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EVDIX vs. EMAYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EVDIX vs. EMAYX - Performance Comparison

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

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EVDIX vs. EMAYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EMAYX
Gabelli Enterprise Mergers and Acquisitions Fund
2.42%21.17%4.10%5.96%-8.78%9.83%5.29%7.71%-2.78%5.61%

Returns By Period

In the year-to-date period, EVDIX achieves a 1.36% return, which is significantly lower than EMAYX's 2.42% return. Over the past 10 years, EVDIX has outperformed EMAYX with an annualized return of 7.11%, while EMAYX has yielded a comparatively lower 5.49% annualized return.


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%

EMAYX

1D
-0.05%
1M
-4.32%
YTD
2.42%
6M
6.81%
1Y
19.97%
3Y*
10.35%
5Y*
5.43%
10Y*
5.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EVDIX vs. EMAYX - Expense Ratio Comparison

EVDIX has a 1.74% expense ratio, which is higher than EMAYX's 1.01% expense ratio.


Return for Risk

EVDIX vs. EMAYX — Risk / Return Rank

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

EVDIX
EVDIX Risk / Return Rank: 7070
Overall Rank
EVDIX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
EVDIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
EVDIX Omega Ratio Rank: 5858
Omega Ratio Rank
EVDIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
EVDIX Martin Ratio Rank: 8181
Martin Ratio Rank

EMAYX
EMAYX Risk / Return Rank: 8686
Overall Rank
EMAYX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EMAYX Sortino Ratio Rank: 8888
Sortino Ratio Rank
EMAYX Omega Ratio Rank: 8484
Omega Ratio Rank
EMAYX Calmar Ratio Rank: 8282
Calmar Ratio Rank
EMAYX Martin Ratio Rank: 8989
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.

EVDIX vs. EMAYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Camelot Event-Driven Fund Institutional Class (EVDIX) and Gabelli Enterprise Mergers and Acquisitions Fund (EMAYX). 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.


EVDIXEMAYXDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.74

-0.51

Sortino ratio

Return per unit of downside risk

1.81

2.41

-0.60

Omega ratio

Gain probability vs. loss probability

1.23

1.34

-0.11

Calmar ratio

Return relative to maximum drawdown

1.74

2.01

-0.27

Martin ratio

Return relative to average drawdown

8.12

9.70

-1.58

EVDIX vs. EMAYX - Sharpe Ratio Comparison

The current EVDIX Sharpe Ratio is 1.23, which is comparable to the EMAYX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of EVDIX and EMAYX, 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


EVDIXEMAYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.74

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.50

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.52

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.43

-0.42

Correlation

The correlation between EVDIX and EMAYX is 0.48, 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.


Dividends

EVDIX vs. EMAYX - Dividend Comparison

EVDIX's dividend yield for the trailing twelve months is around 0.89%, less than EMAYX's 4.11% yield.


TTM202520242023202220212020201920182017
EVDIX
Camelot Event-Driven Fund Institutional Class
0.89%0.90%2.72%6.49%9.21%0.00%1.01%0.95%0.00%0.00%
EMAYX
Gabelli Enterprise Mergers and Acquisitions Fund
4.11%4.21%0.00%3.00%0.80%6.84%0.24%1.80%5.52%1.24%

Drawdowns

EVDIX vs. EMAYX - Drawdown Comparison

The maximum EVDIX drawdown since its inception was -93.04%, which is greater than EMAYX's maximum drawdown of -47.93%. Use the drawdown chart below to compare losses from any high point for EVDIX and EMAYX.


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Drawdown Indicators


EVDIXEMAYXDifference

Max Drawdown

Largest peak-to-trough decline

-93.04%

-47.93%

-45.11%

Max Drawdown (1Y)

Largest decline over 1 year

-4.01%

-9.69%

+5.68%

Max Drawdown (5Y)

Largest decline over 5 years

-93.04%

-15.95%

-77.09%

Max Drawdown (10Y)

Largest decline over 10 years

-93.04%

-24.90%

-68.14%

Current Drawdown

Current decline from peak

-92.20%

-4.32%

-87.88%

Average Drawdown

Average peak-to-trough decline

-8.31%

-4.50%

-3.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

2.01%

-1.14%

Volatility

EVDIX vs. EMAYX - Volatility Comparison

The current volatility for Camelot Event-Driven Fund Institutional Class (EVDIX) is 1.42%, while Gabelli Enterprise Mergers and Acquisitions Fund (EMAYX) has a volatility of 3.19%. This indicates that EVDIX experiences smaller price fluctuations and is considered to be less risky than EMAYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EVDIXEMAYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.42%

3.19%

-1.77%

Volatility (6M)

Calculated over the trailing 6-month period

4.11%

6.55%

-2.44%

Volatility (1Y)

Calculated over the trailing 1-year period

6.15%

11.79%

-5.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

784.89%

10.87%

+774.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

555.06%

10.50%

+544.56%