EVDIX vs. DEVDX

Last updated Jun 24, 2026

EVDIX (Camelot Event-Driven Fund Institutional Class) and DEVDX (Driehaus Event Driven Fund) are both Event Driven funds. At a 0.30 correlation, their price movements are largely independent. EVDIX charges 1.74%/yr vs 1.66%/yr for DEVDX.

Performance

EVDIX vs. DEVDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Camelot Event-Driven Fund Institutional Class (EVDIX) and Driehaus Event Driven Fund (DEVDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

EVDIX

• 1D: 0.13%
• 1M: -1.18%
• YTD: 2.27%
• 6M: 2.50%
• 1Y: 6.19%
• 3Y*: 6.63%
• 5Y*: 4.96%
• 10Y*: 7.21%

DEVDX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EVDIX vs. DEVDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EVDIX Camelot Event-Driven Fund Institutional Class	2.27%	9.40%	6.56%	2.50%	3.90%	23.17%	19.27%	7.52%	0.00%	0.00%
DEVDX Driehaus Event Driven Fund	-1.35%	5.99%	3.06%	9.59%	-9.99%	7.24%	24.78%	20.49%	-4.06%	4.35%

Correlation

The correlation between EVDIX and DEVDX is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.45
Correlation (10Y) Calculated over the trailing 10-year period	0.35
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014	0.30

The correlation between EVDIX and DEVDX shifts across timeframes, from 0.20 (1 year) to 0.45 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

EVDIX vs. DEVDX — Risk / Return Rank

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

EVDIX

EVDIX Risk / Return Rank: 29
EVDIX Sharpe Ratio Rank: 18
EVDIX Sortino Ratio Rank: 18
EVDIX Omega Ratio Rank: 17
EVDIX Calmar Ratio Rank: 52
EVDIX Martin Ratio Rank: 42

DEVDX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

EVDIX vs. DEVDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Camelot Event-Driven Fund Institutional Class (EVDIX) and Driehaus Event Driven Fund (DEVDX). 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.

	EVDIX	DEVDX	Difference
Sharpe ratio: Return per unit of total volatility	1.11	—	—
Sortino ratio: Return per unit of downside risk	1.65	—	—
Omega ratio: Gain probability vs. loss probability	1.20	—	—
Calmar ratio: Return relative to maximum drawdown	2.64	—	—
Martin ratio: Return relative to average drawdown	8.40	—	—

Drawdowns

Drawdown Indicators

	EVDIX	DEVDX	Difference
Max Drawdown Largest peak-to-trough decline	-92.23%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-2.33%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-92.23%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-92.23%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-92.23%	—	—
Current Drawdown Current decline from peak	-91.22%	—	—
Average Drawdown Average peak-to-trough decline	-9.37%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	0.73%	—	—

Volatility

Volatility by Period

	EVDIX	DEVDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.73%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.16%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	5.57%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	523.19%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	369.95%	—	—

EVDIX vs. DEVDX - Expense Ratio Comparison

EVDIX has a 1.74% expense ratio, which is higher than DEVDX's 1.66% expense ratio.

Dividends

EVDIX vs. DEVDX - Dividend Comparison

EVDIX's dividend yield for the trailing twelve months is around 0.88%, less than DEVDX's 16.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DEVDX Driehaus Event Driven Fund	16.48%	14.24%	1.35%	4.48%	1.49%	12.11%	3.48%	4.09%	3.57%	0.00%	1.20%	0.66%
EVDIX Camelot Event-Driven Fund Institutional Class	0.88%	0.90%	2.72%	6.49%	9.21%	0.00%	1.01%	0.95%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EVDIX and DEVDX in my portfolio?

EVDIX and DEVDX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.