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ISIN
US26929K2078
Inception Date
Feb 28, 2012
Min. Investment
$10,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

EVFMX Performance Chart

E-Valuator Moderate (50%-70%) RMS Fund (EVFMX) is up 10.3% since the beginning of the year. EVFMX is currently trading at $12 per share. Investors who bought $1,000 worth of EVFMX shares 5 years ago would now be looking at an investment worth $1,369.


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S&P 500 Index

Returns By Period

E-Valuator Moderate (50%-70%) RMS Fund (EVFMX) has returned 10.30% so far this year and 22.14% over the past 12 months. Over the last ten years, EVFMX has returned 8.04% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


E-Valuator Moderate (50%-70%) RMS Fund

1D
0.89%
1M
1.89%
YTD
10.30%
6M
9.65%
1Y
22.14%
3Y*
12.97%
5Y*
6.48%
10Y*
8.04%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EVFMX Monthly Returns History

Based on dividend-adjusted daily data since May 26, 2016, EVFMX's average daily return is +0.03%, while the average monthly return is +0.69%. At this rate, an investment would double in approximately 8.4 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +9.4%, while the worst month was Mar 2020 at -13.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, EVFMX closed higher 50% of trading days. The best single day was Mar 26, 2020 with a return of +9.7%, while the worst single day was Mar 27, 2020 at -7.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.66%1.64%-4.85%6.89%3.60%0.32%10.30%
20252.16%-0.55%-2.77%0.48%4.07%3.64%0.98%2.35%2.21%1.08%0.41%0.55%15.41%
2024-0.20%2.32%2.66%-2.88%3.06%0.38%2.52%1.22%1.57%-1.55%3.51%-4.91%7.57%
20234.24%-2.19%1.07%0.63%-1.57%3.73%2.45%-1.82%-3.29%-2.55%5.89%4.44%11.01%
2022-3.52%-1.34%0.58%-5.51%0.41%-6.62%4.92%-2.73%-6.14%4.48%4.62%-2.39%-13.31%
20212.28%-0.24%-0.88%2.42%0.31%0.63%0.39%1.16%-2.84%3.00%-1.85%2.26%6.66%

Benchmark Metrics

E-Valuator Moderate (50%-70%) RMS Fund has an annualized alpha of 1.32%, beta of 0.49, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since May 26, 2016.

  • This fund participated in 72.58% of S&P 500 Index downside but only 59.74% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.49 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
1.32%
Beta
0.49
0.58
Upside Capture
59.74%
Downside Capture
72.58%

Expense Ratio

EVFMX has a high expense ratio of 1.00%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

EVFMX ranks 61 for risk / return — better than 61% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


EVFMX Risk / Return Rank: 6161
Overall Rank
EVFMX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
EVFMX Sortino Ratio Rank: 5656
Sortino Ratio Rank
EVFMX Omega Ratio Rank: 5757
Omega Ratio Rank
EVFMX Calmar Ratio Rank: 6565
Calmar Ratio Rank
EVFMX Martin Ratio Rank: 7171
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for E-Valuator Moderate (50%-70%) RMS Fund (EVFMX) and compare them to S&P 500 Index.

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.


EVFMXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.02

Calmar ratioReturn relative to maximum drawdown

2.95

2.78

+0.17

Martin ratioReturn relative to average drawdown

12.67

12.44

+0.23

Dividends

Dividend History

E-Valuator Moderate (50%-70%) RMS Fund provided a 8.33% dividend yield over the last twelve months, with an annual payout of $1.03 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$0.50$1.00$1.50$2.002016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$1.03$1.03$0.05$0.25$0.18$2.28$0.42$0.28$0.93$0.79$0.07

Dividend yield

8.33%9.19%0.50%2.52%1.96%21.05%3.39%2.53%9.89%7.05%0.70%

Monthly Dividends

The table displays the monthly dividend distributions for E-Valuator Moderate (50%-70%) RMS Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.99$1.03
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$0.05
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.00$0.00$0.19$0.25
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.00$0.00$0.10$0.18
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.00$2.22$2.28

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the E-Valuator Moderate (50%-70%) RMS Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the E-Valuator Moderate (50%-70%) RMS Fund was 28.30%, occurring on Mar 24, 2020. Recovery took 101 trading sessions.

The current E-Valuator Moderate (50%-70%) RMS Fund drawdown is 0.32%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-28.30%Mar 2020
1mo 3d4mo 26d
5mo 29dFeb 2020 - Aug 2020
Bear market2022
-19.62%Sep 2022
10mo 25d1y 7mo
2y 6moNov 2021 - May 2024
Rate-hike selloffLate 2018
-16.30%Dec 2018
10mo 29d6mo 11d
1y 5moJan 2018 - Jul 2019
2025 selloff2025
-13.54%Apr 2025
4mo2mo 17d
6mo 17dDec 2024 - Jun 2025
2026 pullback2026
-7.46%Mar 2026
1mo 1d17d
1mo 18dFeb 2026 - Apr 2026

Drawdown Indicators


EVFMXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-28.30%

-56.78%

+28.48%

Max Drawdown (1Y)

Largest decline over 1 year

-7.46%

-9.10%

+1.64%

Max Drawdown (3Y)

Largest decline over 3 years

-13.54%

-18.90%

+5.36%

Max Drawdown (5Y)

Largest decline over 5 years

-19.62%

-25.43%

+5.81%

Max Drawdown (10Y)

Largest decline over 10 years

-28.30%

-33.92%

+5.62%

Current Drawdown

Current decline from peak

-0.32%

-1.80%

+1.48%

Average Drawdown

Average peak-to-trough decline

-4.13%

-10.71%

+6.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

2.03%

-0.30%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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