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EVDAX vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EVDAX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Camelot Event Driven Fund Class A (EVDAX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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EVDAX vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EVDAX
EVDAX Risk / Return Rank: 6969
Overall Rank
EVDAX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
EVDAX Sortino Ratio Rank: 7171
Sortino Ratio Rank
EVDAX Omega Ratio Rank: 5858
Omega Ratio Rank
EVDAX Calmar Ratio Rank: 7272
Calmar Ratio Rank
EVDAX Martin Ratio Rank: 7878
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


EVDAXVOODifference

Sharpe ratio

Return per unit of total volatility

1.19

0.98

+0.21

Sortino ratio

Return per unit of downside risk

1.75

1.50

+0.26

Omega ratio

Gain probability vs. loss probability

1.22

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.65

1.53

+0.11

Martin ratio

Return relative to average drawdown

7.61

7.29

+0.32

EVDAX vs. VOO - Sharpe Ratio Comparison

The current EVDAX Sharpe Ratio is 1.19, which is comparable to the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of EVDAX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EVDAXVOODifference

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.


TTM20252024202320222021202020192018201720162015
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


EVDAXVOODifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-95.74%

-6.29%

-89.45%

Average Drawdown

Average peak-to-trough decline

-6.06%

-3.72%

-2.34%

Ulcer Index

Depth 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


EVDAXVOODifference

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%