EBSIX vs. DVRIX
Compare and contrast key facts about Campbell Systematic Macro Fund Class I Shares (EBSIX) and MFS Global Alternative Strategy Fund (DVRIX).
EBSIX is managed by Campbell & Company. It was launched on Mar 4, 2013. DVRIX is managed by MFS. It was launched on Dec 19, 2007.
Performance
EBSIX vs. DVRIX - Performance Comparison
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EBSIX vs. DVRIX - 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% |
DVRIX MFS Global Alternative Strategy Fund | 0.35% | 10.87% | 9.66% | 9.22% | -5.10% | 3.67% | 4.19% |
Returns By Period
In the year-to-date period, EBSIX achieves a 7.05% return, which is significantly higher than DVRIX's 0.35% return.
EBSIX
- 1D
- -0.69%
- 1M
- 2.56%
- YTD
- 7.05%
- 6M
- 3.19%
- 1Y
- 0.38%
- 3Y*
- 3.75%
- 5Y*
- 9.32%
- 10Y*
- —
DVRIX
- 1D
- 0.77%
- 1M
- -1.65%
- YTD
- 0.35%
- 6M
- 1.22%
- 1Y
- 6.28%
- 3Y*
- 8.98%
- 5Y*
- 5.62%
- 10Y*
- 4.93%
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EBSIX vs. DVRIX - Expense Ratio Comparison
EBSIX has a 1.75% expense ratio, which is higher than DVRIX's 1.05% expense ratio.
Return for Risk
EBSIX vs. DVRIX — Risk / Return Rank
EBSIX
DVRIX
EBSIX vs. DVRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Campbell Systematic Macro Fund Class I Shares (EBSIX) and MFS Global Alternative Strategy Fund (DVRIX). 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 | DVRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.05 | 1.36 | -1.32 |
Sortino ratioReturn per unit of downside risk | 0.12 | 1.91 | -1.79 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.29 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 0.14 | 1.93 | -1.79 |
Martin ratioReturn relative to average drawdown | 0.25 | 8.15 | -7.91 |
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 | DVRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.05 | 1.36 | -1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 1.17 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.95 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.42 | +0.71 |
Correlation
The correlation between EBSIX and DVRIX is 0.03, 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. DVRIX - Dividend Comparison
EBSIX's dividend yield for the trailing twelve months is around 2.95%, more than DVRIX's 1.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
DVRIX MFS Global Alternative Strategy Fund | 1.14% | 1.15% | 1.65% | 1.15% | 0.60% | 0.60% | 0.64% | 1.14% | 1.11% | 2.17% | 2.87% | 1.15% |
Drawdowns
EBSIX vs. DVRIX - Drawdown Comparison
The maximum EBSIX drawdown since its inception was -10.96%, smaller than the maximum DVRIX drawdown of -36.61%. Use the drawdown chart below to compare losses from any high point for EBSIX and DVRIX.
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Drawdown Indicators
| EBSIX | DVRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.96% | -36.61% | +25.65% |
Max Drawdown (1Y)Largest decline over 1 year | -7.43% | -3.45% | -3.98% |
Max Drawdown (5Y)Largest decline over 5 years | -10.96% | -9.88% | -1.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -12.80% | — |
Current DrawdownCurrent decline from peak | -0.69% | -2.05% | +1.36% |
Average DrawdownAverage peak-to-trough decline | -3.13% | -4.13% | +1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.37% | 0.82% | +3.55% |
Volatility
EBSIX vs. DVRIX - Volatility Comparison
Campbell Systematic Macro Fund Class I Shares (EBSIX) has a higher volatility of 3.12% compared to MFS Global Alternative Strategy Fund (DVRIX) at 1.66%. This indicates that EBSIX's price experiences larger fluctuations and is considered to be riskier than DVRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EBSIX | DVRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | 1.66% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 6.23% | 2.79% | +3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.51% | 4.81% | +3.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.59% | 4.84% | +4.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.52% | 5.22% | +4.30% |