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EVFMX vs. EVFTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

EVFMX vs. EVFTX

Last updated Apr 2, 2026

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

EVFMX is managed by E-Valuator funds. It was launched on Feb 28, 2012. EVFTX is managed by E-Valuator funds. It was launched on May 25, 2016.

Performance

EVFMX vs. EVFTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in E-Valuator Moderate (50%-70%) RMS Fund (EVFMX) and E-Valuator Conservative/Moderate (30%-50%) RMS Fund (EVFTX). The values are adjusted to include any dividend payments, if applicable.

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EVFMX vs. EVFTX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%15.27%
EVFTX
E-Valuator Conservative/Moderate (30%-50%) RMS Fund		-0.53%12.51%6.21%8.70%-11.39%4.13%12.91%16.84%-8.93%11.51%

Returns By Period

In the year-to-date period, EVFMX achieves a -0.71% return, which is significantly lower than EVFTX's -0.53% return.

EVFMX

1D
2.38%
1M
-4.69%
YTD
-0.71%
6M
0.99%
1Y
15.67%
3Y*
9.91%
5Y*
4.43%
10Y*
—

EVFTX

1D
1.81%
1M
-3.84%
YTD
-0.53%
6M
0.62%
1Y
12.02%
3Y*
7.94%
5Y*
3.54%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

E-Valuator Conservative/Moderate (30%-50%) RMS Fund

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Often compared with EVFTX:
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EVFMX vs. EVFTX - Expense Ratio Comparison

EVFMX has a 1.00% expense ratio, which is lower than EVFTX's 1.19% expense ratio.

EVFTX
E-Valuator Conservative/Moderate (30%-50%) RMS Fund
EVFMX
E-Valuator Moderate (50%-70%) RMS Fund

Return for Risk

EVFMX vs. EVFTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
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
EVFTX
EVFTX Risk / Return Rank: 7272
Overall Rank
EVFTX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
EVFTX Sortino Ratio Rank: 7272
Sortino Ratio Rank
EVFTX Omega Ratio Rank: 6767
Omega Ratio Rank
EVFTX Calmar Ratio Rank: 7575
Calmar Ratio Rank
EVFTX 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.

EVFMX vs. EVFTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for E-Valuator Moderate (50%-70%) RMS Fund (EVFMX) and E-Valuator Conservative/Moderate (30%-50%) RMS Fund (EVFTX). 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.

EVFMXEVFTXDifference

Sharpe ratio

Return per unit of total volatility

1.32

1.36

-0.05

Sortino ratio

Return per unit of downside risk

1.89

1.96

-0.07

Omega ratio

Gain probability vs. loss probability

1.27

1.28

0.00

Calmar ratio

Return relative to maximum drawdown

1.91

1.98

-0.07

Martin ratio

Return relative to average drawdown

8.29

8.25

+0.04

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

EVFMX vs. EVFTX - Sharpe Ratio Comparison

The current EVFMX Sharpe Ratio is 1.32, which is comparable to the EVFTX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of EVFMX and EVFTX, 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

EVFMXEVFTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.36

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.48

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.59

+0.01

Correlation

The correlation between EVFMX and EVFTX is 0.97, 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

EVFMX vs. EVFTX - Dividend Comparison

EVFMX's dividend yield for the trailing twelve months is around 9.25%, more than EVFTX's 4.62% yield.

TTM2025202420232022202120202019201820172016
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%
EVFTX
E-Valuator Conservative/Moderate (30%-50%) RMS Fund		4.62%4.60%1.06%2.83%1.66%12.53%0.71%1.14%6.85%6.80%0.00%

Drawdowns

EVFMX vs. EVFTX - Drawdown Comparison

The maximum EVFMX drawdown since its inception was -28.30%, which is greater than EVFTX's maximum drawdown of -24.47%. Use the drawdown chart below to compare losses from any high point for EVFMX and EVFTX.

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Drawdown Indicators

EVFMXEVFTXDifference

Max Drawdown

Largest peak-to-trough decline

-28.30%

-24.47%

-3.83%

Max Drawdown (1Y)

Largest decline over 1 year

-8.48%

-6.34%

-2.14%

Max Drawdown (5Y)

Largest decline over 5 years

-19.62%

-16.06%

-3.56%

Current Drawdown

Current decline from peak

-5.25%

-4.24%

-1.01%

Average Drawdown

Average peak-to-trough decline

-4.20%

-4.16%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

1.52%

+0.44%

Volatility

EVFMX vs. EVFTX - Volatility Comparison

E-Valuator Moderate (50%-70%) RMS Fund (EVFMX) has a higher volatility of 5.06% compared to E-Valuator Conservative/Moderate (30%-50%) RMS Fund (EVFTX) at 3.99%. This indicates that EVFMX's price experiences larger fluctuations and is considered to be riskier than EVFTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EVFMXEVFTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

3.99%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

7.80%

6.04%

+1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

12.18%

9.16%

+3.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.15%

7.42%

+2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.73%

8.81%

+2.92%