GSAGX vs. EVCGX
Compare and contrast key facts about Goldman Sachs China Equity Fund (GSAGX) and Eaton Vance Greater China Growth Fund (EVCGX).
GSAGX is managed by Goldman Sachs. It was launched on Jul 7, 1994. EVCGX is managed by Eaton Vance. It was launched on Oct 27, 1992.
Performance
GSAGX vs. EVCGX - Performance Comparison
Loading graphics...
GSAGX vs. EVCGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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
GSAGX
EVCGX
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.
| GSAGX | EVCGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | -0.03 | +0.69 |
Sortino ratioReturn per unit of downside risk | 0.97 | 0.10 | +0.88 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.01 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.82 | -0.14 | +0.96 |
Martin ratioReturn relative to average drawdown | 2.77 | -0.39 | +3.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GSAGX | EVCGX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Loading graphics...
Drawdown Indicators
| GSAGX | EVCGX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -42.86% | -36.76% | -6.10% |
Average DrawdownAverage peak-to-trough decline | -28.55% | -28.03% | -0.52% |
Ulcer IndexDepth 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.
Loading graphics...
Volatility by Period
| GSAGX | EVCGX | Difference | |
|---|---|---|---|
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% |