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EVFCX vs. AAAAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EVFCX vs. AAAAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in E-Valuator Conservative (15%-30%) RMS Fund (EVFCX) and DWS RREEF Real Assets Fund - Class A (AAAAX). The values are adjusted to include any dividend payments, if applicable.

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EVFCX vs. AAAAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EVFCX
E-Valuator Conservative (15%-30%) RMS Fund
-1.75%10.49%3.43%6.73%-9.65%1.78%10.84%12.57%-4.42%9.53%
AAAAX
DWS RREEF Real Assets Fund - Class A
9.77%12.82%5.24%2.30%-9.91%23.45%3.71%21.42%-5.36%14.67%

Returns By Period

In the year-to-date period, EVFCX achieves a -1.75% return, which is significantly lower than AAAAX's 9.77% return.


EVFCX

1D
-0.10%
1M
-4.25%
YTD
-1.75%
6M
-0.61%
1Y
8.00%
3Y*
5.39%
5Y*
2.14%
10Y*

AAAAX

1D
1.09%
1M
-3.53%
YTD
9.77%
6M
11.84%
1Y
17.50%
3Y*
10.19%
5Y*
6.78%
10Y*
7.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EVFCX vs. AAAAX - Expense Ratio Comparison

EVFCX has a 1.07% expense ratio, which is lower than AAAAX's 1.22% expense ratio.


Return for Risk

EVFCX vs. AAAAX — Risk / Return Rank

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

EVFCX
EVFCX Risk / Return Rank: 7272
Overall Rank
EVFCX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
EVFCX Sortino Ratio Rank: 7272
Sortino Ratio Rank
EVFCX Omega Ratio Rank: 6767
Omega Ratio Rank
EVFCX Calmar Ratio Rank: 7575
Calmar Ratio Rank
EVFCX Martin Ratio Rank: 7373
Martin Ratio Rank

AAAAX
AAAAX Risk / Return Rank: 8282
Overall Rank
AAAAX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
AAAAX Sortino Ratio Rank: 8080
Sortino Ratio Rank
AAAAX Omega Ratio Rank: 7979
Omega Ratio Rank
AAAAX Calmar Ratio Rank: 7878
Calmar Ratio Rank
AAAAX Martin Ratio Rank: 9090
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.

EVFCX vs. AAAAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for E-Valuator Conservative (15%-30%) RMS Fund (EVFCX) and DWS RREEF Real Assets Fund - Class A (AAAAX). 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.


EVFCXAAAAXDifference

Sharpe ratio

Return per unit of total volatility

1.28

1.57

-0.29

Sortino ratio

Return per unit of downside risk

1.81

2.11

-0.29

Omega ratio

Gain probability vs. loss probability

1.25

1.32

-0.06

Calmar ratio

Return relative to maximum drawdown

1.74

1.91

-0.17

Martin ratio

Return relative to average drawdown

6.93

10.22

-3.29

EVFCX vs. AAAAX - Sharpe Ratio Comparison

The current EVFCX Sharpe Ratio is 1.28, which is comparable to the AAAAX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of EVFCX and AAAAX, 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


EVFCXAAAAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

1.57

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.56

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.38

+0.23

Correlation

The correlation between EVFCX and AAAAX is 0.71, 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

EVFCX vs. AAAAX - Dividend Comparison

EVFCX's dividend yield for the trailing twelve months is around 2.88%, less than AAAAX's 3.23% yield.


TTM20252024202320222021202020192018201720162015
EVFCX
E-Valuator Conservative (15%-30%) RMS Fund
2.88%2.83%1.81%3.66%2.06%12.38%1.68%2.17%6.26%4.47%0.76%0.00%
AAAAX
DWS RREEF Real Assets Fund - Class A
3.23%3.54%2.45%2.08%4.17%2.31%1.33%1.81%1.61%1.52%1.47%2.15%

Drawdowns

EVFCX vs. AAAAX - Drawdown Comparison

The maximum EVFCX drawdown since its inception was -19.11%, smaller than the maximum AAAAX drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for EVFCX and AAAAX.


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Drawdown Indicators


EVFCXAAAAXDifference

Max Drawdown

Largest peak-to-trough decline

-19.11%

-40.47%

+21.36%

Max Drawdown (1Y)

Largest decline over 1 year

-4.54%

-9.55%

+5.01%

Max Drawdown (5Y)

Largest decline over 5 years

-13.38%

-22.62%

+9.24%

Max Drawdown (10Y)

Largest decline over 10 years

-29.41%

Current Drawdown

Current decline from peak

-4.52%

-3.53%

-0.99%

Average Drawdown

Average peak-to-trough decline

-3.61%

-6.89%

+3.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

1.79%

-0.65%

Volatility

EVFCX vs. AAAAX - Volatility Comparison

The current volatility for E-Valuator Conservative (15%-30%) RMS Fund (EVFCX) is 2.65%, while DWS RREEF Real Assets Fund - Class A (AAAAX) has a volatility of 3.27%. This indicates that EVFCX experiences smaller price fluctuations and is considered to be less risky than AAAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EVFCXAAAAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

3.27%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

4.18%

7.26%

-3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

6.48%

11.62%

-5.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.58%

12.19%

-6.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.54%

12.66%

-6.12%