EBSIX vs. CGFIX
Compare and contrast key facts about Campbell Systematic Macro Fund Class I Shares (EBSIX) and abrdn Global Absolute Return Strategies Fund (CGFIX).
EBSIX is managed by Campbell & Company. It was launched on Mar 4, 2013. CGFIX is managed by Aberdeen. It was launched on Oct 31, 1990.
Performance
EBSIX vs. CGFIX - Performance Comparison
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EBSIX vs. CGFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EBSIX Campbell Systematic Macro Fund Class I Shares | 7.80% | -1.14% | 11.63% | -1.83% | 30.91% | 9.05% | 4.94% |
CGFIX abrdn Global Absolute Return Strategies Fund | -0.35% | 5.79% | 4.85% | -2.54% | -9.99% | 1.39% | 4.01% |
Returns By Period
In the year-to-date period, EBSIX achieves a 7.80% return, which is significantly higher than CGFIX's -0.35% return.
EBSIX
- 1D
- 0.00%
- 1M
- 2.96%
- YTD
- 7.80%
- 6M
- 4.64%
- 1Y
- 1.08%
- 3Y*
- 3.99%
- 5Y*
- 9.60%
- 10Y*
- —
CGFIX
- 1D
- 0.36%
- 1M
- -2.43%
- YTD
- -0.35%
- 6M
- 0.47%
- 1Y
- 4.99%
- 3Y*
- 3.59%
- 5Y*
- -0.04%
- 10Y*
- 1.91%
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EBSIX vs. CGFIX - Expense Ratio Comparison
EBSIX has a 1.75% expense ratio, which is higher than CGFIX's 0.78% expense ratio.
Return for Risk
EBSIX vs. CGFIX — Risk / Return Rank
EBSIX
CGFIX
EBSIX vs. CGFIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Campbell Systematic Macro Fund Class I Shares (EBSIX) and abrdn Global Absolute Return Strategies Fund (CGFIX). 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.
| EBSIX | CGFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.21 | 1.48 | -1.27 |
Sortino ratioReturn per unit of downside risk | 0.34 | 2.04 | -1.70 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.29 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 0.23 | 1.93 | -1.70 |
Martin ratioReturn relative to average drawdown | 0.38 | 8.06 | -7.67 |
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
| EBSIX | CGFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.21 | 1.48 | -1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | -0.01 | +1.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.15 | 0.89 | +0.26 |
Correlation
The correlation between EBSIX and CGFIX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
EBSIX vs. CGFIX - Dividend Comparison
EBSIX's dividend yield for the trailing twelve months is around 2.93%, less than CGFIX's 6.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EBSIX Campbell Systematic Macro Fund Class I Shares | 2.93% | 3.16% | 2.90% | 1.82% | 15.10% | 7.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CGFIX abrdn Global Absolute Return Strategies Fund | 6.14% | 5.51% | 6.43% | 2.08% | 0.00% | 7.49% | 0.23% | 3.29% | 6.05% | 0.33% | 1.12% | 0.35% |
Drawdowns
EBSIX vs. CGFIX - Drawdown Comparison
The maximum EBSIX drawdown since its inception was -10.96%, smaller than the maximum CGFIX drawdown of -20.28%. Use the drawdown chart below to compare losses from any high point for EBSIX and CGFIX.
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Drawdown Indicators
| EBSIX | CGFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.96% | -20.28% | +9.32% |
Max Drawdown (1Y)Largest decline over 1 year | -7.43% | -2.78% | -4.65% |
Max Drawdown (5Y)Largest decline over 5 years | -10.96% | -20.28% | +9.32% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.28% | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.32% | +3.32% |
Average DrawdownAverage peak-to-trough decline | -3.13% | -3.20% | +0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.37% | 0.67% | +3.70% |
Volatility
EBSIX vs. CGFIX - Volatility Comparison
Campbell Systematic Macro Fund Class I Shares (EBSIX) has a higher volatility of 3.04% compared to abrdn Global Absolute Return Strategies Fund (CGFIX) at 1.50%. This indicates that EBSIX's price experiences larger fluctuations and is considered to be riskier than CGFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EBSIX | CGFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 1.50% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 6.19% | 2.12% | +4.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.50% | 3.48% | +5.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.59% | 5.76% | +3.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.52% | 4.74% | +4.78% |