

-15.97%

-1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-54.46%

-54.04%

-0.42%

Max Drawdown (10Y)

Largest decline over 10 years

-56.84%

-58.62%

+1.78%

Current Drawdown

Current decline from peak

-36.76%

-10.83%

-25.93%

Average Drawdown

Average peak-to-trough decline

-28.03%

-19.15%

-8.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.18%

4.12%

+2.06%

Volatility

EVCGX vs. FHKAX - Volatility Comparison

The current volatility for Eaton Vance Greater China Growth Fund (EVCGX) is 6.18%, while Fidelity Advisor China Region Fund Class A (FHKAX) has a volatility of 9.26%. This indicates that EVCGX experiences smaller price fluctuations and is considered to be less risky than FHKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EVCGXFHKAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

9.26%

-3.08%

Volatility (6M)

Calculated over the trailing 6-month period

13.52%

16.44%

-2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

20.52%

23.16%

-2.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.56%

23.95%

+1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.06%

22.09%

-0.03%