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GSAGX vs. EVCGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GSAGX vs. EVCGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs China Equity Fund (GSAGX) and Eaton Vance Greater China Growth Fund (EVCGX). The values are adjusted to include any dividend payments, if applicable.

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GSAGX vs. EVCGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GSAGX
Goldman Sachs China Equity Fund
-4.85%32.36%13.00%-18.78%-30.71%-14.26%48.21%26.22%-18.45%51.62%
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%

Returns By Period

In the year-to-date period, GSAGX achieves a -4.85% return, which is significantly higher than EVCGX's -9.64% return. Both investments have delivered pretty close results over the past 10 years, with GSAGX having a 4.63% annualized return and EVCGX not far ahead at 4.66%.


GSAGX

1D
0.41%
1M
-8.08%
YTD
-4.85%
6M
-9.33%
1Y
13.18%
3Y*
4.82%
5Y*
-6.70%
10Y*
4.63%

EVCGX

1D
-0.06%
1M
-7.46%
YTD
-9.64%
6M
-16.76%
1Y
-0.72%
3Y*
0.48%
5Y*
-7.00%
10Y*
4.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GSAGX vs. EVCGX - Expense Ratio Comparison

GSAGX has a 1.47% expense ratio, which is lower than EVCGX's 1.53% expense ratio.


Return for Risk

GSAGX vs. EVCGX — Risk / Return Rank

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

GSAGX
GSAGX Risk / Return Rank: 2525
Overall Rank
GSAGX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
GSAGX Sortino Ratio Rank: 2323
Sortino Ratio Rank
GSAGX Omega Ratio Rank: 2222
Omega Ratio Rank
GSAGX Calmar Ratio Rank: 2828
Calmar Ratio Rank
GSAGX Martin Ratio Rank: 2525
Martin Ratio Rank

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
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.

GSAGX vs. EVCGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs China Equity Fund (GSAGX) and Eaton Vance Greater China Growth Fund (EVCGX). 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.


GSAGXEVCGXDifference

Sharpe ratio

Return per unit of total volatility

0.65

-0.03

+0.69

Sortino ratio

Return per unit of downside risk

0.97

0.10

+0.88

Omega ratio

Gain probability vs. loss probability

1.13

1.01

+0.12

Calmar ratio

Return relative to maximum drawdown

0.82

-0.14

+0.96

Martin ratio

Return relative to average drawdown

2.77

-0.39

+3.16

GSAGX vs. EVCGX - Sharpe Ratio Comparison

The current GSAGX Sharpe Ratio is 0.65, which is higher than the EVCGX Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of GSAGX and EVCGX, 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


GSAGXEVCGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

-0.03

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

-0.27

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.21

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.23

-0.09

Correlation

The correlation between GSAGX and EVCGX is 0.89, 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

GSAGX vs. EVCGX - Dividend Comparison

GSAGX's dividend yield for the trailing twelve months is around 1.41%, less than EVCGX's 1.75% yield.


TTM20252024202320222021202020192018201720162015
GSAGX
Goldman Sachs China Equity Fund
1.41%1.34%1.40%0.89%0.00%6.78%5.02%0.57%6.92%1.35%0.00%0.00%
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%

Drawdowns

GSAGX vs. EVCGX - Drawdown Comparison

The maximum GSAGX drawdown since its inception was -70.73%, roughly equal to the maximum EVCGX drawdown of -68.37%. Use the drawdown chart below to compare losses from any high point for GSAGX and EVCGX.


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Drawdown Indicators


GSAGXEVCGXDifference

Max Drawdown

Largest peak-to-trough decline

-70.73%

-68.37%

-2.36%

Max Drawdown (1Y)

Largest decline over 1 year

-13.89%

-17.35%

+3.46%

Max Drawdown (5Y)

Largest decline over 5 years

-58.97%

-54.46%

-4.51%

Max Drawdown (10Y)

Largest decline over 10 years

-63.98%

-56.84%

-7.14%

Current Drawdown

Current decline from peak

-42.86%

-36.76%

-6.10%

Average Drawdown

Average peak-to-trough decline

-28.55%

-28.03%

-0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.61%

6.18%

-1.57%

Volatility

GSAGX vs. EVCGX - Volatility Comparison

Goldman Sachs China Equity Fund (GSAGX) and Eaton Vance Greater China Growth Fund (EVCGX) have volatilities of 6.15% and 6.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GSAGXEVCGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.15%

6.18%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

12.75%

13.52%

-0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

19.72%

20.52%

-0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.37%

25.56%

-0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.52%

22.06%

+0.46%