EVDAX vs. SPY
Compare and contrast key facts about Camelot Event Driven Fund Class A (EVDAX) and SPDR S&P 500 ETF (SPY).
EVDAX is managed by Camelot Funds. It was launched on Nov 21, 2003. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EVDAX or SPY.
Correlation
The correlation between EVDAX and SPY is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EVDAX vs. SPY - Performance Comparison
Key characteristics
EVDAX:
1.04
SPY:
0.50
EVDAX:
1.63
SPY:
0.88
EVDAX:
1.25
SPY:
1.13
EVDAX:
1.79
SPY:
0.56
EVDAX:
4.90
SPY:
2.17
EVDAX:
1.66%
SPY:
4.85%
EVDAX:
7.31%
SPY:
20.02%
EVDAX:
-36.29%
SPY:
-55.19%
EVDAX:
-1.26%
SPY:
-7.65%
Returns By Period
In the year-to-date period, EVDAX achieves a 2.32% return, which is significantly higher than SPY's -3.42% return.
EVDAX
2.32%
1.35%
0.98%
7.55%
14.76%
N/A
SPY
-3.42%
2.87%
-5.06%
9.87%
15.76%
12.35%
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EVDAX vs. SPY - Expense Ratio Comparison
EVDAX has a 2.22% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
EVDAX vs. SPY — Risk-Adjusted Performance Rank
EVDAX
SPY
EVDAX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Camelot Event Driven Fund Class A (EVDAX) and SPDR S&P 500 ETF (SPY). 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.
Dividends
EVDAX vs. SPY - Dividend Comparison
EVDAX's dividend yield for the trailing twelve months is around 0.91%, less than SPY's 1.27% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVDAX Camelot Event Driven Fund Class A | 0.91% | 0.93% | 1.11% | 0.00% | 0.00% | 1.00% | 0.93% | 1.46% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.27% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
EVDAX vs. SPY - Drawdown Comparison
The maximum EVDAX drawdown since its inception was -36.29%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for EVDAX and SPY. For additional features, visit the drawdowns tool.
Volatility
EVDAX vs. SPY - Volatility Comparison
The current volatility for Camelot Event Driven Fund Class A (EVDAX) is 1.73%, while SPDR S&P 500 ETF (SPY) has a volatility of 7.48%. This indicates that EVDAX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.