EBSIX vs. MAFIX
EBSIX (Campbell Systematic Macro Fund Class I Shares) and MAFIX (Abbey Capital Multi Asset Fund Class I) are both Multistrategy funds. Over the past 5 years, EBSIX returned 7.94%/yr vs 7.28%/yr for MAFIX. Their 0.46 correlation means their historical movements had little consistent relationship. EBSIX charges 1.75%/yr vs 1.79%/yr for MAFIX.
Performance
EBSIX vs. MAFIX - Performance Comparison
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Returns By Period
In the year-to-date period, EBSIX achieves a 5.77% return, which is significantly lower than MAFIX's 7.60% return.
EBSIX
- 1D
- -0.30%
- 1M
- -1.00%
- 6M
- 3.23%
- YTD
- 5.77%
- 1Y
- 5.32%
- 3Y*
- 4.20%
- 5Y*
- 7.94%
- 10Y*
- —
- ALL TIME*
- 9.85%
MAFIX
- 1D
- 0.25%
- 1M
- -1.62%
- 6M
- 3.22%
- YTD
- 7.60%
- 1Y
- 24.55%
- 3Y*
- 7.68%
- 5Y*
- 7.28%
- 10Y*
- —
- ALL TIME*
- 12.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
EBSIX vs. MAFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EBSIX Campbell Systematic Macro Fund Class I Shares | 5.77% | -1.14% | 11.63% | -1.83% | 30.91% | 9.05% | 4.94% |
MAFIX Abbey Capital Multi Asset Fund Class I | 7.60% | 8.41% | 8.99% | 5.02% | 4.08% | 14.79% | 11.04% |
Correlation
The correlation between EBSIX and MAFIX is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.55 |
Correlation (3Y) Balances recent behavior with more history. | 0.53 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2020 | 0.46 |
The correlation between EBSIX and MAFIX shifts across timeframes, from 0.42 (5 years) to 0.55 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EBSIX vs. MAFIX — Risk / Return Rank
EBSIX
MAFIX
EBSIX vs. MAFIX - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EBSIX | MAFIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.28 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 2.92 | -2.34 |
| Martin ratioReturn relative to average drawdown | 1.34 | 8.84 | -7.50 |
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Drawdowns
EBSIX vs. MAFIX - Drawdown Comparison
The maximum EBSIX drawdown since its inception was -10.96%, smaller than the maximum MAFIX drawdown of -19.21%. Use the drawdown chart below to compare losses from any high point for EBSIX and MAFIX.
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Drawdown Indicators
| EBSIX | MAFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.96% | -19.21% | +8.25% |
Max Drawdown (1Y)Largest decline over 1 year | -5.88% | -7.26% | +1.38% |
Max Drawdown (3Y)Largest decline over 3 years | -10.26% | -19.21% | +8.95% |
Max Drawdown (5Y)Largest decline over 5 years | -10.96% | -19.21% | +8.25% |
Current DrawdownCurrent decline from peak | -4.44% | -5.22% | +0.78% |
Average DrawdownAverage peak-to-trough decline | -3.04% | -3.41% | +0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.41% | +0.18% |
Volatility
EBSIX vs. MAFIX - Volatility Comparison
Campbell Systematic Macro Fund Class I Shares (EBSIX) and Abbey Capital Multi Asset Fund Class I (MAFIX) have volatilities of 2.71% and 2.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EBSIX | MAFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 2.73% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 5.95% | 9.01% | -3.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.20% | 13.03% | -4.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.52% | 12.30% | -2.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.43% | 12.84% | -3.41% |
EBSIX vs. MAFIX - Expense Ratio Comparison
EBSIX has a 1.75% expense ratio, which is lower than MAFIX's 1.79% expense ratio.
Dividends
EBSIX vs. MAFIX - Dividend Comparison
EBSIX's dividend yield for the trailing twelve months is around 2.99%, less than MAFIX's 10.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
EBSIX Campbell Systematic Macro Fund Class I Shares | 2.99% | 3.16% | 2.90% | 1.82% | 15.10% | 7.73% | 0.00% | 0.00% | 0.00% |
MAFIX Abbey Capital Multi Asset Fund Class I | 10.95% | 11.78% | 4.57% | 3.80% | 4.12% | 10.65% | 10.29% | 12.30% | 9.36% |
Frequently Asked Questions
EBSIX and MAFIX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MAFIX has higher volatility (2.73%) compared to EBSIX (2.71%). In terms of maximum drawdown, EBSIX dropped -10.96% vs MAFIX's -19.21%.
MAFIX currently has the higher Sharpe Ratio (1.63 vs 0.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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