EBSAX vs. DYMIX
EBSAX (Campbell Systematic Macro Fund Class A Shares) and DYMIX (Dynamic Alpha Macro Fund Institutional) are both Macro Trading funds. Over the past year, EBSAX returned 6.43% vs 23.34% for DYMIX. At a 0.18 correlation, their price movements are largely independent. EBSAX charges 2.00%/yr vs 1.98%/yr for DYMIX.
Performance
EBSAX vs. DYMIX - Performance Comparison
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Returns By Period
In the year-to-date period, EBSAX achieves a 8.66% return, which is significantly higher than DYMIX's 5.12% return.
EBSAX
- 1D
- 0.00%
- 1M
- -0.50%
- YTD
- 8.66%
- 6M
- 9.13%
- 1Y
- 6.43%
- 3Y*
- 3.97%
- 5Y*
- 9.00%
- 10Y*
- —
DYMIX
- 1D
- -0.07%
- 1M
- -2.25%
- YTD
- 5.12%
- 6M
- 5.73%
- 1Y
- 23.34%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EBSAX vs. DYMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EBSAX Campbell Systematic Macro Fund Class A Shares | 8.66% | -1.34% | 11.28% | -5.60% |
DYMIX Dynamic Alpha Macro Fund Institutional | 5.12% | 25.51% | 18.38% | 11.33% |
Correlation
The correlation between EBSAX and DYMIX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2023 | 0.18 |
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Return for Risk
EBSAX vs. DYMIX — Risk / Return Rank
EBSAX
DYMIX
EBSAX vs. DYMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Campbell Systematic Macro Fund Class A Shares (EBSAX) and Dynamic Alpha Macro Fund Institutional (DYMIX). 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.
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.
| EBSAX | DYMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.27 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.96 | 1.79 | -0.83 |
| Martin ratioReturn relative to average drawdown | 2.19 | 3.80 | -1.61 |
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Drawdowns
EBSAX vs. DYMIX - Drawdown Comparison
The maximum EBSAX drawdown since its inception was -11.15%, smaller than the maximum DYMIX drawdown of -12.95%. Use the drawdown chart below to compare losses from any high point for EBSAX and DYMIX.
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Drawdown Indicators
| EBSAX | DYMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.15% | -12.95% | +1.80% |
Max Drawdown (1Y)Largest decline over 1 year | -5.83% | -12.95% | +7.12% |
Max Drawdown (3Y)Largest decline over 3 years | -10.26% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -11.15% | — | — |
Current DrawdownCurrent decline from peak | -1.76% | -11.41% | +9.65% |
Average DrawdownAverage peak-to-trough decline | -3.14% | -3.89% | +0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 6.08% | -3.53% |
Volatility
EBSAX vs. DYMIX - Volatility Comparison
The current volatility for Campbell Systematic Macro Fund Class A Shares (EBSAX) is 1.97%, while Dynamic Alpha Macro Fund Institutional (DYMIX) has a volatility of 3.48%. This indicates that EBSAX experiences smaller price fluctuations and is considered to be less risky than DYMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EBSAX | DYMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 3.48% | -1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 6.00% | 11.42% | -5.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.16% | 15.58% | -7.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.55% | 14.42% | -4.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.45% | 14.42% | -4.97% |
EBSAX vs. DYMIX - Expense Ratio Comparison
EBSAX has a 2.00% expense ratio, which is higher than DYMIX's 1.98% expense ratio.
Dividends
EBSAX vs. DYMIX - Dividend Comparison
EBSAX's dividend yield for the trailing twelve months is around 2.76%, less than DYMIX's 6.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
DYMIX Dynamic Alpha Macro Fund Institutional | 6.49% | 6.82% | 7.12% | 0.42% | 0.00% | 0.00% |
EBSAX Campbell Systematic Macro Fund Class A Shares | 2.76% | 3.00% | 2.59% | 1.45% | 15.15% | 7.02% |
Frequently Asked Questions
EBSAX and DYMIX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DYMIX has higher volatility (3.48%) compared to EBSAX (1.97%). In terms of maximum drawdown, EBSAX dropped -11.15% vs DYMIX's -12.95%.
DYMIX currently has the higher Sharpe Ratio (1.49 vs 0.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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