GPAIX vs. EBSIX
Compare and contrast key facts about Grant Park Multi Alternative Strategies Fund (GPAIX) and Campbell Systematic Macro Fund Class I Shares (EBSIX).
GPAIX is managed by Grant Park. It was launched on Dec 30, 2013. EBSIX is managed by Campbell & Company. It was launched on Mar 4, 2013.
Performance
GPAIX vs. EBSIX - Performance Comparison
Loading graphics...
GPAIX vs. EBSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GPAIX Grant Park Multi Alternative Strategies Fund | 1.93% | 12.24% | 1.33% | 4.02% | -1.88% | 5.70% | 5.80% |
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, GPAIX achieves a 1.93% return, which is significantly lower than EBSIX's 7.80% return.
GPAIX
- 1D
- 0.09%
- 1M
- -5.61%
- YTD
- 1.93%
- 6M
- 4.19%
- 1Y
- 13.01%
- 3Y*
- 6.78%
- 5Y*
- 4.17%
- 10Y*
- 4.56%
EBSIX
- 1D
- 0.00%
- 1M
- 2.96%
- YTD
- 7.80%
- 6M
- 4.64%
- 1Y
- 1.08%
- 3Y*
- 3.99%
- 5Y*
- 9.60%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GPAIX vs. EBSIX - Expense Ratio Comparison
GPAIX has a 1.43% expense ratio, which is lower than EBSIX's 1.75% expense ratio.
Return for Risk
GPAIX vs. EBSIX — Risk / Return Rank
GPAIX
EBSIX
GPAIX vs. EBSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Grant Park Multi Alternative Strategies Fund (GPAIX) 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.
| GPAIX | EBSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 0.21 | +1.31 |
Sortino ratioReturn per unit of downside risk | 2.06 | 0.34 | +1.71 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.04 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 2.16 | 0.23 | +1.94 |
Martin ratioReturn relative to average drawdown | 7.36 | 0.38 | +6.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GPAIX | EBSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 0.21 | +1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 1.01 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 1.15 | -0.46 |
Correlation
The correlation between GPAIX and EBSIX is 0.35, 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
GPAIX vs. EBSIX - Dividend Comparison
GPAIX's dividend yield for the trailing twelve months is around 3.38%, more than EBSIX's 2.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GPAIX Grant Park Multi Alternative Strategies Fund | 3.38% | 3.44% | 2.01% | 1.98% | 2.71% | 10.90% | 1.78% | 13.29% | 1.51% | 1.68% | 1.92% | 1.49% |
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% | 0.00% |
Drawdowns
GPAIX vs. EBSIX - Drawdown Comparison
The maximum GPAIX drawdown since its inception was -17.16%, which is greater than EBSIX's maximum drawdown of -10.96%. Use the drawdown chart below to compare losses from any high point for GPAIX and EBSIX.
Loading graphics...
Drawdown Indicators
| GPAIX | EBSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.16% | -10.96% | -6.20% |
Max Drawdown (1Y)Largest decline over 1 year | -6.01% | -7.43% | +1.42% |
Max Drawdown (5Y)Largest decline over 5 years | -9.13% | -10.96% | +1.83% |
Max Drawdown (10Y)Largest decline over 10 years | -17.16% | — | — |
Current DrawdownCurrent decline from peak | -5.61% | 0.00% | -5.61% |
Average DrawdownAverage peak-to-trough decline | -4.21% | -3.13% | -1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 4.37% | -2.60% |
Volatility
GPAIX vs. EBSIX - Volatility Comparison
The current volatility for Grant Park Multi Alternative Strategies Fund (GPAIX) is 2.62%, while Campbell Systematic Macro Fund Class I Shares (EBSIX) has a volatility of 3.04%. This indicates that GPAIX 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.
Loading graphics...
Volatility by Period
| GPAIX | EBSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 3.04% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 6.84% | 6.19% | +0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.57% | 8.50% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.46% | 9.59% | -3.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.21% | 9.52% | -2.31% |