AMFAX vs. EBSIX
Compare and contrast key facts about AlphaSimplex Managed Futures Strategy Fund Class A (AMFAX) and Campbell Systematic Macro Fund Class I Shares (EBSIX).
AMFAX is managed by Blackrock. It was launched on Jul 30, 2010. EBSIX is managed by Campbell & Company. It was launched on Mar 4, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMFAX or EBSIX.
Correlation
The correlation between AMFAX and EBSIX is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
AMFAX vs. EBSIX - Performance Comparison
Key characteristics
AMFAX:
-1.99
EBSIX:
0.89
AMFAX:
-2.49
EBSIX:
1.21
AMFAX:
0.67
EBSIX:
1.16
AMFAX:
-0.55
EBSIX:
1.32
AMFAX:
-1.76
EBSIX:
4.25
AMFAX:
14.95%
EBSIX:
2.01%
AMFAX:
13.57%
EBSIX:
9.75%
AMFAX:
-47.37%
EBSIX:
-30.10%
AMFAX:
-47.37%
EBSIX:
-3.60%
Returns By Period
In the year-to-date period, AMFAX achieves a -17.21% return, which is significantly lower than EBSIX's 1.64% return. Over the past 10 years, AMFAX has underperformed EBSIX with an annualized return of -1.99%, while EBSIX has yielded a comparatively higher 4.25% annualized return.
AMFAX
-17.21%
-0.28%
-17.03%
-26.87%
-2.82%
-1.99%
EBSIX
1.64%
0.40%
4.63%
8.64%
9.23%
4.25%
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AMFAX vs. EBSIX - Expense Ratio Comparison
AMFAX has a 1.72% expense ratio, which is lower than EBSIX's 1.75% expense ratio.
Risk-Adjusted Performance
AMFAX vs. EBSIX — Risk-Adjusted Performance Rank
AMFAX
EBSIX
AMFAX vs. EBSIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AlphaSimplex Managed Futures Strategy Fund Class A (AMFAX) and Campbell Systematic Macro Fund Class I Shares (EBSIX). 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.
Dividends
AMFAX vs. EBSIX - Dividend Comparison
AMFAX's dividend yield for the trailing twelve months is around 1.54%, which matches EBSIX's 1.54% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMFAX AlphaSimplex Managed Futures Strategy Fund Class A | 1.54% | 1.28% | 0.30% | 10.01% | 5.74% | 3.14% | 6.12% | 0.00% | 0.00% | 0.00% | 2.08% | 2.63% |
EBSIX Campbell Systematic Macro Fund Class I Shares | 1.54% | 1.57% | 1.81% | 2.34% | 6.61% | 0.00% | 10.31% | 14.06% | 0.00% | 0.00% | 2.09% | 6.01% |
Drawdowns
AMFAX vs. EBSIX - Drawdown Comparison
The maximum AMFAX drawdown since its inception was -47.37%, which is greater than EBSIX's maximum drawdown of -30.10%. Use the drawdown chart below to compare losses from any high point for AMFAX and EBSIX. For additional features, visit the drawdowns tool.
Volatility
AMFAX vs. EBSIX - Volatility Comparison
AlphaSimplex Managed Futures Strategy Fund Class A (AMFAX) has a higher volatility of 2.33% compared to Campbell Systematic Macro Fund Class I Shares (EBSIX) at 2.04%. This indicates that AMFAX's price experiences larger fluctuations and is considered to be riskier than EBSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.