EVFTX vs. EVFCX

Last updated Jun 3, 2026

EVFTX (E-Valuator Conservative/Moderate (30%-50%) RMS Fund) and EVFCX (E-Valuator Conservative (15%-30%) RMS Fund) are both Diversified Portfolio funds from E-Valuator funds. Over the past 5 years, EVFTX returned 4.86%/yr vs 3.31%/yr for EVFCX. Their correlation of 0.93 suggests significant overlap in exposure. EVFTX charges 1.19%/yr vs 1.07%/yr for EVFCX.

Performance

EVFTX vs. EVFCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in E-Valuator Conservative/Moderate (30%-50%) RMS Fund (EVFTX) and E-Valuator Conservative (15%-30%) RMS Fund (EVFCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EVFTX achieves a 8.02% return, which is significantly higher than EVFCX's 5.82% return.

EVFTX

• 1D: 0.16%
• 1M: 2.85%
• YTD: 8.02%
• 6M: 8.61%
• 1Y: 17.74%
• 3Y*: 10.84%
• 5Y*: 4.86%
• 10Y*: —

EVFCX

• 1D: 0.18%
• 1M: 2.15%
• YTD: 5.82%
• 6M: 6.22%
• 1Y: 13.61%
• 3Y*: 7.99%
• 5Y*: 3.31%
• 10Y*: 4.65%

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

EVFTX vs. EVFCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EVFTX E-Valuator Conservative/Moderate (30%-50%) RMS Fund	8.02%	12.51%	6.21%	8.70%	-11.39%	4.13%	12.91%	16.84%	-8.93%	11.51%
EVFCX E-Valuator Conservative (15%-30%) RMS Fund	5.82%	10.49%	3.43%	6.73%	-9.65%	1.78%	10.84%	12.57%	-4.42%	9.31%

Correlation

The correlation between EVFTX and EVFCX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.97
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (All Time) Calculated using the full available price history since Jan 4, 2017	0.93

The correlation between EVFTX and EVFCX has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

Return for Risk

EVFTX vs. EVFCX — Risk / Return Rank

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

EVFTX

EVFTX Risk / Return Rank: 64
EVFTX Sharpe Ratio Rank: 62
EVFTX Sortino Ratio Rank: 64
EVFTX Omega Ratio Rank: 63
EVFTX Calmar Ratio Rank: 62
EVFTX Martin Ratio Rank: 69

EVFCX

EVFCX Risk / Return Rank: 67
EVFCX Sharpe Ratio Rank: 65
EVFCX Sortino Ratio Rank: 69
EVFCX Omega Ratio Rank: 69
EVFCX Calmar Ratio Rank: 61
EVFCX Martin Ratio Rank: 68

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.

EVFTX vs. EVFCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for E-Valuator Conservative/Moderate (30%-50%) RMS Fund (EVFTX) and E-Valuator Conservative (15%-30%) RMS Fund (EVFCX). 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.

	EVFTX	EVFCX	Difference
Sharpe ratio Return per unit of total volatility	2.31	2.37	-0.06
Sortino ratio Return per unit of downside risk	3.34	3.47	-0.13
Omega ratio Gain probability vs. loss probability	1.44	1.47	-0.03
Calmar ratio Return relative to maximum drawdown	3.02	3.03	-0.01
Martin ratio Return relative to average drawdown	13.31	13.16	+0.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EVFTX vs. EVFCX - Sharpe Ratio Comparison

The current EVFTX Sharpe Ratio is 2.31, which is comparable to the EVFCX Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of EVFTX and EVFCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EVFTX	EVFCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.31	2.37	-0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	0.58	+0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.71	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.72	-0.03

Drawdowns

EVFTX vs. EVFCX - Drawdown Comparison

The maximum EVFTX drawdown since its inception was -24.47%, which is greater than EVFCX's maximum drawdown of -19.11%. Use the drawdown chart below to compare losses from any high point for EVFTX and EVFCX.

Drawdown Indicators

	EVFTX	EVFCX	Difference
Max Drawdown Largest peak-to-trough decline	-24.47%	-19.11%	-5.36%
Max Drawdown (1Y) Largest decline over 1 year	-5.94%	-4.52%	-1.42%
Max Drawdown (3Y) Largest decline over 3 years	-9.34%	-7.50%	-1.84%
Max Drawdown (5Y) Largest decline over 5 years	-16.06%	-13.38%	-2.68%
Max Drawdown (10Y) Largest decline over 10 years	—	-19.11%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.10%	-3.56%	-0.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.35%	1.04%	+0.31%

Volatility

EVFTX vs. EVFCX - Volatility Comparison

E-Valuator Conservative/Moderate (30%-50%) RMS Fund (EVFTX) has a higher volatility of 2.70% compared to E-Valuator Conservative (15%-30%) RMS Fund (EVFCX) at 2.10%. This indicates that EVFTX's price experiences larger fluctuations and is considered to be riskier than EVFCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EVFTX	EVFCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.70%	2.10%	+0.60%
Volatility (6M) Calculated over the trailing 6-month period	6.55%	4.89%	+1.66%
Volatility (1Y) Calculated over the trailing 1-year period	7.81%	5.78%	+2.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.55%	5.72%	+1.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.82%	6.57%	+2.25%

EVFTX vs. EVFCX - Expense Ratio Comparison

EVFTX has a 1.19% expense ratio, which is higher than EVFCX's 1.07% expense ratio.

Dividends

EVFTX vs. EVFCX - Dividend Comparison

EVFTX's dividend yield for the trailing twelve months is around 4.26%, more than EVFCX's 2.67% 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%
EVFTX E-Valuator Conservative/Moderate (30%-50%) RMS Fund	4.26%	4.60%	1.06%	2.83%	1.66%	12.53%	0.71%	1.14%	6.85%	6.80%	0.00%

Frequently Asked Questions

Can I hold both EVFTX and EVFCX in my portfolio?

With a correlation of 0.97, EVFTX and EVFCX 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, EVFTX or EVFCX?

EVFTX has higher volatility (2.70%) compared to EVFCX (2.10%). In terms of maximum drawdown, EVFTX dropped -24.47% vs EVFCX's -19.11%.

Which has better risk-adjusted returns?

EVFCX currently has the higher Sharpe Ratio (2.37 vs 2.31), 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.