EVDAX vs. EVDIX
Compare and contrast key facts about Camelot Event Driven Fund Class A (EVDAX) and Camelot Event-Driven Fund Institutional Class (EVDIX).
EVDAX is managed by Camelot Funds. It was launched on Nov 21, 2003. EVDIX is an actively managed fund by Camelot. It was launched on Jun 7, 2010.
Performance
EVDAX vs. EVDIX - Performance Comparison
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EVDAX vs. EVDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVDAX Camelot Event Driven Fund Class A | 1.30% | 9.15% | 7.93% | 2.28% | 3.59% | 22.87% | 18.83% | 7.19% | 0.00% | 0.00% |
EVDIX Camelot Event-Driven Fund Institutional Class | 1.36% | 9.40% | 6.56% | 2.50% | 3.90% | 23.17% | 19.27% | 7.52% | 0.00% | 0.00% |
Returns By Period
The year-to-date returns for both investments are quite close, with EVDAX having a 1.30% return and EVDIX slightly higher at 1.36%. Both investments have delivered pretty close results over the past 10 years, with EVDAX having a 7.06% annualized return and EVDIX not far ahead at 7.11%.
EVDAX
- 1D
- -0.09%
- 1M
- -1.67%
- YTD
- 1.30%
- 6M
- 0.92%
- 1Y
- 7.38%
- 3Y*
- 5.97%
- 5Y*
- 6.31%
- 10Y*
- 7.06%
EVDIX
- 1D
- -0.09%
- 1M
- -1.67%
- YTD
- 1.36%
- 6M
- 1.04%
- 1Y
- 7.66%
- 3Y*
- 5.68%
- 5Y*
- 6.25%
- 10Y*
- 7.11%
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EVDAX vs. EVDIX - Expense Ratio Comparison
EVDAX has a 2.22% expense ratio, which is higher than EVDIX's 1.74% expense ratio.
Return for Risk
EVDAX vs. EVDIX — Risk / Return Rank
EVDAX
EVDIX
EVDAX vs. EVDIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Camelot Event Driven Fund Class A (EVDAX) and Camelot Event-Driven Fund Institutional Class (EVDIX). 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.
| EVDAX | EVDIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 1.23 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.75 | 1.81 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.74 | -0.09 |
Martin ratioReturn relative to average drawdown | 7.61 | 8.12 | -0.51 |
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
| EVDAX | EVDIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 1.23 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.01 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.01 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.01 | -0.01 |
Correlation
The correlation between EVDAX and EVDIX is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EVDAX vs. EVDIX - Dividend Comparison
EVDAX's dividend yield for the trailing twelve months is around 0.76%, less than EVDIX's 0.89% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EVDAX Camelot Event Driven Fund Class A | 0.76% | 0.77% | 3.99% | 6.40% | 9.42% | 0.00% | 1.00% | 0.94% |
EVDIX Camelot Event-Driven Fund Institutional Class | 0.89% | 0.90% | 2.72% | 6.49% | 9.21% | 0.00% | 1.01% | 0.95% |
Drawdowns
EVDAX vs. EVDIX - Drawdown Comparison
The maximum EVDAX drawdown since its inception was -96.19%, roughly equal to the maximum EVDIX drawdown of -93.04%. Use the drawdown chart below to compare losses from any high point for EVDAX and EVDIX.
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Drawdown Indicators
| EVDAX | EVDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.19% | -93.04% | -3.15% |
Max Drawdown (1Y)Largest decline over 1 year | -4.05% | -4.01% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -96.19% | -93.04% | -3.15% |
Max Drawdown (10Y)Largest decline over 10 years | -96.19% | -93.04% | -3.15% |
Current DrawdownCurrent decline from peak | -95.74% | -92.20% | -3.54% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -8.31% | +2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 0.87% | +0.02% |
Volatility
EVDAX vs. EVDIX - Volatility Comparison
Camelot Event Driven Fund Class A (EVDAX) and Camelot Event-Driven Fund Institutional Class (EVDIX) have volatilities of 1.41% and 1.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVDAX | EVDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.41% | 1.42% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 4.09% | 4.11% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.13% | 6.15% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1,423.79% | 784.89% | +638.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1,006.79% | 555.06% | +451.73% |