EBSIX vs. QALTX
Compare and contrast key facts about Campbell Systematic Macro Fund Class I Shares (EBSIX) and Quantified Alternative Investment Fund (QALTX).
EBSIX is managed by Campbell & Company. It was launched on Mar 4, 2013. QALTX is managed by Advisors Preferred. It was launched on Aug 8, 2013.
Performance
EBSIX vs. QALTX - Performance Comparison
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EBSIX vs. QALTX - 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% |
QALTX Quantified Alternative Investment Fund | 3.15% | 14.31% | 4.11% | 2.76% | -8.13% | 11.76% | 12.85% |
Returns By Period
In the year-to-date period, EBSIX achieves a 7.80% return, which is significantly higher than QALTX's 3.15% return.
EBSIX
- 1D
- 0.00%
- 1M
- 2.96%
- YTD
- 7.80%
- 6M
- 4.64%
- 1Y
- 1.08%
- 3Y*
- 3.99%
- 5Y*
- 9.60%
- 10Y*
- —
QALTX
- 1D
- -0.10%
- 1M
- -2.78%
- YTD
- 3.15%
- 6M
- 5.51%
- 1Y
- 17.90%
- 3Y*
- 8.53%
- 5Y*
- 4.13%
- 10Y*
- 4.21%
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EBSIX vs. QALTX - Expense Ratio Comparison
EBSIX has a 1.75% expense ratio, which is higher than QALTX's 1.33% expense ratio.
Return for Risk
EBSIX vs. QALTX — Risk / Return Rank
EBSIX
QALTX
EBSIX vs. QALTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Campbell Systematic Macro Fund Class I Shares (EBSIX) and Quantified Alternative Investment Fund (QALTX). 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 | QALTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.21 | 1.78 | -1.57 |
Sortino ratioReturn per unit of downside risk | 0.34 | 2.35 | -2.00 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.37 | -0.33 |
Calmar ratioReturn relative to maximum drawdown | 0.23 | 2.83 | -2.61 |
Martin ratioReturn relative to average drawdown | 0.38 | 12.72 | -12.33 |
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 | QALTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.21 | 1.78 | -1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.46 | +0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.43 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.15 | 0.32 | +0.83 |
Correlation
The correlation between EBSIX and QALTX is 0.16, 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. QALTX - Dividend Comparison
EBSIX's dividend yield for the trailing twelve months is around 2.93%, more than QALTX's 2.35% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
QALTX Quantified Alternative Investment Fund | 2.35% | 2.42% | 1.61% | 3.55% | 1.73% | 12.79% | 0.00% | 1.44% | 0.07% | 3.12% | 0.04% | 0.84% |
Drawdowns
EBSIX vs. QALTX - Drawdown Comparison
The maximum EBSIX drawdown since its inception was -10.96%, smaller than the maximum QALTX drawdown of -24.22%. Use the drawdown chart below to compare losses from any high point for EBSIX and QALTX.
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Drawdown Indicators
| EBSIX | QALTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.96% | -24.22% | +13.26% |
Max Drawdown (1Y)Largest decline over 1 year | -7.43% | -6.46% | -0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -10.96% | -13.17% | +2.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.22% | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.96% | +2.96% |
Average DrawdownAverage peak-to-trough decline | -3.13% | -6.14% | +3.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.37% | 1.44% | +2.93% |
Volatility
EBSIX vs. QALTX - Volatility Comparison
Campbell Systematic Macro Fund Class I Shares (EBSIX) has a higher volatility of 3.04% compared to Quantified Alternative Investment Fund (QALTX) at 2.53%. This indicates that EBSIX's price experiences larger fluctuations and is considered to be riskier than QALTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EBSIX | QALTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 2.53% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 6.19% | 7.76% | -1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.50% | 10.49% | -1.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.59% | 8.94% | +0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.52% | 9.89% | -0.37% |