EBSAX vs. DNAVX
Compare and contrast key facts about Campbell Systematic Macro Fund Class A Shares (EBSAX) and Dunham Dynamic Macro Fund (DNAVX).
EBSAX is managed by Campbell & Company. It was launched on Mar 4, 2013. DNAVX is managed by Dunham. It was launched on Apr 28, 2010.
Performance
EBSAX vs. DNAVX - Performance Comparison
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EBSAX vs. DNAVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EBSAX Campbell Systematic Macro Fund Class A Shares | 7.79% | -1.34% | 11.28% | -2.11% | 30.56% | 8.90% | 4.88% |
DNAVX Dunham Dynamic Macro Fund | 2.75% | 5.12% | 6.13% | 18.70% | -14.02% | 9.29% | 5.19% |
Returns By Period
In the year-to-date period, EBSAX achieves a 7.79% return, which is significantly higher than DNAVX's 2.75% return.
EBSAX
- 1D
- 0.10%
- 1M
- 3.00%
- YTD
- 7.79%
- 6M
- 4.61%
- 1Y
- 0.91%
- 3Y*
- 3.76%
- 5Y*
- 9.34%
- 10Y*
- —
DNAVX
- 1D
- 0.43%
- 1M
- -1.28%
- YTD
- 2.75%
- 6M
- 2.68%
- 1Y
- 7.38%
- 3Y*
- 9.67%
- 5Y*
- 5.06%
- 10Y*
- 3.98%
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EBSAX vs. DNAVX - Expense Ratio Comparison
EBSAX has a 2.00% expense ratio, which is higher than DNAVX's 1.88% expense ratio.
Return for Risk
EBSAX vs. DNAVX — Risk / Return Rank
EBSAX
DNAVX
EBSAX vs. DNAVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Campbell Systematic Macro Fund Class A Shares (EBSAX) and Dunham Dynamic Macro Fund (DNAVX). 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.
| EBSAX | DNAVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.18 | 1.77 | -1.59 |
Sortino ratioReturn per unit of downside risk | 0.30 | 2.61 | -2.31 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.37 | -0.33 |
Calmar ratioReturn relative to maximum drawdown | 0.20 | 3.71 | -3.51 |
Martin ratioReturn relative to average drawdown | 0.33 | 15.58 | -15.25 |
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
| EBSAX | DNAVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 1.77 | -1.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.59 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.12 | 0.33 | +0.79 |
Correlation
The correlation between EBSAX and DNAVX is 0.08, 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
EBSAX vs. DNAVX - Dividend Comparison
EBSAX's dividend yield for the trailing twelve months is around 2.78%, less than DNAVX's 11.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EBSAX Campbell Systematic Macro Fund Class A Shares | 2.78% | 3.00% | 2.59% | 1.45% | 15.15% | 7.02% | 0.00% | 0.00% | 0.00% |
DNAVX Dunham Dynamic Macro Fund | 11.25% | 11.56% | 0.00% | 3.41% | 0.00% | 0.00% | 0.75% | 0.00% | 2.42% |
Drawdowns
EBSAX vs. DNAVX - Drawdown Comparison
The maximum EBSAX drawdown since its inception was -11.15%, smaller than the maximum DNAVX drawdown of -17.73%. Use the drawdown chart below to compare losses from any high point for EBSAX and DNAVX.
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Drawdown Indicators
| EBSAX | DNAVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.15% | -17.73% | +6.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.59% | -2.13% | -5.46% |
Max Drawdown (5Y)Largest decline over 5 years | -11.15% | -17.12% | +5.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.73% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.28% | +1.28% |
Average DrawdownAverage peak-to-trough decline | -3.23% | -3.91% | +0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.55% | 0.51% | +4.04% |
Volatility
EBSAX vs. DNAVX - Volatility Comparison
Campbell Systematic Macro Fund Class A Shares (EBSAX) has a higher volatility of 3.09% compared to Dunham Dynamic Macro Fund (DNAVX) at 2.28%. This indicates that EBSAX's price experiences larger fluctuations and is considered to be riskier than DNAVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EBSAX | DNAVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 2.28% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 6.29% | 3.25% | +3.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.64% | 4.40% | +4.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.61% | 8.68% | +0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.53% | 8.46% | +1.07% |