EVDIX vs. EVDAX
Compare and contrast key facts about Camelot Event-Driven Fund Institutional Class (EVDIX) and Camelot Event Driven Fund Class A (EVDAX).
EVDIX is an actively managed fund by Camelot. It was launched on Jun 7, 2010. EVDAX is managed by Camelot Funds. It was launched on Nov 21, 2003.
Performance
EVDIX vs. EVDAX - Performance Comparison
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EVDIX vs. EVDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Returns By Period
The year-to-date returns for both stocks are quite close, with EVDIX having a 1.36% return and EVDAX slightly lower at 1.30%. Both investments have delivered pretty close results over the past 10 years, with EVDIX having a 7.11% annualized return and EVDAX not far behind at 7.06%.
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%
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%
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EVDIX vs. EVDAX - Expense Ratio Comparison
EVDIX has a 1.74% expense ratio, which is lower than EVDAX's 2.22% expense ratio.
Return for Risk
EVDIX vs. EVDAX — Risk / Return Rank
EVDIX
EVDAX
EVDIX vs. EVDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Camelot Event-Driven Fund Institutional Class (EVDIX) and Camelot Event Driven Fund Class A (EVDAX). 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.
| EVDIX | EVDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 1.19 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.81 | 1.75 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.65 | +0.09 |
Martin ratioReturn relative to average drawdown | 8.12 | 7.61 | +0.51 |
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
| EVDIX | EVDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 1.19 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.00 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.01 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.00 | +0.01 |
Correlation
The correlation between EVDIX and EVDAX is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EVDIX vs. EVDAX - Dividend Comparison
EVDIX's dividend yield for the trailing twelve months is around 0.89%, more than EVDAX's 0.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EVDIX Camelot Event-Driven Fund Institutional Class | 0.89% | 0.90% | 2.72% | 6.49% | 9.21% | 0.00% | 1.01% | 0.95% |
EVDAX Camelot Event Driven Fund Class A | 0.76% | 0.77% | 3.99% | 6.40% | 9.42% | 0.00% | 1.00% | 0.94% |
Drawdowns
EVDIX vs. EVDAX - Drawdown Comparison
The maximum EVDIX drawdown since its inception was -93.04%, roughly equal to the maximum EVDAX drawdown of -96.19%. Use the drawdown chart below to compare losses from any high point for EVDIX and EVDAX.
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Drawdown Indicators
| EVDIX | EVDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.04% | -96.19% | +3.15% |
Max Drawdown (1Y)Largest decline over 1 year | -4.01% | -4.05% | +0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -93.04% | -96.19% | +3.15% |
Max Drawdown (10Y)Largest decline over 10 years | -93.04% | -96.19% | +3.15% |
Current DrawdownCurrent decline from peak | -92.20% | -95.74% | +3.54% |
Average DrawdownAverage peak-to-trough decline | -8.31% | -6.06% | -2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 0.89% | -0.02% |
Volatility
EVDIX vs. EVDAX - Volatility Comparison
Camelot Event-Driven Fund Institutional Class (EVDIX) and Camelot Event Driven Fund Class A (EVDAX) have volatilities of 1.42% and 1.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVDIX | EVDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.42% | 1.41% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 4.11% | 4.09% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.15% | 6.13% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 784.89% | 1,423.79% | -638.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 555.06% | 1,006.79% | -451.73% |