EBSIX vs. EGRAX
Compare and contrast key facts about Campbell Systematic Macro Fund Class I Shares (EBSIX) and Eaton Vance Global Macro Absolute Return Advantage Fund Class A (EGRAX).
EBSIX is managed by Campbell & Company. It was launched on Mar 4, 2013. EGRAX is an actively managed fund by Eaton Vance. It was launched on Dec 28, 2012.
Performance
EBSIX vs. EGRAX - Performance Comparison
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EBSIX vs. EGRAX - 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% |
EGRAX Eaton Vance Global Macro Absolute Return Advantage Fund Class A | 3.40% | 20.06% | 9.19% | 8.10% | -2.30% | 3.35% | 3.29% |
Returns By Period
In the year-to-date period, EBSIX achieves a 7.05% return, which is significantly higher than EGRAX's 3.40% return.
EBSIX
- 1D
- -0.69%
- 1M
- 2.56%
- YTD
- 7.05%
- 6M
- 3.19%
- 1Y
- 0.38%
- 3Y*
- 3.75%
- 5Y*
- 9.32%
- 10Y*
- —
EGRAX
- 1D
- -0.17%
- 1M
- -2.06%
- YTD
- 3.40%
- 6M
- 9.63%
- 1Y
- 18.56%
- 3Y*
- 12.71%
- 5Y*
- 8.23%
- 10Y*
- 6.02%
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EBSIX vs. EGRAX - Expense Ratio Comparison
EBSIX has a 1.75% expense ratio, which is lower than EGRAX's 2.22% expense ratio.
Return for Risk
EBSIX vs. EGRAX — Risk / Return Rank
EBSIX
EGRAX
EBSIX vs. EGRAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Campbell Systematic Macro Fund Class I Shares (EBSIX) and Eaton Vance Global Macro Absolute Return Advantage Fund Class A (EGRAX). 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 | EGRAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.05 | 5.02 | -4.98 |
Sortino ratioReturn per unit of downside risk | 0.12 | 6.79 | -6.67 |
Omega ratioGain probability vs. loss probability | 1.01 | 2.33 | -1.32 |
Calmar ratioReturn relative to maximum drawdown | 0.14 | 5.73 | -5.58 |
Martin ratioReturn relative to average drawdown | 0.25 | 23.99 | -23.74 |
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 | EGRAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.05 | 5.02 | -4.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 2.08 | -1.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 1.21 | -0.07 |
Correlation
The correlation between EBSIX and EGRAX is 0.10, 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. EGRAX - Dividend Comparison
EBSIX's dividend yield for the trailing twelve months is around 2.95%, less than EGRAX's 6.54% 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% |
EGRAX Eaton Vance Global Macro Absolute Return Advantage Fund Class A | 6.54% | 6.76% | 5.86% | 3.18% | 4.53% | 4.58% | 5.61% | 4.02% | 0.00% | 2.82% | 1.47% | 6.42% |
Drawdowns
EBSIX vs. EGRAX - Drawdown Comparison
The maximum EBSIX drawdown since its inception was -10.96%, smaller than the maximum EGRAX drawdown of -14.15%. Use the drawdown chart below to compare losses from any high point for EBSIX and EGRAX.
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Drawdown Indicators
| EBSIX | EGRAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.96% | -14.15% | +3.19% |
Max Drawdown (1Y)Largest decline over 1 year | -7.43% | -3.18% | -4.25% |
Max Drawdown (5Y)Largest decline over 5 years | -10.96% | -10.31% | -0.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -14.15% | — |
Current DrawdownCurrent decline from peak | -0.69% | -3.18% | +2.49% |
Average DrawdownAverage peak-to-trough decline | -3.13% | -1.94% | -1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.37% | 0.76% | +3.61% |
Volatility
EBSIX vs. EGRAX - Volatility Comparison
Campbell Systematic Macro Fund Class I Shares (EBSIX) has a higher volatility of 3.12% compared to Eaton Vance Global Macro Absolute Return Advantage Fund Class A (EGRAX) at 1.77%. This indicates that EBSIX's price experiences larger fluctuations and is considered to be riskier than EGRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EBSIX | EGRAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | 1.77% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 6.23% | 2.99% | +3.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.51% | 3.73% | +4.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.59% | 3.98% | +5.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.52% | 3.94% | +5.58% |