EVDAX vs. VOO
Compare and contrast key facts about Camelot Event Driven Fund Class A (EVDAX) and Vanguard S&P 500 ETF (VOO).
EVDAX is managed by Camelot Funds. It was launched on Nov 21, 2003. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
EVDAX vs. VOO - Performance Comparison
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EVDAX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, EVDAX achieves a 1.30% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, EVDAX has underperformed VOO with an annualized return of 7.06%, while VOO has yielded a comparatively higher 14.05% annualized return.
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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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EVDAX vs. VOO - Expense Ratio Comparison
EVDAX has a 2.22% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
EVDAX vs. VOO — Risk / Return Rank
EVDAX
VOO
EVDAX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Camelot Event Driven Fund Class A (EVDAX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 0.98 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.75 | 1.50 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.23 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.53 | +0.11 |
Martin ratioReturn relative to average drawdown | 7.61 | 7.29 | +0.32 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 0.98 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.70 | -0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.78 | -0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.83 | -0.83 |
Correlation
The correlation between EVDAX and VOO is 0.37, 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
EVDAX vs. VOO - Dividend Comparison
EVDAX's dividend yield for the trailing twelve months is around 0.76%, less than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVDAX Camelot Event Driven Fund Class A | 0.76% | 0.77% | 3.99% | 6.40% | 9.42% | 0.00% | 1.00% | 0.94% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
EVDAX vs. VOO - Drawdown Comparison
The maximum EVDAX drawdown since its inception was -96.19%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EVDAX and VOO.
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Drawdown Indicators
| EVDAX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.19% | -33.99% | -62.20% |
Max Drawdown (1Y)Largest decline over 1 year | -4.05% | -11.98% | +7.93% |
Max Drawdown (5Y)Largest decline over 5 years | -96.19% | -24.52% | -71.67% |
Max Drawdown (10Y)Largest decline over 10 years | -96.19% | -33.99% | -62.20% |
Current DrawdownCurrent decline from peak | -95.74% | -6.29% | -89.45% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -3.72% | -2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.89% | 2.52% | -1.63% |
Volatility
EVDAX vs. VOO - Volatility Comparison
The current volatility for Camelot Event Driven Fund Class A (EVDAX) is 1.41%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that EVDAX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVDAX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.41% | 5.29% | -3.88% |
Volatility (6M)Calculated over the trailing 6-month period | 4.09% | 9.44% | -5.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.13% | 18.10% | -11.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1,423.79% | 16.82% | +1,406.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1,006.79% | 17.99% | +988.80% |