EVFCX vs. EVFGX

Last updated Jun 24, 2026

EVFCX (E-Valuator Conservative (15%-30%) RMS Fund) and EVFGX (E-Valuator Aggressive Growth (85%-99%) RMS Fund) are both Diversified Portfolio funds from E-Valuator funds. Over the past 10 years, EVFCX returned 4.75%/yr vs 10.69%/yr for EVFGX. Their correlation of 0.86 suggests significant overlap in exposure. EVFCX charges 1.07%/yr vs 0.99%/yr for EVFGX.

Performance

EVFCX vs. EVFGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in E-Valuator Conservative (15%-30%) RMS Fund (EVFCX) and E-Valuator Aggressive Growth (85%-99%) RMS Fund (EVFGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EVFCX achieves a 6.01% return, which is significantly lower than EVFGX's 13.86% return. Over the past 10 years, EVFCX has underperformed EVFGX with an annualized return of 4.75%, while EVFGX has yielded a comparatively higher 10.69% annualized return.

EVFCX

• 1D: 0.00%
• 1M: 1.39%
• YTD: 6.01%
• 6M: 5.60%
• 1Y: 12.68%
• 3Y*: 7.94%
• 5Y*: 3.40%
• 10Y*: 4.75%

EVFGX

• 1D: 0.26%
• 1M: 2.43%
• YTD: 13.86%
• 6M: 12.64%
• 1Y: 28.64%
• 3Y*: 17.35%
• 5Y*: 8.39%
• 10Y*: 10.69%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EVFCX vs. EVFGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EVFCX E-Valuator Conservative (15%-30%) RMS Fund	6.01%	10.49%	3.43%	6.73%	-9.65%	1.78%	10.84%	12.57%	-4.42%	9.53%
EVFGX E-Valuator Aggressive Growth (85%-99%) RMS Fund	13.86%	19.07%	9.32%	15.33%	-15.99%	11.00%	19.54%	24.65%	-11.29%	19.61%

Correlation

The correlation between EVFCX and EVFGX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (10Y) Calculated over the trailing 10-year period	0.86
Correlation (All Time) Calculated using the full available price history since May 26, 2016	0.86

The correlation between EVFCX and EVFGX has been stable across timeframes, ranging from 0.85 to 0.94 - a consistent structural relationship.

Return for Risk

EVFCX vs. EVFGX — Risk / Return Rank

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

EVFCX

EVFCX Risk / Return Rank: 64
EVFCX Sharpe Ratio Rank: 60
EVFCX Sortino Ratio Rank: 64
EVFCX Omega Ratio Rank: 67
EVFCX Calmar Ratio Rank: 62
EVFCX Martin Ratio Rank: 67

EVFGX

EVFGX Risk / Return Rank: 63
EVFGX Sharpe Ratio Rank: 60
EVFGX Sortino Ratio Rank: 55
EVFGX Omega Ratio Rank: 57
EVFGX Calmar Ratio Rank: 69
EVFGX Martin Ratio Rank: 73

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. EVFGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for E-Valuator Conservative (15%-30%) RMS Fund (EVFCX) and E-Valuator Aggressive Growth (85%-99%) RMS Fund (EVFGX). 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	EVFGX	Difference
Sharpe ratio: Return per unit of total volatility	2.11	2.11	0.00
Sortino ratio: Return per unit of downside risk	3.04	2.86	+0.17
Omega ratio: Gain probability vs. loss probability	1.41	1.38	+0.03
Calmar ratio: Return relative to maximum drawdown	2.89	3.05	-0.16
Martin ratio: Return relative to average drawdown	12.18	12.97	-0.79

EVFCX vs. EVFGX - Sharpe Ratio Comparison

The current EVFCX Sharpe Ratio is 2.11, which is comparable to the EVFGX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of EVFCX and EVFGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EVFCX vs. EVFGX - Drawdown Comparison

The maximum EVFCX drawdown since its inception was -19.11%, smaller than the maximum EVFGX drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for EVFCX and EVFGX.

Drawdown Indicators

	EVFCX	EVFGX	Difference
Max Drawdown Largest peak-to-trough decline	-19.11%	-33.61%	+14.50%
Max Drawdown (1Y) Largest decline over 1 year	-4.52%	-9.76%	+5.24%
Max Drawdown (3Y) Largest decline over 3 years	-7.50%	-19.45%	+11.95%
Max Drawdown (5Y) Largest decline over 5 years	-13.38%	-24.37%	+10.99%
Max Drawdown (10Y) Largest decline over 10 years	-19.11%	-33.61%	+14.50%
Current Drawdown Current decline from peak	-0.09%	-0.20%	+0.11%
Average Drawdown Average peak-to-trough decline	-3.54%	-5.52%	+1.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.07%	2.29%	-1.22%

Volatility

EVFCX vs. EVFGX - Volatility Comparison

The current volatility for E-Valuator Conservative (15%-30%) RMS Fund (EVFCX) is 2.59%, while E-Valuator Aggressive Growth (85%-99%) RMS Fund (EVFGX) has a volatility of 5.80%. This indicates that EVFCX experiences smaller price fluctuations and is considered to be less risky than EVFGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EVFCX	EVFGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.59%	5.80%	-3.21%
Volatility (6M) Calculated over the trailing 6-month period	5.35%	11.97%	-6.62%
Volatility (1Y) Calculated over the trailing 1-year period	6.21%	14.18%	-7.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.81%	14.73%	-8.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.61%	15.73%	-9.12%

EVFCX vs. EVFGX - Expense Ratio Comparison

EVFCX has a 1.07% expense ratio, which is higher than EVFGX's 0.99% expense ratio.

Dividends

EVFCX vs. EVFGX - Dividend Comparison

EVFCX's dividend yield for the trailing twelve months is around 2.67%, less than EVFGX's 17.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
EVFCX E-Valuator Conservative (15%-30%) RMS Fund	2.67%	2.83%	1.81%	3.66%	2.06%	12.38%	1.68%	2.17%	6.26%	4.47%	0.76%
EVFGX E-Valuator Aggressive Growth (85%-99%) RMS Fund	17.03%	19.39%	0.00%	1.37%	0.96%	17.87%	2.97%	0.74%	8.11%	9.49%	0.31%

Frequently Asked Questions

Can I hold both EVFCX and EVFGX in my portfolio?

With a correlation of 0.94, EVFCX and EVFGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, EVFCX or EVFGX?

EVFGX has higher volatility (5.80%) compared to EVFCX (2.59%). In terms of maximum drawdown, EVFCX dropped -19.11% vs EVFGX's -33.61%.

Which has better risk-adjusted returns?

EVFCX currently has the higher Sharpe Ratio (2.11 vs 2.11), 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.