FARYX vs. EBSIX
Compare and contrast key facts about Fulcrum Diversified Absolute Return Fund (FARYX) and Campbell Systematic Macro Fund Class I Shares (EBSIX).
FARYX is managed by Fulcrum. It was launched on Jul 30, 2015. EBSIX is managed by Campbell & Company. It was launched on Mar 4, 2013.
Performance
FARYX vs. EBSIX - Performance Comparison
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FARYX vs. EBSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FARYX Fulcrum Diversified Absolute Return Fund | 6.28% | 13.34% | 7.19% | 0.79% | 2.19% | 4.30% | 2.92% |
EBSIX Campbell Systematic Macro Fund Class I Shares | 7.80% | -1.14% | 11.63% | -1.83% | 30.91% | 9.05% | 4.94% |
Returns By Period
In the year-to-date period, FARYX achieves a 6.28% return, which is significantly lower than EBSIX's 7.80% return.
FARYX
- 1D
- 0.48%
- 1M
- -1.96%
- YTD
- 6.28%
- 6M
- 9.76%
- 1Y
- 20.33%
- 3Y*
- 9.91%
- 5Y*
- 5.92%
- 10Y*
- 5.29%
EBSIX
- 1D
- 0.00%
- 1M
- 2.96%
- YTD
- 7.80%
- 6M
- 4.64%
- 1Y
- 1.08%
- 3Y*
- 3.99%
- 5Y*
- 9.60%
- 10Y*
- —
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FARYX vs. EBSIX - Expense Ratio Comparison
FARYX has a 1.04% expense ratio, which is lower than EBSIX's 1.75% expense ratio.
Return for Risk
FARYX vs. EBSIX — Risk / Return Rank
FARYX
EBSIX
FARYX vs. EBSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fulcrum Diversified Absolute Return Fund (FARYX) and Campbell Systematic Macro Fund Class I Shares (EBSIX). 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.
| FARYX | EBSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.64 | 0.21 | +2.43 |
Sortino ratioReturn per unit of downside risk | 3.76 | 0.34 | +3.41 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.04 | +0.44 |
Calmar ratioReturn relative to maximum drawdown | 6.55 | 0.23 | +6.33 |
Martin ratioReturn relative to average drawdown | 22.31 | 0.38 | +21.93 |
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
| FARYX | EBSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.64 | 0.21 | +2.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 1.01 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 1.15 | -0.27 |
Correlation
The correlation between FARYX and EBSIX is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
FARYX vs. EBSIX - Dividend Comparison
FARYX's dividend yield for the trailing twelve months is around 6.76%, more than EBSIX's 2.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FARYX Fulcrum Diversified Absolute Return Fund | 6.76% | 7.18% | 4.39% | 0.89% | 1.28% | 8.96% | 7.79% | 0.63% | 8.88% | 3.39% | 0.40% |
EBSIX Campbell Systematic Macro Fund Class I Shares | 2.93% | 3.16% | 2.90% | 1.82% | 15.10% | 7.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FARYX vs. EBSIX - Drawdown Comparison
The maximum FARYX drawdown since its inception was -7.41%, smaller than the maximum EBSIX drawdown of -10.96%. Use the drawdown chart below to compare losses from any high point for FARYX and EBSIX.
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Drawdown Indicators
| FARYX | EBSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.41% | -10.96% | +3.55% |
Max Drawdown (1Y)Largest decline over 1 year | -3.26% | -7.43% | +4.17% |
Max Drawdown (5Y)Largest decline over 5 years | -6.87% | -10.96% | +4.09% |
Max Drawdown (10Y)Largest decline over 10 years | -7.41% | — | — |
Current DrawdownCurrent decline from peak | -2.24% | 0.00% | -2.24% |
Average DrawdownAverage peak-to-trough decline | -1.85% | -3.13% | +1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 4.37% | -3.41% |
Volatility
FARYX vs. EBSIX - Volatility Comparison
The current volatility for Fulcrum Diversified Absolute Return Fund (FARYX) is 2.75%, while Campbell Systematic Macro Fund Class I Shares (EBSIX) has a volatility of 3.04%. This indicates that FARYX experiences smaller price fluctuations and is considered to be less risky than EBSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FARYX | EBSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 3.04% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 6.47% | 6.19% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.90% | 8.50% | -0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.30% | 9.59% | -3.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.75% | 9.52% | -3.77% |