EGRAX vs. EBSAX
Compare and contrast key facts about Eaton Vance Global Macro Absolute Return Advantage Fund Class A (EGRAX) and Campbell Systematic Macro Fund Class A Shares (EBSAX).
EGRAX is an actively managed fund by Eaton Vance. It was launched on Dec 28, 2012. EBSAX is managed by Campbell & Company. It was launched on Mar 4, 2013.
Performance
EGRAX vs. EBSAX - Performance Comparison
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EGRAX vs. EBSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EGRAX Eaton Vance Global Macro Absolute Return Advantage Fund Class A | 3.40% | 20.06% | 9.19% | 8.10% | -2.30% | 3.35% | 3.29% |
EBSAX Campbell Systematic Macro Fund Class A Shares | 7.03% | -1.34% | 11.28% | -2.11% | 30.56% | 8.90% | 4.88% |
Returns By Period
In the year-to-date period, EGRAX achieves a 3.40% return, which is significantly lower than EBSAX's 7.03% return.
EGRAX
- 1D
- -0.17%
- 1M
- -2.06%
- YTD
- 3.40%
- 6M
- 9.63%
- 1Y
- 18.56%
- 3Y*
- 12.71%
- 5Y*
- 8.23%
- 10Y*
- 6.02%
EBSAX
- 1D
- -0.70%
- 1M
- 2.49%
- YTD
- 7.03%
- 6M
- 3.14%
- 1Y
- 0.20%
- 3Y*
- 3.52%
- 5Y*
- 9.05%
- 10Y*
- —
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EGRAX vs. EBSAX - Expense Ratio Comparison
EGRAX has a 2.22% expense ratio, which is higher than EBSAX's 2.00% expense ratio.
Return for Risk
EGRAX vs. EBSAX — Risk / Return Rank
EGRAX
EBSAX
EGRAX vs. EBSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Global Macro Absolute Return Advantage Fund Class A (EGRAX) and Campbell Systematic Macro Fund Class A Shares (EBSAX). 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.
| EGRAX | EBSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 5.02 | 0.02 | +5.00 |
Sortino ratioReturn per unit of downside risk | 6.79 | 0.09 | +6.70 |
Omega ratioGain probability vs. loss probability | 2.33 | 1.01 | +1.32 |
Calmar ratioReturn relative to maximum drawdown | 5.73 | 0.10 | +5.62 |
Martin ratioReturn relative to average drawdown | 23.99 | 0.17 | +23.81 |
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
| EGRAX | EBSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.02 | 0.02 | +5.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.08 | 0.95 | +1.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.21 | 1.10 | +0.10 |
Correlation
The correlation between EGRAX and EBSAX is 0.10, 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
EGRAX vs. EBSAX - Dividend Comparison
EGRAX's dividend yield for the trailing twelve months is around 6.54%, more than EBSAX's 2.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGRAX Eaton Vance Global Macro Absolute Return Advantage Fund Class A | 6.54% | 6.76% | 5.86% | 3.18% | 4.53% | 4.58% | 5.61% | 4.02% | 0.00% | 2.82% | 1.47% | 6.42% |
EBSAX Campbell Systematic Macro Fund Class A Shares | 2.80% | 3.00% | 2.59% | 1.45% | 15.15% | 7.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EGRAX vs. EBSAX - Drawdown Comparison
The maximum EGRAX drawdown since its inception was -14.15%, which is greater than EBSAX's maximum drawdown of -11.15%. Use the drawdown chart below to compare losses from any high point for EGRAX and EBSAX.
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Drawdown Indicators
| EGRAX | EBSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.15% | -11.15% | -3.00% |
Max Drawdown (1Y)Largest decline over 1 year | -3.18% | -7.59% | +4.41% |
Max Drawdown (5Y)Largest decline over 5 years | -10.31% | -11.15% | +0.84% |
Max Drawdown (10Y)Largest decline over 10 years | -14.15% | — | — |
Current DrawdownCurrent decline from peak | -3.18% | -0.70% | -2.48% |
Average DrawdownAverage peak-to-trough decline | -1.94% | -3.23% | +1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.76% | 4.55% | -3.79% |
Volatility
EGRAX vs. EBSAX - Volatility Comparison
The current volatility for Eaton Vance Global Macro Absolute Return Advantage Fund Class A (EGRAX) is 1.77%, while Campbell Systematic Macro Fund Class A Shares (EBSAX) has a volatility of 3.19%. This indicates that EGRAX experiences smaller price fluctuations and is considered to be less risky than EBSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EGRAX | EBSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 3.19% | -1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 2.99% | 6.33% | -3.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.73% | 8.65% | -4.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.98% | 9.62% | -5.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.94% | 9.53% | -5.59% |