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EVFCX vs. EVFMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

EVFCX vs. EVFMX

Last updated Apr 2, 2026

Compare and contrast key facts about E-Valuator Conservative (15%-30%) RMS Fund (EVFCX) and E-Valuator Moderate (50%-70%) RMS Fund (EVFMX).

EVFCX is managed by E-Valuator funds. It was launched on Feb 28, 2012. EVFMX is managed by E-Valuator funds. It was launched on Feb 28, 2012.

Performance

EVFCX vs. EVFMX - 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 Moderate (50%-70%) RMS Fund (EVFMX). The values are adjusted to include any dividend payments, if applicable.

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EVFCX vs. EVFMX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EVFCX
E-Valuator Conservative (15%-30%) RMS Fund		-0.48%10.49%3.43%6.73%-9.65%1.78%10.84%12.57%-4.42%9.53%
EVFMX
E-Valuator Moderate (50%-70%) RMS Fund		-0.71%15.41%7.57%11.01%-13.31%6.66%15.65%20.16%-7.91%15.82%

Returns By Period

In the year-to-date period, EVFCX achieves a -0.48% return, which is significantly higher than EVFMX's -0.71% return.

EVFCX

1D
1.28%
1M
-2.93%
YTD
-0.48%
6M
0.37%
1Y
9.16%
3Y*
5.84%
5Y*
2.35%
10Y*
—

EVFMX

1D
2.38%
1M
-4.69%
YTD
-0.71%
6M
0.99%
1Y
15.67%
3Y*
9.91%
5Y*
4.43%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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E-Valuator Conservative (15%-30%) RMS Fund

E-Valuator Moderate (50%-70%) RMS Fund

Often compared with EVFCX:
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Often compared with EVFMX:
EVFMX vs. EVFGXEVFMX vs. EVFTXEVFMX vs. EVGRXEVFMX vs. EVVCXEVFMX vs. WWWEXEVFMX vs. PUDZXEVFMX vs. SICIX

EVFCX vs. EVFMX - Expense Ratio Comparison

EVFCX has a 1.07% expense ratio, which is higher than EVFMX's 1.00% expense ratio.

EVFCX
E-Valuator Conservative (15%-30%) RMS Fund
EVFMX
E-Valuator Moderate (50%-70%) RMS Fund

Return for Risk

EVFCX vs. EVFMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EVFCX
EVFCX Risk / Return Rank: 7575
Overall Rank
EVFCX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
EVFCX Sortino Ratio Rank: 7676
Sortino Ratio Rank
EVFCX Omega Ratio Rank: 7070
Omega Ratio Rank
EVFCX Calmar Ratio Rank: 7979
Calmar Ratio Rank
EVFCX Martin Ratio Rank: 7676
Martin Ratio Rank
EVFMX
EVFMX Risk / Return Rank: 7070
Overall Rank
EVFMX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
EVFMX Sortino Ratio Rank: 6868
Sortino Ratio Rank
EVFMX Omega Ratio Rank: 6464
Omega Ratio Rank
EVFMX Calmar Ratio Rank: 7272
Calmar Ratio Rank
EVFMX Martin Ratio Rank: 7676
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. EVFMX - 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 Moderate (50%-70%) RMS Fund (EVFMX). 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.

EVFCXEVFMXDifference

Sharpe ratio

Return per unit of total volatility

1.43

1.32

+0.11

Sortino ratio

Return per unit of downside risk

2.05

1.89

+0.16

Omega ratio

Gain probability vs. loss probability

1.29

1.27

+0.02

Calmar ratio

Return relative to maximum drawdown

2.12

1.91

+0.21

Martin ratio

Return relative to average drawdown

8.31

8.29

+0.02

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EVFCX vs. EVFMX - Sharpe Ratio Comparison

The current EVFCX Sharpe Ratio is 1.43, which is comparable to the EVFMX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of EVFCX and EVFMX, 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

EVFCXEVFMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.32

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.44

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.60

+0.03

Correlation

The correlation between EVFCX and EVFMX is 0.91, 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. EVFMX - Dividend Comparison

EVFCX's dividend yield for the trailing twelve months is around 2.84%, less than EVFMX's 9.25% yield.

TTM2025202420232022202120202019201820172016
EVFCX
E-Valuator Conservative (15%-30%) RMS Fund		2.84%2.83%1.81%3.66%2.06%12.38%1.68%2.17%6.26%4.47%0.76%
EVFMX
E-Valuator Moderate (50%-70%) RMS Fund		9.25%9.19%0.50%2.52%1.96%21.05%3.39%2.53%9.89%7.05%0.70%

Drawdowns

EVFCX vs. EVFMX - Drawdown Comparison

The maximum EVFCX drawdown since its inception was -19.11%, smaller than the maximum EVFMX drawdown of -28.30%. Use the drawdown chart below to compare losses from any high point for EVFCX and EVFMX.

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Drawdown Indicators

EVFCXEVFMXDifference

Max Drawdown

Largest peak-to-trough decline

-19.11%

-28.30%

+9.19%

Max Drawdown (1Y)

Largest decline over 1 year

-4.54%

-8.48%

+3.94%

Max Drawdown (5Y)

Largest decline over 5 years

-13.38%

-19.62%

+6.24%

Current Drawdown

Current decline from peak

-3.30%

-5.25%

+1.95%

Average Drawdown

Average peak-to-trough decline

-3.61%

-4.20%

+0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

1.96%

-0.80%

Volatility

EVFCX vs. EVFMX - Volatility Comparison

The current volatility for E-Valuator Conservative (15%-30%) RMS Fund (EVFCX) is 3.04%, while E-Valuator Moderate (50%-70%) RMS Fund (EVFMX) has a volatility of 5.06%. This indicates that EVFCX experiences smaller price fluctuations and is considered to be less risky than EVFMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EVFCXEVFMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

5.06%

-2.02%

Volatility (6M)

Calculated over the trailing 6-month period

4.36%

7.80%

-3.44%

Volatility (1Y)

Calculated over the trailing 1-year period

6.59%

12.18%

-5.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.60%

10.15%

-4.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.55%

11.73%

-5.18%