EBSIX vs. FXAIX
Compare and contrast key facts about Campbell Systematic Macro Fund Class I Shares (EBSIX) and Fidelity 500 Index Fund (FXAIX).
EBSIX is managed by Campbell & Company. It was launched on Mar 4, 2013. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EBSIX or FXAIX.
Correlation
The correlation between EBSIX and FXAIX is 0.06, 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.
Performance
EBSIX vs. FXAIX - Performance Comparison
Key characteristics
EBSIX:
1.07
FXAIX:
1.47
EBSIX:
1.50
FXAIX:
1.99
EBSIX:
1.19
FXAIX:
1.27
EBSIX:
1.41
FXAIX:
2.21
EBSIX:
5.64
FXAIX:
9.07
EBSIX:
1.77%
FXAIX:
2.06%
EBSIX:
9.36%
FXAIX:
12.75%
EBSIX:
-30.10%
FXAIX:
-33.79%
EBSIX:
-2.05%
FXAIX:
-3.06%
Returns By Period
In the year-to-date period, EBSIX achieves a 2.77% return, which is significantly higher than FXAIX's 1.43% return. Over the past 10 years, EBSIX has underperformed FXAIX with an annualized return of 3.87%, while FXAIX has yielded a comparatively higher 12.81% annualized return.
EBSIX
2.77%
-0.10%
5.36%
9.84%
9.18%
3.87%
FXAIX
1.43%
-2.28%
6.54%
19.06%
16.73%
12.81%
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EBSIX vs. FXAIX - Expense Ratio Comparison
EBSIX has a 1.75% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
EBSIX vs. FXAIX — Risk-Adjusted Performance Rank
EBSIX
FXAIX
EBSIX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Campbell Systematic Macro Fund Class I Shares (EBSIX) and Fidelity 500 Index Fund (FXAIX). 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.
Dividends
EBSIX vs. FXAIX - Dividend Comparison
EBSIX's dividend yield for the trailing twelve months is around 1.53%, more than FXAIX's 1.23% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EBSIX Campbell Systematic Macro Fund Class I Shares | 1.53% | 1.57% | 1.81% | 2.34% | 6.61% | 0.00% | 10.31% | 14.06% | 0.00% | 0.00% | 2.09% | 6.01% |
FXAIX Fidelity 500 Index Fund | 1.23% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% |
Drawdowns
EBSIX vs. FXAIX - Drawdown Comparison
The maximum EBSIX drawdown since its inception was -30.10%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for EBSIX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
EBSIX vs. FXAIX - Volatility Comparison
The current volatility for Campbell Systematic Macro Fund Class I Shares (EBSIX) is 2.88%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.41%. This indicates that EBSIX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.