EVCGX vs. LNGZX
EVCGX (Eaton Vance Greater China Growth Fund) and LNGZX (Columbia Greater China Fund) are both China Equities funds. Over the past 10 years, EVCGX returned 4.46%/yr vs 3.12%/yr for LNGZX. Their correlation of 0.91 means they have usually moved in the same direction. EVCGX charges 1.53%/yr vs 1.25%/yr for LNGZX.
Performance
EVCGX vs. LNGZX - Performance Comparison
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Returns By Period
In the year-to-date period, EVCGX achieves a -4.43% return, which is significantly higher than LNGZX's -10.01% return. Over the past 10 years, EVCGX has outperformed LNGZX with an annualized return of 4.46%, while LNGZX has yielded a comparatively lower 3.12% annualized return.
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%
LNGZX
- 1D
- 1.10%
- 1M
- 4.90%
- 6M
- -13.12%
- YTD
- -10.01%
- 1Y
- -1.24%
- 3Y*
- 2.87%
- 5Y*
- -8.29%
- 10Y*
- 3.12%
- ALL TIME*
- 7.32%
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. LNGZX - 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% |
LNGZX Columbia Greater China Fund | -10.01% | 27.49% | 12.29% | -18.70% | -28.42% | -25.21% | 46.04% | 32.95% | -20.01% | 59.90% |
Correlation
The correlation between EVCGX and LNGZX is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1998 | 0.91 |
The correlation between EVCGX and LNGZX has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.
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Return for Risk
EVCGX vs. LNGZX — Risk / Return Rank
EVCGX
LNGZX
EVCGX vs. LNGZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Greater China Growth Fund (EVCGX) and Columbia Greater China Fund (LNGZX). 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 | LNGZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.99 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.03 | -0.13 | +0.16 |
| Martin ratioReturn relative to average drawdown | 0.06 | -0.26 | +0.33 |
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Drawdowns
EVCGX vs. LNGZX - Drawdown Comparison
The maximum EVCGX drawdown since its inception was -68.37%, smaller than the maximum LNGZX drawdown of -73.37%. Use the drawdown chart below to compare losses from any high point for EVCGX and LNGZX.
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Drawdown Indicators
| EVCGX | LNGZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.37% | -73.37% | +5.00% |
Max Drawdown (1Y)Largest decline over 1 year | -19.19% | -23.54% | +4.35% |
Max Drawdown (3Y)Largest decline over 3 years | -25.40% | -23.98% | -1.42% |
Max Drawdown (5Y)Largest decline over 5 years | -49.77% | -56.81% | +7.04% |
Max Drawdown (10Y)Largest decline over 10 years | -56.84% | -67.94% | +11.10% |
Current DrawdownCurrent decline from peak | -33.12% | -53.07% | +19.95% |
Average DrawdownAverage peak-to-trough decline | -28.09% | -26.68% | -1.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.95% | 11.78% | -1.83% |
Volatility
EVCGX vs. LNGZX - Volatility Comparison
The current volatility for Eaton Vance Greater China Growth Fund (EVCGX) is 6.08%, while Columbia Greater China Fund (LNGZX) has a volatility of 6.68%. This indicates that EVCGX experiences smaller price fluctuations and is considered to be less risky than LNGZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVCGX | LNGZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 6.68% | -0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 14.14% | 16.23% | -2.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.32% | 21.82% | -2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.74% | 29.56% | -3.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.17% | 26.62% | -4.45% |
EVCGX vs. LNGZX - Expense Ratio Comparison
EVCGX has a 1.53% expense ratio, which is higher than LNGZX's 1.25% expense ratio.
Dividends
EVCGX vs. LNGZX - Dividend Comparison
EVCGX's dividend yield for the trailing twelve months is around 1.66%, less than LNGZX's 2.09% 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% |
LNGZX Columbia Greater China Fund | 2.09% | 1.88% | 1.21% | 0.67% | 0.00% | 0.00% | 4.29% | 1.40% | 5.85% | 1.20% | 0.00% | 4.54% |
Frequently Asked Questions
With a correlation of 0.95, EVCGX and LNGZX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
LNGZX has higher volatility (6.68%) compared to EVCGX (6.08%). In terms of maximum drawdown, EVCGX dropped -68.37% vs LNGZX's -73.37%.
EVCGX currently has the higher Sharpe Ratio (0.03 vs -0.14), 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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