EBSIX vs. OTRFX
Compare and contrast key facts about Campbell Systematic Macro Fund Class I Shares (EBSIX) and OnTrack Core Fund (OTRFX).
EBSIX is managed by Campbell & Company. It was launched on Mar 4, 2013. OTRFX is managed by Advisors Preferred. It was launched on Jan 14, 2013.
Performance
EBSIX vs. OTRFX - Performance Comparison
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EBSIX vs. OTRFX - 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% |
OTRFX OnTrack Core Fund | 3.17% | 6.12% | -0.12% | 5.37% | -5.82% | 3.94% | 6.08% |
Returns By Period
In the year-to-date period, EBSIX achieves a 7.05% return, which is significantly higher than OTRFX's 3.17% return.
EBSIX
- 1D
- -0.69%
- 1M
- 2.56%
- YTD
- 7.05%
- 6M
- 3.19%
- 1Y
- 0.38%
- 3Y*
- 3.75%
- 5Y*
- 9.32%
- 10Y*
- —
OTRFX
- 1D
- 0.02%
- 1M
- -1.17%
- YTD
- 3.17%
- 6M
- 4.89%
- 1Y
- 9.57%
- 3Y*
- 5.35%
- 5Y*
- 1.88%
- 10Y*
- 5.69%
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EBSIX vs. OTRFX - Expense Ratio Comparison
EBSIX has a 1.75% expense ratio, which is lower than OTRFX's 2.58% expense ratio.
Return for Risk
EBSIX vs. OTRFX — Risk / Return Rank
EBSIX
OTRFX
EBSIX vs. OTRFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Campbell Systematic Macro Fund Class I Shares (EBSIX) and OnTrack Core Fund (OTRFX). 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 | OTRFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.05 | 2.21 | -2.17 |
Sortino ratioReturn per unit of downside risk | 0.12 | 3.01 | -2.89 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.51 | -0.50 |
Calmar ratioReturn relative to maximum drawdown | 0.14 | 3.10 | -2.95 |
Martin ratioReturn relative to average drawdown | 0.25 | 8.82 | -8.58 |
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 | OTRFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.05 | 2.21 | -2.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.62 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 1.24 | -0.10 |
Correlation
The correlation between EBSIX and OTRFX is 0.09, 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. OTRFX - Dividend Comparison
EBSIX's dividend yield for the trailing twelve months is around 2.95%, less than OTRFX's 12.64% 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% |
OTRFX OnTrack Core Fund | 12.64% | 13.04% | 8.01% | 0.14% | 1.39% | 7.10% | 2.36% | 1.38% | 7.15% | 2.69% | 7.05% | 6.15% |
Drawdowns
EBSIX vs. OTRFX - Drawdown Comparison
The maximum EBSIX drawdown since its inception was -10.96%, which is greater than OTRFX's maximum drawdown of -9.73%. Use the drawdown chart below to compare losses from any high point for EBSIX and OTRFX.
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Drawdown Indicators
| EBSIX | OTRFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.96% | -9.73% | -1.23% |
Max Drawdown (1Y)Largest decline over 1 year | -7.43% | -3.02% | -4.41% |
Max Drawdown (5Y)Largest decline over 5 years | -10.96% | -9.51% | -1.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.51% | — |
Current DrawdownCurrent decline from peak | -0.69% | -2.87% | +2.18% |
Average DrawdownAverage peak-to-trough decline | -3.13% | -2.98% | -0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.37% | 1.06% | +3.31% |
Volatility
EBSIX vs. OTRFX - Volatility Comparison
Campbell Systematic Macro Fund Class I Shares (EBSIX) has a higher volatility of 3.12% compared to OnTrack Core Fund (OTRFX) at 1.36%. This indicates that EBSIX's price experiences larger fluctuations and is considered to be riskier than OTRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EBSIX | OTRFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | 1.36% | +1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 6.23% | 3.90% | +2.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.51% | 4.33% | +4.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.59% | 3.06% | +6.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.52% | 3.68% | +5.84% |