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MCHFX vs. EVCGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MCHFX vs. EVCGX - Performance Comparison

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

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Returns By Period

In the year-to-date period, MCHFX achieves a -1.69% return, which is significantly higher than EVCGX's -4.43% return. Over the past 10 years, MCHFX has outperformed EVCGX with an annualized return of 6.38%, while EVCGX has yielded a comparatively lower 4.46% annualized return.


MCHFX

1D
0.12%
1M
0.12%
6M
-4.30%
YTD
-1.69%
1Y
10.45%
3Y*
8.27%
5Y*
-5.47%
10Y*
6.38%
ALL TIME*
8.05%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

MCHFX vs. EVCGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MCHFX
Matthews China Fund
-1.69%29.82%17.84%-19.21%-24.38%-19.41%43.07%34.57%-21.17%59.08%
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%

Correlation

The correlation between MCHFX and EVCGX is 0.87, 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.

0.87

Correlation (3Y)
Balances recent behavior with more history.

0.91

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.92

Correlation (10Y)
Provides a long-term view across more market conditions.

0.91

Correlation (All Time)
Calculated using the full available price history since Feb 19, 1998

0.86

The correlation between MCHFX and EVCGX has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

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Return for Risk

MCHFX vs. EVCGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MCHFX
MCHFX Risk / Return Rank: 1010
Overall Rank
MCHFX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
MCHFX Sortino Ratio Rank: 1010
Sortino Ratio Rank
MCHFX Omega Ratio Rank: 1010
Omega Ratio Rank
MCHFX Calmar Ratio Rank: 1111
Calmar Ratio Rank
MCHFX Martin Ratio Rank: 1010
Martin Ratio Rank

EVCGX
EVCGX Risk / Return Rank: 44
Overall Rank
EVCGX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
EVCGX Sortino Ratio Rank: 55
Sortino Ratio Rank
EVCGX Omega Ratio Rank: 44
Omega Ratio Rank
EVCGX Calmar Ratio Rank: 44
Calmar Ratio Rank
EVCGX Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MCHFX vs. EVCGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Matthews China Fund (MCHFX) 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.

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.


MCHFXEVCGXDifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.08

1.02

+0.06

Calmar ratioReturn relative to maximum drawdown

0.56

0.03

+0.53

Martin ratioReturn relative to average drawdown

1.33

0.06

+1.27

MCHFX vs. EVCGX - Sharpe Ratio Comparison

The current MCHFX Sharpe Ratio is 0.40, which is higher than the EVCGX Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of MCHFX and EVCGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MCHFX vs. EVCGX - Drawdown Comparison

The maximum MCHFX drawdown since its inception was -67.02%, roughly equal to the maximum EVCGX drawdown of -68.37%. Use the drawdown chart below to compare losses from any high point for MCHFX and EVCGX.


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Drawdown Indicators


MCHFXEVCGXDifference

Max Drawdown

Largest peak-to-trough decline

-67.02%

-68.37%

+1.35%

Max Drawdown (1Y)

Largest decline over 1 year

-15.58%

-19.19%

+3.61%

Max Drawdown (3Y)

Largest decline over 3 years

-27.13%

-25.40%

-1.73%

Max Drawdown (5Y)

Largest decline over 5 years

-57.35%

-49.77%

-7.58%

Max Drawdown (10Y)

Largest decline over 10 years

-64.75%

-56.84%

-7.91%

Current Drawdown

Current decline from peak

-39.36%

-33.12%

-6.24%

Average Drawdown

Average peak-to-trough decline

-22.20%

-28.09%

+5.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.45%

9.95%

-3.50%

Volatility

MCHFX vs. EVCGX - Volatility Comparison

Matthews China Fund (MCHFX) has a higher volatility of 8.14% compared to Eaton Vance Greater China Growth Fund (EVCGX) at 6.08%. This indicates that MCHFX's price experiences larger fluctuations and is considered to be riskier than EVCGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MCHFXEVCGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.14%

6.08%

+2.06%

Volatility (6M)

Calculated over the trailing 6-month period

17.47%

14.14%

+3.33%

Volatility (1Y)

Calculated over the trailing 1-year period

22.00%

19.32%

+2.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.94%

25.74%

+4.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.76%

22.17%

+4.59%

MCHFX vs. EVCGX - Expense Ratio Comparison

MCHFX has a 1.12% expense ratio, which is lower than EVCGX's 1.53% expense ratio.


Dividends

MCHFX vs. EVCGX - Dividend Comparison

MCHFX's dividend yield for the trailing twelve months is around 1.38%, less than EVCGX's 1.66% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
MCHFX
Matthews China Fund
1.38%1.36%1.91%0.78%7.53%6.54%1.25%1.12%22.28%10.31%13.66%19.24%

Frequently Asked Questions


MCHFX and EVCGX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MCHFX has higher volatility (8.14%) compared to EVCGX (6.08%). In terms of maximum drawdown, MCHFX dropped -67.02% vs EVCGX's -68.37%.

MCHFX currently has the higher Sharpe Ratio (0.40 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.

Portfolio Optimizer

Find the right allocation for MCHFX and EVCGX

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