EVCGX vs. GSAGX
EVCGX (Eaton Vance Greater China Growth Fund) and GSAGX (Goldman Sachs China Equity Fund) are both China Equities funds. Over the past 10 years, EVCGX returned 4.46%/yr vs 4.53%/yr for GSAGX. Their correlation of 0.88 means they have usually moved in the same direction. EVCGX charges 1.53%/yr vs 1.47%/yr for GSAGX.
Performance
EVCGX vs. GSAGX - Performance Comparison
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Returns By Period
In the year-to-date period, EVCGX achieves a -4.43% return, which is significantly lower than GSAGX's -0.82% return. Both investments have delivered pretty close results over the past 10 years, with EVCGX having a 4.46% annualized return and GSAGX not far ahead at 4.53%.
EVCGX
- 1D
- 0.29%
- 1M
- 7.30%
- 6M
- -6.26%
- YTD
- -4.43%
- 1Y
- 2.46%
- 3Y*
- 4.60%
- 5Y*
- -4.50%
- 10Y*
- 4.46%
- ALL TIME*
- 5.39%
GSAGX
- 1D
- 0.24%
- 1M
- -0.63%
- 6M
- -5.02%
- YTD
- -0.82%
- 1Y
- 13.64%
- 3Y*
- 8.01%
- 5Y*
- -5.14%
- 10Y*
- 4.53%
- ALL TIME*
- 3.18%
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. GSAGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVCGX Eaton Vance Greater China Growth Fund | -4.43% | 26.06% | 9.30% | -17.33% | -22.53% | -9.61% | 25.22% | 23.32% | -9.90% | 49.26% |
GSAGX Goldman Sachs China Equity Fund | -0.82% | 32.36% | 13.00% | -18.78% | -30.71% | -14.26% | 48.21% | 26.22% | -18.45% | 51.62% |
Correlation
The correlation between EVCGX and GSAGX is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 1995 | 0.88 |
The correlation between EVCGX and GSAGX has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.
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Return for Risk
EVCGX vs. GSAGX — Risk / Return Rank
EVCGX
GSAGX
EVCGX vs. GSAGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Greater China Growth Fund (EVCGX) and Goldman Sachs China Equity Fund (GSAGX). 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 | GSAGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.12 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.03 | 0.96 | -0.93 |
| Martin ratioReturn relative to average drawdown | 0.06 | 2.18 | -2.12 |
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Drawdowns
EVCGX vs. GSAGX - Drawdown Comparison
The maximum EVCGX drawdown since its inception was -68.37%, roughly equal to the maximum GSAGX drawdown of -70.73%. Use the drawdown chart below to compare losses from any high point for EVCGX and GSAGX.
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Drawdown Indicators
| EVCGX | GSAGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.37% | -70.73% | +2.36% |
Max Drawdown (1Y)Largest decline over 1 year | -19.19% | -12.65% | -6.54% |
Max Drawdown (3Y)Largest decline over 3 years | -25.40% | -23.39% | -2.01% |
Max Drawdown (5Y)Largest decline over 5 years | -49.77% | -54.82% | +5.05% |
Max Drawdown (10Y)Largest decline over 10 years | -56.84% | -63.98% | +7.14% |
Current DrawdownCurrent decline from peak | -33.12% | -40.44% | +7.32% |
Average DrawdownAverage peak-to-trough decline | -28.09% | -28.65% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.95% | 5.59% | +4.36% |
Volatility
EVCGX vs. GSAGX - Volatility Comparison
The current volatility for Eaton Vance Greater China Growth Fund (EVCGX) is 6.08%, while Goldman Sachs China Equity Fund (GSAGX) has a volatility of 7.37%. This indicates that EVCGX experiences smaller price fluctuations and is considered to be less risky than GSAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVCGX | GSAGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 7.37% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 14.14% | 15.41% | -1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.32% | 19.98% | -0.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.74% | 25.28% | +0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.17% | 22.80% | -0.63% |
EVCGX vs. GSAGX - Expense Ratio Comparison
EVCGX has a 1.53% expense ratio, which is higher than GSAGX's 1.47% expense ratio.
Dividends
EVCGX vs. GSAGX - Dividend Comparison
EVCGX's dividend yield for the trailing twelve months is around 1.66%, more than GSAGX's 1.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GSAGX Goldman Sachs China Equity Fund | 1.35% | 1.34% | 1.40% | 0.89% | 0.00% | 6.78% | 5.02% | 0.57% | 6.92% | 1.35% | 0.00% | 0.00% |
Frequently Asked Questions
EVCGX and GSAGX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSAGX has higher volatility (7.37%) compared to EVCGX (6.08%). In terms of maximum drawdown, EVCGX dropped -68.37% vs GSAGX's -70.73%.
GSAGX currently has the higher Sharpe Ratio (0.61 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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