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EBSAX vs. FARYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EBSAX vs. FARYX - Performance Comparison

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

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EBSAX vs. FARYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EBSAX
Campbell Systematic Macro Fund Class A Shares
7.79%-1.34%11.28%-2.11%30.56%8.90%4.88%
FARYX
Fulcrum Diversified Absolute Return Fund
6.28%13.34%7.19%0.79%2.19%4.30%2.92%

Returns By Period

In the year-to-date period, EBSAX achieves a 7.79% return, which is significantly higher than FARYX's 6.28% return.


EBSAX

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

FARYX

1D
0.48%
1M
-1.96%
YTD
6.28%
6M
9.76%
1Y
20.33%
3Y*
9.91%
5Y*
5.92%
10Y*
5.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EBSAX vs. FARYX - Expense Ratio Comparison

EBSAX has a 2.00% expense ratio, which is higher than FARYX's 1.04% expense ratio.


Return for Risk

EBSAX vs. FARYX — Risk / Return Rank

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

EBSAX
EBSAX Risk / Return Rank: 88
Overall Rank
EBSAX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EBSAX Sortino Ratio Rank: 77
Sortino Ratio Rank
EBSAX Omega Ratio Rank: 77
Omega Ratio Rank
EBSAX Calmar Ratio Rank: 1010
Calmar Ratio Rank
EBSAX Martin Ratio Rank: 88
Martin Ratio Rank

FARYX
FARYX Risk / Return Rank: 9797
Overall Rank
FARYX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FARYX Sortino Ratio Rank: 9797
Sortino Ratio Rank
FARYX Omega Ratio Rank: 9494
Omega Ratio Rank
FARYX Calmar Ratio Rank: 9999
Calmar Ratio Rank
FARYX Martin Ratio Rank: 9898
Martin Ratio Rank
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. FARYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Campbell Systematic Macro Fund Class A Shares (EBSAX) and Fulcrum Diversified Absolute Return Fund (FARYX). 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.


EBSAXFARYXDifference

Sharpe ratio

Return per unit of total volatility

0.18

2.64

-2.46

Sortino ratio

Return per unit of downside risk

0.30

3.76

-3.46

Omega ratio

Gain probability vs. loss probability

1.04

1.48

-0.45

Calmar ratio

Return relative to maximum drawdown

0.20

6.55

-6.35

Martin ratio

Return relative to average drawdown

0.33

22.31

-21.98

EBSAX vs. FARYX - Sharpe Ratio Comparison

The current EBSAX Sharpe Ratio is 0.18, which is lower than the FARYX Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of EBSAX and FARYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EBSAXFARYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

2.64

-2.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.94

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

0.88

+0.24

Correlation

The correlation between EBSAX and FARYX 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. FARYX - Dividend Comparison

EBSAX's dividend yield for the trailing twelve months is around 2.78%, less than FARYX's 6.76% yield.


TTM2025202420232022202120202019201820172016
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%0.00%0.00%
FARYX
Fulcrum Diversified Absolute Return Fund
6.76%7.18%4.39%0.89%1.28%8.96%7.79%0.63%8.88%3.39%0.40%

Drawdowns

EBSAX vs. FARYX - Drawdown Comparison

The maximum EBSAX drawdown since its inception was -11.15%, which is greater than FARYX's maximum drawdown of -7.41%. Use the drawdown chart below to compare losses from any high point for EBSAX and FARYX.


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Drawdown Indicators


EBSAXFARYXDifference

Max Drawdown

Largest peak-to-trough decline

-11.15%

-7.41%

-3.74%

Max Drawdown (1Y)

Largest decline over 1 year

-7.59%

-3.26%

-4.33%

Max Drawdown (5Y)

Largest decline over 5 years

-11.15%

-6.87%

-4.28%

Max Drawdown (10Y)

Largest decline over 10 years

-7.41%

Current Drawdown

Current decline from peak

0.00%

-2.24%

+2.24%

Average Drawdown

Average peak-to-trough decline

-3.23%

-1.85%

-1.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.55%

0.96%

+3.59%

Volatility

EBSAX vs. FARYX - Volatility Comparison

Campbell Systematic Macro Fund Class A Shares (EBSAX) has a higher volatility of 3.09% compared to Fulcrum Diversified Absolute Return Fund (FARYX) at 2.75%. This indicates that EBSAX's price experiences larger fluctuations and is considered to be riskier than FARYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EBSAXFARYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

2.75%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

6.29%

6.47%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

8.64%

7.90%

+0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.61%

6.30%

+3.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.53%

5.75%

+3.78%