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PAAOX vs. ETGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PAAOX vs. ETGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Asia Opportunities Fund (PAAOX) and Eaton Vance Greater India Fund (ETGIX). The values are adjusted to include any dividend payments, if applicable.

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PAAOX vs. ETGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PAAOX
T. Rowe Price Asia Opportunities Fund
0.87%27.78%11.30%-1.00%-19.33%-5.50%26.57%24.86%-11.26%43.07%
ETGIX
Eaton Vance Greater India Fund
-16.53%-2.06%17.55%20.60%-19.86%25.74%17.64%10.52%-12.14%44.79%

Returns By Period

In the year-to-date period, PAAOX achieves a 0.87% return, which is significantly higher than ETGIX's -16.53% return. Over the past 10 years, PAAOX has outperformed ETGIX with an annualized return of 8.58%, while ETGIX has yielded a comparatively lower 7.44% annualized return.


PAAOX

1D
3.09%
1M
-9.10%
YTD
0.87%
6M
3.39%
1Y
26.50%
3Y*
10.22%
5Y*
0.16%
10Y*
8.58%

ETGIX

1D
1.71%
1M
-10.72%
YTD
-16.53%
6M
-14.58%
1Y
-12.32%
3Y*
6.60%
5Y*
2.28%
10Y*
7.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PAAOX vs. ETGIX - Expense Ratio Comparison

PAAOX has a 1.25% expense ratio, which is lower than ETGIX's 1.57% expense ratio.


Return for Risk

PAAOX vs. ETGIX — Risk / Return Rank

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

PAAOX
PAAOX Risk / Return Rank: 7070
Overall Rank
PAAOX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
PAAOX Sortino Ratio Rank: 7070
Sortino Ratio Rank
PAAOX Omega Ratio Rank: 6666
Omega Ratio Rank
PAAOX Calmar Ratio Rank: 7272
Calmar Ratio Rank
PAAOX Martin Ratio Rank: 6666
Martin Ratio Rank

ETGIX
ETGIX Risk / Return Rank: 11
Overall Rank
ETGIX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
ETGIX Sortino Ratio Rank: 00
Sortino Ratio Rank
ETGIX Omega Ratio Rank: 11
Omega Ratio Rank
ETGIX Calmar Ratio Rank: 11
Calmar Ratio Rank
ETGIX Martin Ratio Rank: 11
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.

PAAOX vs. ETGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Asia Opportunities Fund (PAAOX) and Eaton Vance Greater India Fund (ETGIX). 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.


PAAOXETGIXDifference

Sharpe ratio

Return per unit of total volatility

1.44

-0.91

+2.35

Sortino ratio

Return per unit of downside risk

1.94

-1.21

+3.15

Omega ratio

Gain probability vs. loss probability

1.28

0.86

+0.42

Calmar ratio

Return relative to maximum drawdown

1.93

-0.58

+2.51

Martin ratio

Return relative to average drawdown

7.46

-1.87

+9.33

PAAOX vs. ETGIX - Sharpe Ratio Comparison

The current PAAOX Sharpe Ratio is 1.44, which is higher than the ETGIX Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of PAAOX and ETGIX, 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


PAAOXETGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

-0.91

+2.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.15

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.42

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.25

+0.17

Correlation

The correlation between PAAOX and ETGIX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

PAAOX vs. ETGIX - Dividend Comparison

PAAOX's dividend yield for the trailing twelve months is around 0.63%, less than ETGIX's 17.33% yield.


TTM20252024202320222021202020192018201720162015
PAAOX
T. Rowe Price Asia Opportunities Fund
0.63%0.64%0.00%1.55%1.51%7.43%1.33%0.62%0.61%0.13%2.12%0.89%
ETGIX
Eaton Vance Greater India Fund
17.33%14.47%4.07%4.85%21.62%8.60%0.24%2.79%1.17%3.32%0.56%0.79%

Drawdowns

PAAOX vs. ETGIX - Drawdown Comparison

The maximum PAAOX drawdown since its inception was -43.02%, smaller than the maximum ETGIX drawdown of -73.62%. Use the drawdown chart below to compare losses from any high point for PAAOX and ETGIX.


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Drawdown Indicators


PAAOXETGIXDifference

Max Drawdown

Largest peak-to-trough decline

-43.02%

-73.62%

+30.60%

Max Drawdown (1Y)

Largest decline over 1 year

-13.70%

-22.03%

+8.33%

Max Drawdown (5Y)

Largest decline over 5 years

-41.76%

-29.84%

-11.92%

Max Drawdown (10Y)

Largest decline over 10 years

-43.02%

-42.71%

-0.31%

Current Drawdown

Current decline from peak

-11.03%

-25.97%

+14.94%

Average Drawdown

Average peak-to-trough decline

-13.23%

-26.89%

+13.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

6.83%

-3.29%

Volatility

PAAOX vs. ETGIX - Volatility Comparison

T. Rowe Price Asia Opportunities Fund (PAAOX) has a higher volatility of 9.86% compared to Eaton Vance Greater India Fund (ETGIX) at 6.06%. This indicates that PAAOX's price experiences larger fluctuations and is considered to be riskier than ETGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAAOXETGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.86%

6.06%

+3.80%

Volatility (6M)

Calculated over the trailing 6-month period

14.53%

9.96%

+4.57%

Volatility (1Y)

Calculated over the trailing 1-year period

18.65%

14.29%

+4.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.10%

15.03%

+3.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.62%

17.56%

+0.06%