EBSIX vs. DNAVX
Compare and contrast key facts about Campbell Systematic Macro Fund Class I Shares (EBSIX) and Dunham Dynamic Macro Fund (DNAVX).
EBSIX is managed by Campbell & Company. It was launched on Mar 4, 2013. DNAVX is managed by Dunham. It was launched on Apr 28, 2010.
Performance
EBSIX vs. DNAVX - Performance Comparison
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EBSIX vs. DNAVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EBSIX Campbell Systematic Macro Fund Class I Shares | 7.05% | -1.14% | 11.63% | -1.83% | 30.91% | 9.05% | 4.94% |
DNAVX Dunham Dynamic Macro Fund | 2.75% | 5.12% | 6.13% | 18.70% | -14.02% | 9.29% | 5.19% |
Returns By Period
In the year-to-date period, EBSIX achieves a 7.05% return, which is significantly higher than DNAVX's 2.75% return.
EBSIX
- 1D
- -0.69%
- 1M
- 2.56%
- YTD
- 7.05%
- 6M
- 3.19%
- 1Y
- 0.38%
- 3Y*
- 3.75%
- 5Y*
- 9.32%
- 10Y*
- —
DNAVX
- 1D
- 0.43%
- 1M
- -1.28%
- YTD
- 2.75%
- 6M
- 2.68%
- 1Y
- 7.38%
- 3Y*
- 9.67%
- 5Y*
- 5.06%
- 10Y*
- 3.98%
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EBSIX vs. DNAVX - Expense Ratio Comparison
EBSIX has a 1.75% expense ratio, which is lower than DNAVX's 1.88% expense ratio.
Return for Risk
EBSIX vs. DNAVX — Risk / Return Rank
EBSIX
DNAVX
EBSIX vs. DNAVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Campbell Systematic Macro Fund Class I Shares (EBSIX) and Dunham Dynamic Macro Fund (DNAVX). 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 | DNAVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.05 | 1.77 | -1.72 |
Sortino ratioReturn per unit of downside risk | 0.12 | 2.61 | -2.49 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.37 | -0.35 |
Calmar ratioReturn relative to maximum drawdown | 0.14 | 3.71 | -3.57 |
Martin ratioReturn relative to average drawdown | 0.25 | 15.58 | -15.33 |
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 | DNAVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.05 | 1.77 | -1.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.59 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.33 | +0.80 |
Correlation
The correlation between EBSIX and DNAVX is 0.08, 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
EBSIX vs. DNAVX - Dividend Comparison
EBSIX's dividend yield for the trailing twelve months is around 2.95%, less than DNAVX's 11.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EBSIX Campbell Systematic Macro Fund Class I Shares | 2.95% | 3.16% | 2.90% | 1.82% | 15.10% | 7.73% | 0.00% | 0.00% | 0.00% |
DNAVX Dunham Dynamic Macro Fund | 11.25% | 11.56% | 0.00% | 3.41% | 0.00% | 0.00% | 0.75% | 0.00% | 2.42% |
Drawdowns
EBSIX vs. DNAVX - Drawdown Comparison
The maximum EBSIX drawdown since its inception was -10.96%, smaller than the maximum DNAVX drawdown of -17.73%. Use the drawdown chart below to compare losses from any high point for EBSIX and DNAVX.
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Drawdown Indicators
| EBSIX | DNAVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.96% | -17.73% | +6.77% |
Max Drawdown (1Y)Largest decline over 1 year | -7.43% | -2.13% | -5.30% |
Max Drawdown (5Y)Largest decline over 5 years | -10.96% | -17.12% | +6.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.73% | — |
Current DrawdownCurrent decline from peak | -0.69% | -1.28% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -3.13% | -3.91% | +0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.37% | 0.51% | +3.86% |
Volatility
EBSIX vs. DNAVX - Volatility Comparison
Campbell Systematic Macro Fund Class I Shares (EBSIX) has a higher volatility of 3.12% compared to Dunham Dynamic Macro Fund (DNAVX) at 2.28%. This indicates that EBSIX's price experiences larger fluctuations and is considered to be riskier than DNAVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EBSIX | DNAVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | 2.28% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 6.23% | 3.25% | +2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.51% | 4.40% | +4.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.59% | 8.68% | +0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.52% | 8.46% | +1.06% |