EBSAX vs. DYMIX

Last updated Apr 1, 2026

Compare and contrast key facts about Campbell Systematic Macro Fund Class A Shares (EBSAX) and Dynamic Alpha Macro Fund Institutional (DYMIX).

EBSAX is managed by Campbell & Company. It was launched on Mar 4, 2013. DYMIX is an actively managed fund by Dynamic Alpha Funds. It was launched on Jul 31, 2023.

Performance

EBSAX vs. DYMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Campbell Systematic Macro Fund Class A Shares (EBSAX) and Dynamic Alpha Macro Fund Institutional (DYMIX). The values are adjusted to include any dividend payments, if applicable.

EBSAX vs. DYMIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
EBSAX Campbell Systematic Macro Fund Class A Shares	7.79%	-1.34%	11.28%	-5.89%
DYMIX Dynamic Alpha Macro Fund Institutional	3.29%	25.51%	18.38%	11.33%

Returns By Period

In the year-to-date period, EBSAX achieves a 7.79% return, which is significantly higher than DYMIX's 3.29% return.

EBSAX

• 1D: 0.10%
• 1M: 3.00%
• YTD: 7.79%
• 6M: 4.61%
• 1Y: 0.91%
• 3Y*: 3.76%
• 5Y*: 9.34%
• 10Y*: —

DYMIX

• 1D: -0.56%
• 1M: -12.95%
• YTD: 3.29%
• 6M: 5.79%
• 1Y: 25.22%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EBSAX vs. DYMIX - Expense Ratio Comparison

EBSAX has a 2.00% expense ratio, which is higher than DYMIX's 1.98% expense ratio.

EBSAX

Campbell Systematic Macro Fund Class A Shares

DYMIX

Dynamic Alpha Macro Fund Institutional

Return for Risk

EBSAX vs. DYMIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EBSAX

EBSAX Risk / Return Rank: 8
EBSAX Sharpe Ratio Rank: 8
EBSAX Sortino Ratio Rank: 7
EBSAX Omega Ratio Rank: 7
EBSAX Calmar Ratio Rank: 10
EBSAX Martin Ratio Rank: 8

DYMIX

DYMIX Risk / Return Rank: 81
DYMIX Sharpe Ratio Rank: 85
DYMIX Sortino Ratio Rank: 85
DYMIX Omega Ratio Rank: 76
DYMIX Calmar Ratio Rank: 82
DYMIX Martin Ratio Rank: 76

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.

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.

	EBSAX	DYMIX	Difference
Sharpe ratio Return per unit of total volatility	0.18	1.62	-1.44
Sortino ratio Return per unit of downside risk	0.30	2.22	-1.92
Omega ratio Gain probability vs. loss probability	1.04	1.29	-0.25
Calmar ratio Return relative to maximum drawdown	0.20	1.99	-1.79
Martin ratio Return relative to average drawdown	0.33	7.32	-6.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EBSAX vs. DYMIX - Sharpe Ratio Comparison

The current EBSAX Sharpe Ratio is 0.18, which is lower than the DYMIX Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of EBSAX and DYMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EBSAX	DYMIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.18	1.62	-1.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.98	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.12	1.67	-0.55

Correlation

The correlation between EBSAX and DYMIX is 0.19, 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. DYMIX - Dividend Comparison

EBSAX's dividend yield for the trailing twelve months is around 2.78%, less than DYMIX's 6.60% yield.

	TTM	2025	2024	2023	2022	2021
EBSAX Campbell Systematic Macro Fund Class A Shares	2.78%	3.00%	2.59%	1.45%	15.15%	7.02%
DYMIX Dynamic Alpha Macro Fund Institutional	6.60%	6.82%	7.12%	0.42%	0.00%	0.00%

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.

Drawdown Indicators

	EBSAX	DYMIX	Difference
Max Drawdown Largest peak-to-trough decline	-11.15%	-12.95%	+1.80%
Max Drawdown (1Y) Largest decline over 1 year	-7.59%	-12.95%	+5.36%
Max Drawdown (5Y) Largest decline over 5 years	-11.15%	—	—
Current Drawdown Current decline from peak	0.00%	-12.95%	+12.95%
Average Drawdown Average peak-to-trough decline	-3.23%	-3.28%	+0.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.55%	3.52%	+1.03%

Volatility

EBSAX vs. DYMIX - Volatility Comparison

The current volatility for Campbell Systematic Macro Fund Class A Shares (EBSAX) is 3.09%, while Dynamic Alpha Macro Fund Institutional (DYMIX) has a volatility of 4.68%. 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.

Volatility by Period

	EBSAX	DYMIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.09%	4.68%	-1.59%
Volatility (6M) Calculated over the trailing 6-month period	6.29%	11.99%	-5.70%
Volatility (1Y) Calculated over the trailing 1-year period	8.64%	15.64%	-7.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.61%	14.75%	-5.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.53%	14.75%	-5.22%