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 7.13% vs -0.91% for ACSMX. A 0.62 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 -3.98% return.
ACIFX
- 1D
- 0.00%
- 1M
- 0.10%
- YTD
- 0.74%
- 6M
- 0.40%
- 1Y
- 7.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ACSMX
- 1D
- -1.27%
- 1M
- 2.26%
- YTD
- -3.98%
- 6M
- -5.81%
- 1Y
- -0.91%
- 3Y*
- 9.16%
- 5Y*
- 0.54%
- 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 | -3.98% | 4.92% | -1.55% |
Correlation
The correlation between ACIFX and ACSMX is 0.67, 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 | 0.67 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024 | 0.62 |
The correlation between ACIFX and ACSMX has been stable across timeframes, ranging from 0.62 to 0.67 - 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 | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.02 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.59 | 0.07 | +0.52 |
| Martin ratioReturn relative to average drawdown | 1.76 | 0.16 | +1.60 |
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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% | -9.27% | -89.18% |
Average DrawdownAverage peak-to-trough decline | -95.23% | -14.62% | -80.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.24% | 7.06% | -2.82% |
Volatility
ACIFX vs. ACSMX - Volatility Comparison
The current volatility for Advisors Capital International Fund (ACIFX) is 1.91%, while Advisors Capital Small/Mid Cap Fund (ACSMX) has a volatility of 4.44%. 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 | 1.91% | 4.44% | -2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 11.99% | 12.90% | -0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.46% | 17.52% | -3.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2,908.46% | 20.95% | +2,887.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2,908.46% | 20.72% | +2,887.74% |
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 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACSMX has higher volatility (4.44%) compared to ACIFX (1.91%). In terms of maximum drawdown, ACIFX dropped -98.76% vs ACSMX's -35.01%.
ACIFX currently has the higher Sharpe Ratio (0.52 vs 0.06), 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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