EVOIX vs. ABYIX
Compare and contrast key facts about Altegris Futures Evolution Strategy Fund (EVOIX) and Abbey Capital Futures Strategy Fund Class I (ABYIX).
EVOIX is managed by Altegris. It was launched on Oct 30, 2011. ABYIX is managed by Abbey Capital. It was launched on Jul 1, 2014.
Performance
EVOIX vs. ABYIX - Performance Comparison
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EVOIX vs. ABYIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EVOIX Altegris Futures Evolution Strategy Fund | 5.30% | 4.69% | 3.86% | 5.03% | 12.84% | 12.20% | -12.94% | 4.22% | -7.58% | 9.09% |
ABYIX Abbey Capital Futures Strategy Fund Class I | 4.62% | 1.62% | 1.11% | -3.29% | 17.06% | 3.39% | 7.92% | 8.84% | -6.15% | -0.09% |
Returns By Period
In the year-to-date period, EVOIX achieves a 5.30% return, which is significantly higher than ABYIX's 4.62% return. Both investments have delivered pretty close results over the past 10 years, with EVOIX having a 2.86% annualized return and ABYIX not far behind at 2.84%.
EVOIX
- 1D
- -0.30%
- 1M
- -0.76%
- YTD
- 5.30%
- 6M
- 11.30%
- 1Y
- 13.46%
- 3Y*
- 7.27%
- 5Y*
- 7.75%
- 10Y*
- 2.86%
ABYIX
- 1D
- 0.00%
- 1M
- -1.28%
- YTD
- 4.62%
- 6M
- 7.68%
- 1Y
- 8.38%
- 3Y*
- 2.42%
- 5Y*
- 3.73%
- 10Y*
- 2.84%
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EVOIX vs. ABYIX - Expense Ratio Comparison
EVOIX has a 1.34% expense ratio, which is lower than ABYIX's 1.79% expense ratio.
Return for Risk
EVOIX vs. ABYIX — Risk / Return Rank
EVOIX
ABYIX
EVOIX vs. ABYIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Altegris Futures Evolution Strategy Fund (EVOIX) and Abbey Capital Futures Strategy Fund Class I (ABYIX). 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.
| EVOIX | ABYIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 1.06 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.83 | 1.51 | +0.33 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.20 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | 1.59 | +0.12 |
Martin ratioReturn relative to average drawdown | 3.56 | 3.20 | +0.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EVOIX | ABYIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 1.06 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.47 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.36 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.53 | -0.14 |
Correlation
The correlation between EVOIX and ABYIX is 0.80, 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
EVOIX vs. ABYIX - Dividend Comparison
EVOIX's dividend yield for the trailing twelve months is around 10.06%, more than ABYIX's 1.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVOIX Altegris Futures Evolution Strategy Fund | 10.06% | 11.11% | 10.09% | 1.71% | 34.87% | 9.73% | 2.23% | 1.63% | 5.52% | 1.57% | 7.27% | 9.05% |
ABYIX Abbey Capital Futures Strategy Fund Class I | 1.27% | 1.33% | 2.10% | 2.03% | 15.24% | 3.68% | 1.54% | 8.70% | 0.14% | 0.00% | 0.00% | 0.24% |
Drawdowns
EVOIX vs. ABYIX - Drawdown Comparison
The maximum EVOIX drawdown since its inception was -29.57%, which is greater than ABYIX's maximum drawdown of -17.13%. Use the drawdown chart below to compare losses from any high point for EVOIX and ABYIX.
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Drawdown Indicators
| EVOIX | ABYIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.57% | -17.13% | -12.44% |
Max Drawdown (1Y)Largest decline over 1 year | -7.61% | -4.36% | -3.25% |
Max Drawdown (5Y)Largest decline over 5 years | -18.80% | -14.66% | -4.14% |
Max Drawdown (10Y)Largest decline over 10 years | -29.57% | -14.74% | -14.83% |
Current DrawdownCurrent decline from peak | -0.76% | -3.02% | +2.26% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -6.74% | -1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 2.43% | +1.30% |
Volatility
EVOIX vs. ABYIX - Volatility Comparison
Altegris Futures Evolution Strategy Fund (EVOIX) has a higher volatility of 2.53% compared to Abbey Capital Futures Strategy Fund Class I (ABYIX) at 1.96%. This indicates that EVOIX's price experiences larger fluctuations and is considered to be riskier than ABYIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVOIX | ABYIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 1.96% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 7.95% | 6.43% | +1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.05% | 7.65% | +2.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.69% | 8.01% | +1.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.46% | 8.00% | +2.46% |