EBSAX vs. QALTX
Compare and contrast key facts about Campbell Systematic Macro Fund Class A Shares (EBSAX) and Quantified Alternative Investment Fund (QALTX).
EBSAX is managed by Campbell & Company. It was launched on Mar 4, 2013. QALTX is managed by Advisors Preferred. It was launched on Aug 8, 2013.
Performance
EBSAX vs. QALTX - Performance Comparison
Loading graphics...
EBSAX vs. QALTX - 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% |
QALTX Quantified Alternative Investment Fund | 3.15% | 14.31% | 4.11% | 2.76% | -8.13% | 11.76% | 12.85% |
Returns By Period
In the year-to-date period, EBSAX achieves a 7.79% return, which is significantly higher than QALTX's 3.15% return.
EBSAX
- 1D
- 0.10%
- 1M
- 3.00%
- YTD
- 7.79%
- 6M
- 4.61%
- 1Y
- 0.91%
- 3Y*
- 3.76%
- 5Y*
- 9.34%
- 10Y*
- —
QALTX
- 1D
- -0.10%
- 1M
- -2.78%
- YTD
- 3.15%
- 6M
- 5.51%
- 1Y
- 17.90%
- 3Y*
- 8.53%
- 5Y*
- 4.13%
- 10Y*
- 4.21%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EBSAX vs. QALTX - Expense Ratio Comparison
EBSAX has a 2.00% expense ratio, which is higher than QALTX's 1.33% expense ratio.
Return for Risk
EBSAX vs. QALTX — Risk / Return Rank
EBSAX
QALTX
EBSAX vs. QALTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Campbell Systematic Macro Fund Class A Shares (EBSAX) and Quantified Alternative Investment Fund (QALTX). 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 | QALTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.18 | 1.78 | -1.60 |
Sortino ratioReturn per unit of downside risk | 0.30 | 2.35 | -2.05 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.37 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | 0.20 | 2.83 | -2.63 |
Martin ratioReturn relative to average drawdown | 0.33 | 12.72 | -12.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EBSAX | QALTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.18 | 1.78 | -1.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.46 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.43 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.12 | 0.32 | +0.80 |
Correlation
The correlation between EBSAX and QALTX is 0.16, 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. QALTX - Dividend Comparison
EBSAX's dividend yield for the trailing twelve months is around 2.78%, more than QALTX's 2.35% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
QALTX Quantified Alternative Investment Fund | 2.35% | 2.42% | 1.61% | 3.55% | 1.73% | 12.79% | 0.00% | 1.44% | 0.07% | 3.12% | 0.04% | 0.84% |
Drawdowns
EBSAX vs. QALTX - Drawdown Comparison
The maximum EBSAX drawdown since its inception was -11.15%, smaller than the maximum QALTX drawdown of -24.22%. Use the drawdown chart below to compare losses from any high point for EBSAX and QALTX.
Loading graphics...
Drawdown Indicators
| EBSAX | QALTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.15% | -24.22% | +13.07% |
Max Drawdown (1Y)Largest decline over 1 year | -7.59% | -6.46% | -1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -11.15% | -13.17% | +2.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.22% | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.96% | +2.96% |
Average DrawdownAverage peak-to-trough decline | -3.23% | -6.14% | +2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.55% | 1.44% | +3.11% |
Volatility
EBSAX vs. QALTX - Volatility Comparison
Campbell Systematic Macro Fund Class A Shares (EBSAX) has a higher volatility of 3.09% compared to Quantified Alternative Investment Fund (QALTX) at 2.53%. This indicates that EBSAX's price experiences larger fluctuations and is considered to be riskier than QALTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EBSAX | QALTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 2.53% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 6.29% | 7.76% | -1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.64% | 10.49% | -1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.61% | 8.94% | +0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.53% | 9.89% | -0.36% |