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EVDIX vs. GABCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EVDIX vs. GABCX - Performance Comparison

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

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EVDIX vs. GABCX - 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%
GABCX
Gabelli ABC Fund
1.20%5.86%2.97%6.84%-2.02%4.37%2.90%4.80%0.20%2.20%

Returns By Period

In the year-to-date period, EVDIX achieves a 1.36% return, which is significantly higher than GABCX's 1.20% return. Over the past 10 years, EVDIX has outperformed GABCX with an annualized return of 7.11%, while GABCX has yielded a comparatively lower 3.13% 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%

GABCX

1D
-0.09%
1M
-2.14%
YTD
1.20%
6M
1.45%
1Y
6.72%
3Y*
5.01%
5Y*
3.35%
10Y*
3.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EVDIX vs. GABCX - Expense Ratio Comparison

EVDIX has a 1.74% expense ratio, which is higher than GABCX's 0.79% expense ratio.


Return for Risk

EVDIX vs. GABCX — 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

GABCX
GABCX Risk / Return Rank: 6969
Overall Rank
GABCX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
GABCX Sortino Ratio Rank: 7272
Sortino Ratio Rank
GABCX Omega Ratio Rank: 6363
Omega Ratio Rank
GABCX Calmar Ratio Rank: 7676
Calmar Ratio Rank
GABCX Martin Ratio Rank: 6464
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. GABCX - Risk-Adjusted Trends Comparison

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


EVDIXGABCXDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.25

-0.03

Sortino ratio

Return per unit of downside risk

1.81

1.79

+0.02

Omega ratio

Gain probability vs. loss probability

1.23

1.24

-0.01

Calmar ratio

Return relative to maximum drawdown

1.74

1.78

-0.05

Martin ratio

Return relative to average drawdown

8.12

6.15

+1.97

EVDIX vs. GABCX - Sharpe Ratio Comparison

The current EVDIX Sharpe Ratio is 1.23, which is comparable to the GABCX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of EVDIX and GABCX, 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


EVDIXGABCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.25

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.72

-0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.74

-0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.88

-0.87

Correlation

The correlation between EVDIX and GABCX is 0.40, 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. GABCX - Dividend Comparison

EVDIX's dividend yield for the trailing twelve months is around 0.89%, less than GABCX's 4.56% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
GABCX
Gabelli ABC Fund
4.56%4.61%0.00%3.35%1.38%4.55%0.44%2.95%3.69%0.13%2.37%2.63%

Drawdowns

EVDIX vs. GABCX - Drawdown Comparison

The maximum EVDIX drawdown since its inception was -93.04%, which is greater than GABCX's maximum drawdown of -10.80%. Use the drawdown chart below to compare losses from any high point for EVDIX and GABCX.


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Drawdown Indicators


EVDIXGABCXDifference

Max Drawdown

Largest peak-to-trough decline

-93.04%

-10.80%

-82.24%

Max Drawdown (1Y)

Largest decline over 1 year

-4.01%

-3.60%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-93.04%

-8.67%

-84.37%

Max Drawdown (10Y)

Largest decline over 10 years

-93.04%

-10.80%

-82.24%

Current Drawdown

Current decline from peak

-92.20%

-2.14%

-90.06%

Average Drawdown

Average peak-to-trough decline

-8.31%

-0.95%

-7.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

1.05%

-0.18%

Volatility

EVDIX vs. GABCX - Volatility Comparison

Camelot Event-Driven Fund Institutional Class (EVDIX) has a higher volatility of 1.42% compared to Gabelli ABC Fund (GABCX) at 1.32%. This indicates that EVDIX's price experiences larger fluctuations and is considered to be riskier than GABCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EVDIXGABCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.42%

1.32%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

4.11%

3.44%

+0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

6.15%

5.47%

+0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

784.89%

4.68%

+780.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

555.06%

4.24%

+550.82%