EBSAX vs. FARYX
Compare and contrast key facts about Campbell Systematic Macro Fund Class A Shares (EBSAX) and Fulcrum Diversified Absolute Return Fund (FARYX).
EBSAX is managed by Campbell & Company. It was launched on Mar 4, 2013. FARYX is managed by Fulcrum. It was launched on Jul 30, 2015.
Performance
EBSAX vs. FARYX - Performance Comparison
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EBSAX vs. FARYX - 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% |
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%
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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
EBSAX
FARYX
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.
| EBSAX | FARYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.18 | 2.64 | -2.46 |
Sortino ratioReturn per unit of downside risk | 0.30 | 3.76 | -3.46 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.48 | -0.45 |
Calmar ratioReturn relative to maximum drawdown | 0.20 | 6.55 | -6.35 |
Martin ratioReturn relative to average drawdown | 0.33 | 22.31 | -21.98 |
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 | FARYX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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
| EBSAX | FARYX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -2.24% | +2.24% |
Average DrawdownAverage peak-to-trough decline | -3.23% | -1.85% | -1.38% |
Ulcer IndexDepth 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
| EBSAX | FARYX | Difference | |
|---|---|---|---|
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% |