WCFRX vs. EVDAX
Compare and contrast key facts about Virtus Westchester Credit Event Fund (WCFRX) and Camelot Event Driven Fund Class A (EVDAX).
WCFRX is managed by Virtus. It was launched on Dec 28, 2017. EVDAX is managed by Camelot Funds. It was launched on Nov 21, 2003.
Performance
WCFRX vs. EVDAX - Performance Comparison
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WCFRX vs. EVDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WCFRX Virtus Westchester Credit Event Fund | -0.85% | 4.37% | 6.83% | 9.23% | -5.28% | 7.08% | 16.26% | 12.60% | -3.23% |
EVDAX Camelot Event Driven Fund Class A | 1.30% | 9.15% | 7.93% | 2.28% | 3.59% | 22.87% | 18.83% | 7.19% | 0.00% |
Returns By Period
In the year-to-date period, WCFRX achieves a -0.85% return, which is significantly lower than EVDAX's 1.30% return.
WCFRX
- 1D
- 0.00%
- 1M
- -0.83%
- YTD
- -0.85%
- 6M
- -0.88%
- 1Y
- 2.49%
- 3Y*
- 5.44%
- 5Y*
- 3.06%
- 10Y*
- —
EVDAX
- 1D
- -0.09%
- 1M
- -1.67%
- YTD
- 1.30%
- 6M
- 0.92%
- 1Y
- 7.38%
- 3Y*
- 5.97%
- 5Y*
- 6.31%
- 10Y*
- 7.06%
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WCFRX vs. EVDAX - Expense Ratio Comparison
WCFRX has a 1.90% expense ratio, which is lower than EVDAX's 2.22% expense ratio.
Return for Risk
WCFRX vs. EVDAX — Risk / Return Rank
WCFRX
EVDAX
WCFRX vs. EVDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Westchester Credit Event Fund (WCFRX) and Camelot Event Driven Fund Class A (EVDAX). 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.
| WCFRX | EVDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 1.19 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.75 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.22 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.65 | -0.50 |
Martin ratioReturn relative to average drawdown | 4.05 | 7.61 | -3.56 |
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
| WCFRX | EVDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 1.19 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.00 | +0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.01 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.00 | +0.82 |
Correlation
The correlation between WCFRX and EVDAX is 0.36, 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
WCFRX vs. EVDAX - Dividend Comparison
WCFRX's dividend yield for the trailing twelve months is around 6.88%, more than EVDAX's 0.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WCFRX Virtus Westchester Credit Event Fund | 6.88% | 5.82% | 5.33% | 4.15% | 0.21% | 13.79% | 0.90% | 2.99% | 1.43% |
EVDAX Camelot Event Driven Fund Class A | 0.76% | 0.77% | 3.99% | 6.40% | 9.42% | 0.00% | 1.00% | 0.94% | 0.00% |
Drawdowns
WCFRX vs. EVDAX - Drawdown Comparison
The maximum WCFRX drawdown since its inception was -23.56%, smaller than the maximum EVDAX drawdown of -96.19%. Use the drawdown chart below to compare losses from any high point for WCFRX and EVDAX.
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Drawdown Indicators
| WCFRX | EVDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.56% | -96.19% | +72.63% |
Max Drawdown (1Y)Largest decline over 1 year | -2.09% | -4.05% | +1.96% |
Max Drawdown (5Y)Largest decline over 5 years | -9.57% | -96.19% | +86.62% |
Max Drawdown (10Y)Largest decline over 10 years | — | -96.19% | — |
Current DrawdownCurrent decline from peak | -1.79% | -95.74% | +93.95% |
Average DrawdownAverage peak-to-trough decline | -4.36% | -6.06% | +1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.59% | 0.89% | -0.30% |
Volatility
WCFRX vs. EVDAX - Volatility Comparison
The current volatility for Virtus Westchester Credit Event Fund (WCFRX) is 0.69%, while Camelot Event Driven Fund Class A (EVDAX) has a volatility of 1.41%. This indicates that WCFRX experiences smaller price fluctuations and is considered to be less risky than EVDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WCFRX | EVDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.69% | 1.41% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 1.26% | 4.09% | -2.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.21% | 6.13% | -3.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.17% | 1,423.79% | -1,419.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.64% | 1,006.79% | -1,000.15% |