DEVDX vs. EVDAX
Compare and contrast key facts about Driehaus Event Driven Fund (DEVDX) and Camelot Event Driven Fund Class A (EVDAX).
DEVDX is managed by Driehaus. It was launched on Aug 22, 2013. EVDAX is managed by Camelot Funds. It was launched on Nov 21, 2003.
Performance
DEVDX vs. EVDAX - Performance Comparison
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DEVDX vs. EVDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEVDX Driehaus Event Driven Fund | -1.35% | 5.99% | 3.06% | 9.59% | -9.99% | 7.24% | 24.78% | 20.49% | -4.06% | 4.35% |
EVDAX Camelot Event Driven Fund Class A | 1.91% | 9.15% | 7.93% | 2.28% | 3.59% | 22.87% | 18.83% | 7.19% | 0.00% | 0.00% |
Returns By Period
In the year-to-date period, DEVDX achieves a -1.35% return, which is significantly lower than EVDAX's 1.91% return. Over the past 10 years, DEVDX has underperformed EVDAX with an annualized return of 6.56%, while EVDAX has yielded a comparatively higher 7.13% annualized return.
DEVDX
- 1D
- -0.18%
- 1M
- 0.27%
- YTD
- -1.35%
- 6M
- 2.69%
- 1Y
- 9.17%
- 3Y*
- 5.17%
- 5Y*
- 2.08%
- 10Y*
- 6.56%
EVDAX
- 1D
- 0.60%
- 1M
- -0.99%
- YTD
- 1.91%
- 6M
- 1.52%
- 1Y
- 7.92%
- 3Y*
- 6.18%
- 5Y*
- 6.11%
- 10Y*
- 7.13%
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DEVDX vs. EVDAX - Expense Ratio Comparison
DEVDX has a 1.66% expense ratio, which is lower than EVDAX's 2.22% expense ratio.
Return for Risk
DEVDX vs. EVDAX — Risk / Return Rank
DEVDX
EVDAX
DEVDX vs. EVDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Driehaus Event Driven Fund (DEVDX) and Camelot Event Driven Fund Class A (EVDAX). 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.
| DEVDX | EVDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 1.31 | +0.01 |
Sortino ratioReturn per unit of downside risk | 2.04 | 1.94 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.25 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.28 | 1.94 | +0.34 |
Martin ratioReturn relative to average drawdown | 5.21 | 8.91 | -3.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DEVDX | EVDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.31 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.00 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.01 | +0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.00 | +0.46 |
Correlation
The correlation between DEVDX and EVDAX is 0.30, 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.
Dividends
DEVDX vs. EVDAX - Dividend Comparison
DEVDX's dividend yield for the trailing twelve months is around 16.48%, more than EVDAX's 0.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEVDX Driehaus Event Driven Fund | 16.48% | 14.24% | 1.35% | 4.48% | 1.49% | 12.11% | 3.48% | 4.09% | 3.57% | 0.00% | 1.20% | 0.66% |
EVDAX Camelot Event Driven Fund Class A | 0.75% | 0.77% | 3.99% | 6.40% | 9.42% | 0.00% | 1.00% | 0.94% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DEVDX vs. EVDAX - Drawdown Comparison
The maximum DEVDX drawdown since its inception was -21.00%, smaller than the maximum EVDAX drawdown of -96.19%. Use the drawdown chart below to compare losses from any high point for DEVDX and EVDAX.
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Drawdown Indicators
| DEVDX | EVDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.00% | -96.19% | +75.19% |
Max Drawdown (1Y)Largest decline over 1 year | -3.37% | -3.87% | +0.50% |
Max Drawdown (5Y)Largest decline over 5 years | -21.00% | -96.19% | +75.19% |
Max Drawdown (10Y)Largest decline over 10 years | -21.00% | -96.19% | +75.19% |
Current DrawdownCurrent decline from peak | -3.69% | -95.72% | +92.03% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -6.07% | -1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 0.88% | +0.71% |
Volatility
DEVDX vs. EVDAX - Volatility Comparison
The current volatility for Driehaus Event Driven Fund (DEVDX) is 0.37%, while Camelot Event Driven Fund Class A (EVDAX) has a volatility of 1.56%. This indicates that DEVDX experiences smaller price fluctuations and is considered to be less risky than EVDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEVDX | EVDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.37% | 1.56% | -1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 3.81% | 4.12% | -0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.26% | 6.14% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.93% | 1,423.79% | -1,413.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.67% | 1,006.79% | -997.12% |