EVDAX vs. BILPX
EVDAX (Camelot Event Driven Fund Class A) and BILPX (BlackRock Event Driven Equity Fund) are both Event Driven funds. Over the past 10 years, EVDAX returned 7.14%/yr vs 5.05%/yr for BILPX. At a 0.21 correlation, their price movements are largely independent. EVDAX charges 2.22%/yr vs 1.16%/yr for BILPX.
Performance
EVDAX vs. BILPX - Performance Comparison
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Returns By Period
In the year-to-date period, EVDAX achieves a 2.00% return, which is significantly lower than BILPX's 2.12% return. Over the past 10 years, EVDAX has outperformed BILPX with an annualized return of 7.14%, while BILPX has yielded a comparatively lower 5.05% annualized return.
EVDAX
- 1D
- 0.05%
- 1M
- -1.35%
- YTD
- 2.00%
- 6M
- 2.43%
- 1Y
- 5.74%
- 3Y*
- 6.58%
- 5Y*
- 5.06%
- 10Y*
- 7.14%
BILPX
- 1D
- 0.00%
- 1M
- 0.19%
- YTD
- 2.12%
- 6M
- 2.12%
- 1Y
- 6.06%
- 3Y*
- 6.90%
- 5Y*
- 3.87%
- 10Y*
- 5.05%
EVDAX vs. BILPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVDAX Camelot Event Driven Fund Class A | 2.00% | 9.15% | 7.93% | 2.28% | 3.59% | 22.87% | 18.83% | 7.19% | 0.00% | 0.00% |
BILPX BlackRock Event Driven Equity Fund | 2.12% | 8.43% | 4.37% | 5.38% | 0.01% | 1.95% | 6.30% | 7.29% | 5.47% | 7.15% |
Correlation
The correlation between EVDAX and BILPX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2007 | 0.21 |
The correlation between EVDAX and BILPX shifts across timeframes, from 0.21 (all time) to 0.50 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EVDAX vs. BILPX — Risk / Return Rank
EVDAX
BILPX
EVDAX vs. BILPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Camelot Event Driven Fund Class A (EVDAX) and BlackRock Event Driven Equity Fund (BILPX). 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.
| EVDAX | BILPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.42 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 3.98 | -1.57 |
| Martin ratioReturn relative to average drawdown | 7.58 | 15.10 | -7.52 |
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Drawdowns
EVDAX vs. BILPX - Drawdown Comparison
The maximum EVDAX drawdown since its inception was -96.19%, which is greater than BILPX's maximum drawdown of -47.50%. Use the drawdown chart below to compare losses from any high point for EVDAX and BILPX.
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Drawdown Indicators
| EVDAX | BILPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.19% | -47.50% | -48.69% |
Max Drawdown (1Y)Largest decline over 1 year | -2.35% | -1.53% | -0.82% |
Max Drawdown (3Y)Largest decline over 3 years | -96.19% | -3.33% | -92.86% |
Max Drawdown (5Y)Largest decline over 5 years | -96.19% | -4.53% | -91.66% |
Max Drawdown (10Y)Largest decline over 10 years | -96.19% | -11.58% | -84.61% |
Current DrawdownCurrent decline from peak | -95.72% | -0.09% | -95.63% |
Average DrawdownAverage peak-to-trough decline | -6.94% | -5.51% | -1.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.75% | 0.40% | +0.35% |
Volatility
EVDAX vs. BILPX - Volatility Comparison
Camelot Event Driven Fund Class A (EVDAX) has a higher volatility of 1.76% compared to BlackRock Event Driven Equity Fund (BILPX) at 0.76%. This indicates that EVDAX's price experiences larger fluctuations and is considered to be riskier than BILPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVDAX | BILPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.76% | 0.76% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 4.21% | 2.17% | +2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.57% | 2.92% | +2.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1,423.79% | 4.09% | +1,419.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1,006.59% | 4.64% | +1,001.95% |
EVDAX vs. BILPX - Expense Ratio Comparison
EVDAX has a 2.22% expense ratio, which is higher than BILPX's 1.16% expense ratio.
Dividends
EVDAX vs. BILPX - Dividend Comparison
EVDAX's dividend yield for the trailing twelve months is around 0.75%, less than BILPX's 4.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BILPX BlackRock Event Driven Equity Fund | 4.11% | 4.19% | 4.16% | 1.99% | 2.58% | 2.66% | 2.97% | 3.41% | 1.97% | 5.12% | 1.11% | 74.64% |
EVDAX Camelot Event Driven Fund Class A | 0.75% | 0.77% | 3.99% | 6.40% | 9.42% | 0.00% | 1.00% | 0.94% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EVDAX and BILPX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EVDAX has higher volatility (1.76%) compared to BILPX (0.76%). In terms of maximum drawdown, EVDAX dropped -96.19% vs BILPX's -47.50%.
BILPX currently has the higher Sharpe Ratio (2.09 vs 1.02), 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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