EVFCX vs. BRUFX
EVFCX (E-Valuator Conservative (15%-30%) RMS Fund) and BRUFX (Bruce Fund) are both Diversified Portfolio funds. Over the past 10 years, EVFCX returned 4.32%/yr vs 7.52%/yr for BRUFX. Their 0.63 correlation means they have sometimes moved together and sometimes differently. EVFCX charges 1.07%/yr vs 0.68%/yr for BRUFX.
Performance
EVFCX vs. BRUFX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EVFCX achieves a 4.22% return, which is significantly lower than BRUFX's 14.75% return. Over the past 10 years, EVFCX has underperformed BRUFX with an annualized return of 4.32%, while BRUFX has yielded a comparatively higher 7.52% annualized return.
EVFCX
- 1D
- 0.00%
- 1M
- -1.05%
- 6M
- 2.44%
- YTD
- 4.22%
- 1Y
- 8.80%
- 3Y*
- 6.91%
- 5Y*
- 2.85%
- 10Y*
- 4.32%
- ALL TIME*
- 4.45%
BRUFX
- 1D
- -1.10%
- 1M
- -1.01%
- 6M
- 9.19%
- YTD
- 14.75%
- 1Y
- 27.76%
- 3Y*
- 12.00%
- 5Y*
- 5.74%
- 10Y*
- 7.52%
- ALL TIME*
- 9.48%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BRUFX Bruce Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
EVFCX vs. BRUFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVFCX E-Valuator Conservative (15%-30%) RMS Fund | 4.22% | 10.49% | 3.43% | 6.73% | -9.65% | 1.78% | 10.84% | 12.57% | -4.42% | 9.53% |
BRUFX Bruce Fund | 14.75% | 14.89% | 4.45% | -0.74% | -8.80% | 17.35% | 12.06% | 22.42% | -3.99% | 12.48% |
Correlation
The correlation between EVFCX and BRUFX is 0.48, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.48 |
Correlation (3Y) Balances recent behavior with more history. | 0.56 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.61 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.63 |
Correlation (All Time) Calculated using the full available price history since May 26, 2016 | 0.63 |
The correlation between EVFCX and BRUFX shifts across timeframes, from 0.48 (1 year) to 0.63 (10 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EVFCX vs. BRUFX — Risk / Return Rank
EVFCX
BRUFX
EVFCX vs. BRUFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for E-Valuator Conservative (15%-30%) RMS Fund (EVFCX) and Bruce Fund (BRUFX). 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.
| EVFCX | BRUFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.46 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.93 | 3.63 | -1.70 |
| Martin ratioReturn relative to average drawdown | 7.55 | 16.27 | -8.72 |
Loading charts...
Drawdowns
EVFCX vs. BRUFX - Drawdown Comparison
The maximum EVFCX drawdown since its inception was -19.11%, smaller than the maximum BRUFX drawdown of -44.50%. Use the drawdown chart below to compare losses from any high point for EVFCX and BRUFX.
Loading charts...
Drawdown Indicators
| EVFCX | BRUFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.11% | -44.50% | +25.39% |
Max Drawdown (1Y)Largest decline over 1 year | -4.52% | -7.67% | +3.15% |
Max Drawdown (3Y)Largest decline over 3 years | -7.50% | -9.66% | +2.16% |
Max Drawdown (5Y)Largest decline over 5 years | -13.38% | -17.91% | +4.53% |
Max Drawdown (10Y)Largest decline over 10 years | -19.11% | -25.44% | +6.33% |
Current DrawdownCurrent decline from peak | -1.78% | -2.79% | +1.01% |
Average DrawdownAverage peak-to-trough decline | -3.51% | -9.03% | +5.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 1.71% | -0.56% |
Volatility
EVFCX vs. BRUFX - Volatility Comparison
The current volatility for E-Valuator Conservative (15%-30%) RMS Fund (EVFCX) is 1.97%, while Bruce Fund (BRUFX) has a volatility of 2.64%. This indicates that EVFCX experiences smaller price fluctuations and is considered to be less risky than BRUFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EVFCX | BRUFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.97% | 2.64% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 5.63% | 8.56% | -2.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.47% | 10.67% | -4.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.88% | 10.59% | -4.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.62% | 11.65% | -5.03% |
EVFCX vs. BRUFX - Expense Ratio Comparison
EVFCX has a 1.07% expense ratio, which is higher than BRUFX's 0.68% expense ratio.
Dividends
EVFCX vs. BRUFX - Dividend Comparison
EVFCX's dividend yield for the trailing twelve months is around 2.60%, less than BRUFX's 5.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRUFX Bruce Fund | 5.54% | 6.35% | 5.01% | 6.46% | 13.31% | 9.25% | 5.83% | 2.03% | 2.49% | 4.11% | 6.26% | 4.63% |
EVFCX E-Valuator Conservative (15%-30%) RMS Fund | 2.60% | 2.83% | 1.81% | 3.66% | 2.06% | 12.38% | 1.68% | 2.17% | 6.26% | 4.47% | 0.76% | 0.00% |
Frequently Asked Questions
EVFCX and BRUFX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BRUFX has higher volatility (2.64%) compared to EVFCX (1.97%). In terms of maximum drawdown, EVFCX dropped -19.11% vs BRUFX's -44.50%.
BRUFX currently has the higher Sharpe Ratio (2.61 vs 1.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for EVFCX and BRUFX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer