ACIFX vs. ACSMX
ACIFX (Advisors Capital International Fund) and ACSMX (Advisors Capital Small/Mid Cap Fund) are both mutual funds - ACIFX is a Foreign Large Cap Equities fund actively managed by Advisors Capital, while ACSMX is a Small Cap Growth Equities fund managed by Advisors Capital. Over the past year, ACIFX returned 3.71% vs -0.26% for ACSMX. A 0.60 correlation means they provide meaningful diversification when combined. ACIFX charges 1.88%/yr vs 1.95%/yr for ACSMX.
Performance
ACIFX vs. ACSMX - Performance Comparison
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Returns By Period
In the year-to-date period, ACIFX achieves a 0.74% return, which is significantly higher than ACSMX's 0.53% return.
ACIFX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- -3.85%
- YTD
- 0.74%
- 1Y
- 3.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ACSMX
- 1D
- -0.18%
- 1M
- 3.74%
- 6M
- -3.64%
- YTD
- 0.53%
- 1Y
- -0.26%
- 3Y*
- 8.88%
- 5Y*
- 1.39%
- 10Y*
- —
ACIFX vs. ACSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ACIFX Advisors Capital International Fund | 0.74% | 12.47% | 0.00% |
ACSMX Advisors Capital Small/Mid Cap Fund | 0.53% | 4.92% | -1.55% |
Correlation
The correlation between ACIFX and ACSMX is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024 | 0.60 |
The correlation between ACIFX and ACSMX has been stable across timeframes, ranging from 0.60 to 0.64 - a consistent structural relationship.
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Return for Risk
ACIFX vs. ACSMX — Risk / Return Rank
ACIFX
ACSMX
ACIFX vs. ACSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Advisors Capital International Fund (ACIFX) and Advisors Capital Small/Mid Cap Fund (ACSMX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ACIFX | ACSMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.00 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | -0.09 | +0.56 |
| Martin ratioReturn relative to average drawdown | 1.38 | -0.19 | +1.58 |
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Drawdowns
ACIFX vs. ACSMX - Drawdown Comparison
The maximum ACIFX drawdown since its inception was -98.76%, which is greater than ACSMX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for ACIFX and ACSMX.
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Drawdown Indicators
| ACIFX | ACSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.76% | -35.01% | -63.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.59% | -16.04% | +3.45% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.82% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.01% | — |
Current DrawdownCurrent decline from peak | -98.45% | -5.01% | -93.44% |
Average DrawdownAverage peak-to-trough decline | -95.24% | -14.53% | -80.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.27% | 7.19% | -2.92% |
Volatility
ACIFX vs. ACSMX - Volatility Comparison
The current volatility for Advisors Capital International Fund (ACIFX) is 1.55%, while Advisors Capital Small/Mid Cap Fund (ACSMX) has a volatility of 4.58%. This indicates that ACIFX experiences smaller price fluctuations and is considered to be less risky than ACSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACIFX | ACSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.55% | 4.58% | -3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 11.95% | 12.91% | -0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.43% | 17.44% | -3.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2,900.53% | 20.97% | +2,879.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2,900.53% | 20.66% | +2,879.87% |
ACIFX vs. ACSMX - Expense Ratio Comparison
ACIFX has a 1.88% expense ratio, which is lower than ACSMX's 1.95% expense ratio.
Dividends
ACIFX vs. ACSMX - Dividend Comparison
ACIFX's dividend yield for the trailing twelve months is around 15.18%, while ACSMX has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
ACIFX Advisors Capital International Fund | 15.18% | 0.40% |
ACSMX Advisors Capital Small/Mid Cap Fund | 0.00% | 0.00% |
Frequently Asked Questions
ACIFX and ACSMX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACSMX has higher volatility (4.58%) compared to ACIFX (1.55%). In terms of maximum drawdown, ACIFX dropped -98.76% vs ACSMX's -35.01%.
ACIFX currently has the higher Sharpe Ratio (0.41 vs -0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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