OTRFX vs. EBSAX
Compare and contrast key facts about OnTrack Core Fund (OTRFX) and Campbell Systematic Macro Fund Class A Shares (EBSAX).
OTRFX is managed by Advisors Preferred. It was launched on Jan 14, 2013. EBSAX is managed by Campbell & Company. It was launched on Mar 4, 2013.
Performance
OTRFX vs. EBSAX - Performance Comparison
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OTRFX vs. EBSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
OTRFX OnTrack Core Fund | 3.15% | 6.12% | -0.12% | 5.37% | -5.82% | 3.94% | 6.08% |
EBSAX Campbell Systematic Macro Fund Class A Shares | 7.79% | -1.34% | 11.28% | -2.11% | 30.56% | 8.90% | 4.88% |
Returns By Period
In the year-to-date period, OTRFX achieves a 3.15% return, which is significantly lower than EBSAX's 7.79% return.
OTRFX
- 1D
- 0.02%
- 1M
- -2.38%
- YTD
- 3.15%
- 6M
- 5.25%
- 1Y
- 9.52%
- 3Y*
- 5.34%
- 5Y*
- 1.88%
- 10Y*
- 5.68%
EBSAX
- 1D
- 0.10%
- 1M
- 3.00%
- YTD
- 7.79%
- 6M
- 4.61%
- 1Y
- 0.91%
- 3Y*
- 3.76%
- 5Y*
- 9.34%
- 10Y*
- —
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OTRFX vs. EBSAX - Expense Ratio Comparison
OTRFX has a 2.58% expense ratio, which is higher than EBSAX's 2.00% expense ratio.
Return for Risk
OTRFX vs. EBSAX — Risk / Return Rank
OTRFX
EBSAX
OTRFX vs. EBSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for OnTrack Core Fund (OTRFX) and Campbell Systematic Macro Fund Class A Shares (EBSAX). 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.
| OTRFX | EBSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.17 | 0.18 | +1.99 |
Sortino ratioReturn per unit of downside risk | 2.94 | 0.30 | +2.65 |
Omega ratioGain probability vs. loss probability | 1.50 | 1.04 | +0.46 |
Calmar ratioReturn relative to maximum drawdown | 3.07 | 0.20 | +2.87 |
Martin ratioReturn relative to average drawdown | 8.74 | 0.33 | +8.41 |
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
| OTRFX | EBSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 0.18 | +1.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.98 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.24 | 1.12 | +0.12 |
Correlation
The correlation between OTRFX and EBSAX is 0.09, 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
OTRFX vs. EBSAX - Dividend Comparison
OTRFX's dividend yield for the trailing twelve months is around 12.64%, more than EBSAX's 2.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OTRFX OnTrack Core Fund | 12.64% | 13.04% | 8.01% | 0.14% | 1.39% | 7.10% | 2.36% | 1.38% | 7.15% | 2.69% | 7.05% | 6.15% |
EBSAX Campbell Systematic Macro Fund Class A Shares | 2.78% | 3.00% | 2.59% | 1.45% | 15.15% | 7.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
OTRFX vs. EBSAX - Drawdown Comparison
The maximum OTRFX drawdown since its inception was -9.73%, smaller than the maximum EBSAX drawdown of -11.15%. Use the drawdown chart below to compare losses from any high point for OTRFX and EBSAX.
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Drawdown Indicators
| OTRFX | EBSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.73% | -11.15% | +1.42% |
Max Drawdown (1Y)Largest decline over 1 year | -3.02% | -7.59% | +4.57% |
Max Drawdown (5Y)Largest decline over 5 years | -9.51% | -11.15% | +1.64% |
Max Drawdown (10Y)Largest decline over 10 years | -9.51% | — | — |
Current DrawdownCurrent decline from peak | -2.89% | 0.00% | -2.89% |
Average DrawdownAverage peak-to-trough decline | -2.98% | -3.23% | +0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | 4.55% | -3.49% |
Volatility
OTRFX vs. EBSAX - Volatility Comparison
The current volatility for OnTrack Core Fund (OTRFX) is 1.79%, while Campbell Systematic Macro Fund Class A Shares (EBSAX) has a volatility of 3.09%. This indicates that OTRFX experiences smaller price fluctuations and is considered to be less risky than EBSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OTRFX | EBSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.79% | 3.09% | -1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 3.90% | 6.29% | -2.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.34% | 8.64% | -4.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.06% | 9.61% | -6.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.68% | 9.53% | -5.85% |