EBSIX vs. MBXIX
Compare and contrast key facts about Campbell Systematic Macro Fund Class I Shares (EBSIX) and Catalyst/Millburn Hedge Strategy Fund Class I (MBXIX).
EBSIX is managed by Campbell & Company. It was launched on Mar 4, 2013. MBXIX is managed by Catalyst Mutual Funds. It was launched on Dec 31, 1996.
Performance
EBSIX vs. MBXIX - Performance Comparison
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EBSIX vs. MBXIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EBSIX Campbell Systematic Macro Fund Class I Shares | 7.80% | -1.14% | 11.63% | -1.83% | 30.91% | 9.05% | 4.94% |
MBXIX Catalyst/Millburn Hedge Strategy Fund Class I | 8.00% | 4.35% | 13.49% | -0.67% | 7.72% | 16.89% | 14.22% |
Returns By Period
The year-to-date returns for both investments are quite close, with EBSIX having a 7.80% return and MBXIX slightly higher at 8.00%.
EBSIX
- 1D
- 0.00%
- 1M
- 2.96%
- YTD
- 7.80%
- 6M
- 4.64%
- 1Y
- 1.08%
- 3Y*
- 3.99%
- 5Y*
- 9.60%
- 10Y*
- —
MBXIX
- 1D
- -0.52%
- 1M
- 1.48%
- YTD
- 8.00%
- 6M
- 9.98%
- 1Y
- 14.74%
- 3Y*
- 9.95%
- 5Y*
- 8.29%
- 10Y*
- 8.26%
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EBSIX vs. MBXIX - Expense Ratio Comparison
EBSIX has a 1.75% expense ratio, which is lower than MBXIX's 2.04% expense ratio.
Return for Risk
EBSIX vs. MBXIX — Risk / Return Rank
EBSIX
MBXIX
EBSIX vs. MBXIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Campbell Systematic Macro Fund Class I Shares (EBSIX) and Catalyst/Millburn Hedge Strategy Fund Class I (MBXIX). 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 | MBXIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.21 | 1.33 | -1.12 |
Sortino ratioReturn per unit of downside risk | 0.34 | 1.78 | -1.43 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.31 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 0.23 | 1.25 | -1.03 |
Martin ratioReturn relative to average drawdown | 0.38 | 5.92 | -5.54 |
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 | MBXIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.21 | 1.33 | -1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.71 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.15 | 0.66 | +0.49 |
Correlation
The correlation between EBSIX and MBXIX is 0.38, 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. MBXIX - Dividend Comparison
EBSIX's dividend yield for the trailing twelve months is around 2.93%, while MBXIX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
EBSIX Campbell Systematic Macro Fund Class I Shares | 2.93% | 3.16% | 2.90% | 1.82% | 15.10% | 7.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MBXIX Catalyst/Millburn Hedge Strategy Fund Class I | 0.00% | 0.00% | 2.63% | 2.25% | 7.74% | 0.00% | 4.27% | 5.18% | 3.33% | 3.33% | 1.91% |
Drawdowns
EBSIX vs. MBXIX - Drawdown Comparison
The maximum EBSIX drawdown since its inception was -10.96%, smaller than the maximum MBXIX drawdown of -31.73%. Use the drawdown chart below to compare losses from any high point for EBSIX and MBXIX.
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Drawdown Indicators
| EBSIX | MBXIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.96% | -31.73% | +20.77% |
Max Drawdown (1Y)Largest decline over 1 year | -7.43% | -11.28% | +3.85% |
Max Drawdown (5Y)Largest decline over 5 years | -10.96% | -15.59% | +4.63% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.73% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.64% | +1.64% |
Average DrawdownAverage peak-to-trough decline | -3.13% | -4.06% | +0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.37% | 2.39% | +1.98% |
Volatility
EBSIX vs. MBXIX - Volatility Comparison
Campbell Systematic Macro Fund Class I Shares (EBSIX) has a higher volatility of 3.04% compared to Catalyst/Millburn Hedge Strategy Fund Class I (MBXIX) at 2.37%. This indicates that EBSIX's price experiences larger fluctuations and is considered to be riskier than MBXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EBSIX | MBXIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 2.37% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 6.19% | 5.27% | +0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.50% | 11.80% | -3.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.59% | 11.76% | -2.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.52% | 13.45% | -3.93% |