EBSIX vs. MAFIX
Compare and contrast key facts about Campbell Systematic Macro Fund Class I Shares (EBSIX) and Abbey Capital Multi Asset Fund Class I (MAFIX).
EBSIX is managed by Campbell & Company. It was launched on Mar 4, 2013. MAFIX is managed by Abbey Capital. It was launched on Apr 11, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EBSIX or MAFIX.
Key characteristics
| EBSIX | MAFIX | |
|---|---|---|
| YTD Return | 8.78% | 8.04% |
| 1Y Return | 5.65% | 10.37% |
| 3Y Return (Ann) | 11.01% | 4.92% |
| 5Y Return (Ann) | 8.93% | 11.54% |
| Sharpe Ratio | 0.52 | 0.75 |
| Sortino Ratio | 0.77 | 1.07 |
| Omega Ratio | 1.10 | 1.14 |
| Calmar Ratio | 0.44 | 0.78 |
| Martin Ratio | 2.18 | 2.18 |
| Ulcer Index | 2.23% | 4.66% |
| Daily Std Dev | 9.34% | 13.55% |
| Max Drawdown | -30.10% | -13.28% |
| Current Drawdown | -2.59% | -6.27% |
Correlation
The correlation between EBSIX and MAFIX is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EBSIX vs. MAFIX - Performance Comparison
In the year-to-date period, EBSIX achieves a 8.78% return, which is significantly higher than MAFIX's 8.04% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EBSIX vs. MAFIX - Expense Ratio Comparison
EBSIX has a 1.75% expense ratio, which is lower than MAFIX's 1.79% expense ratio.
Risk-Adjusted Performance
EBSIX vs. MAFIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Campbell Systematic Macro Fund Class I Shares (EBSIX) and Abbey Capital Multi Asset Fund Class I (MAFIX). 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. MAFIX - Dividend Comparison
EBSIX's dividend yield for the trailing twelve months is around 1.66%, more than MAFIX's 0.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
EBSIX Campbell Systematic Macro Fund Class I Shares | 1.66% | 1.81% | 2.34% | 6.61% | 0.00% | 10.31% | 14.06% | 0.00% | 0.00% | 2.09% | 6.01% |
MAFIX Abbey Capital Multi Asset Fund Class I | 0.92% | 0.99% | 3.84% | 3.04% | 1.64% | 10.10% | 9.36% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EBSIX vs. MAFIX - Drawdown Comparison
The maximum EBSIX drawdown since its inception was -30.10%, which is greater than MAFIX's maximum drawdown of -13.28%. Use the drawdown chart below to compare losses from any high point for EBSIX and MAFIX. For additional features, visit the drawdowns tool.
Volatility
EBSIX vs. MAFIX - Volatility Comparison
The current volatility for Campbell Systematic Macro Fund Class I Shares (EBSIX) is 2.52%, while Abbey Capital Multi Asset Fund Class I (MAFIX) has a volatility of 4.15%. This indicates that EBSIX experiences smaller price fluctuations and is considered to be less risky than MAFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.