EBSAX vs. EBSIX
Compare and contrast key facts about Campbell Systematic Macro Fund Class A Shares (EBSAX) and Campbell Systematic Macro Fund Class I Shares (EBSIX).
EBSAX is managed by Campbell & Company. It was launched on Mar 4, 2013. EBSIX is managed by Campbell & Company. It was launched on Mar 4, 2013.
Performance
EBSAX vs. EBSIX - Performance Comparison
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EBSAX vs. EBSIX - 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% |
EBSIX Campbell Systematic Macro Fund Class I Shares | 7.80% | -1.14% | 11.63% | -1.83% | 30.91% | 9.05% | 4.94% |
Returns By Period
The year-to-date returns for both investments are quite close, with EBSAX having a 7.79% return and EBSIX slightly higher at 7.80%.
EBSAX
- 1D
- 0.10%
- 1M
- 3.00%
- YTD
- 7.79%
- 6M
- 4.61%
- 1Y
- 0.91%
- 3Y*
- 3.76%
- 5Y*
- 9.34%
- 10Y*
- —
EBSIX
- 1D
- 0.00%
- 1M
- 2.96%
- YTD
- 7.80%
- 6M
- 4.64%
- 1Y
- 1.08%
- 3Y*
- 3.99%
- 5Y*
- 9.60%
- 10Y*
- —
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EBSAX vs. EBSIX - Expense Ratio Comparison
EBSAX has a 2.00% expense ratio, which is higher than EBSIX's 1.75% expense ratio.
Return for Risk
EBSAX vs. EBSIX — Risk / Return Rank
EBSAX
EBSIX
EBSAX vs. EBSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Campbell Systematic Macro Fund Class A Shares (EBSAX) 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.
| EBSAX | EBSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.18 | 0.21 | -0.04 |
Sortino ratioReturn per unit of downside risk | 0.30 | 0.34 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.04 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.20 | 0.23 | -0.03 |
Martin ratioReturn relative to average drawdown | 0.33 | 0.38 | -0.05 |
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 | EBSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 0.21 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 1.01 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.12 | 1.15 | -0.03 |
Correlation
The correlation between EBSAX and EBSIX is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EBSAX vs. EBSIX - Dividend Comparison
EBSAX's dividend yield for the trailing twelve months is around 2.78%, less than EBSIX's 2.93% 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% |
EBSIX Campbell Systematic Macro Fund Class I Shares | 2.93% | 3.16% | 2.90% | 1.82% | 15.10% | 7.73% |
Drawdowns
EBSAX vs. EBSIX - Drawdown Comparison
The maximum EBSAX drawdown since its inception was -11.15%, roughly equal to the maximum EBSIX drawdown of -10.96%. Use the drawdown chart below to compare losses from any high point for EBSAX and EBSIX.
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Drawdown Indicators
| EBSAX | EBSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.15% | -10.96% | -0.19% |
Max Drawdown (1Y)Largest decline over 1 year | -7.59% | -7.43% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -11.15% | -10.96% | -0.19% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.23% | -3.13% | -0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.55% | 4.37% | +0.18% |
Volatility
EBSAX vs. EBSIX - Volatility Comparison
Campbell Systematic Macro Fund Class A Shares (EBSAX) and Campbell Systematic Macro Fund Class I Shares (EBSIX) have volatilities of 3.09% and 3.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EBSAX | EBSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 3.04% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 6.29% | 6.19% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.64% | 8.50% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.61% | 9.59% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.53% | 9.52% | +0.01% |