ACSMX vs. ACIFX
ACSMX (Advisors Capital Small/Mid Cap Fund) and ACIFX (Advisors Capital International Fund) are both mutual funds - ACSMX is a Small Cap Growth Equities fund managed by Advisors Capital, while ACIFX is a Foreign Large Cap Equities fund actively managed by Advisors Capital. Over the past year, ACSMX returned 2.42% vs 7.45% for ACIFX. A 0.62 correlation means they provide meaningful diversification when combined. ACSMX charges 1.95%/yr vs 1.88%/yr for ACIFX.
Performance
ACSMX vs. ACIFX - Performance Comparison
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Returns By Period
In the year-to-date period, ACSMX achieves a -2.74% return, which is significantly lower than ACIFX's 0.74% return.
ACSMX
- 1D
- 1.57%
- 1M
- 3.58%
- YTD
- -2.74%
- 6M
- -5.09%
- 1Y
- 2.42%
- 3Y*
- 8.80%
- 5Y*
- 1.19%
- 10Y*
- —
ACIFX
- 1D
- 0.00%
- 1M
- 0.10%
- YTD
- 0.74%
- 6M
- 0.77%
- 1Y
- 7.45%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ACSMX vs. ACIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ACSMX Advisors Capital Small/Mid Cap Fund | -2.74% | 4.92% | -1.55% |
ACIFX Advisors Capital International Fund | 0.74% | 12.47% | 0.00% |
Correlation
The correlation between ACSMX and ACIFX 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 ACSMX and ACIFX has been stable across timeframes, ranging from 0.62 to 0.67 - a consistent structural relationship.
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Return for Risk
ACSMX vs. ACIFX — Risk / Return Rank
ACSMX
ACIFX
ACSMX vs. ACIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Advisors Capital Small/Mid Cap Fund (ACSMX) and Advisors Capital International Fund (ACIFX). 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.
| ACSMX | ACIFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.09 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 0.51 | -0.34 |
| Martin ratioReturn relative to average drawdown | 0.40 | 1.52 | -1.12 |
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Drawdowns
ACSMX vs. ACIFX - Drawdown Comparison
The maximum ACSMX drawdown since its inception was -35.01%, smaller than the maximum ACIFX drawdown of -98.76%. Use the drawdown chart below to compare losses from any high point for ACSMX and ACIFX.
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Drawdown Indicators
| ACSMX | ACIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.01% | -98.76% | +63.75% |
Max Drawdown (1Y)Largest decline over 1 year | -16.04% | -12.59% | -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 | -8.10% | -98.45% | +90.35% |
Average DrawdownAverage peak-to-trough decline | -14.62% | -95.22% | +80.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.04% | 4.22% | +2.82% |
Volatility
ACSMX vs. ACIFX - Volatility Comparison
Advisors Capital Small/Mid Cap Fund (ACSMX) has a higher volatility of 4.63% compared to Advisors Capital International Fund (ACIFX) at 2.41%. This indicates that ACSMX's price experiences larger fluctuations and is considered to be riskier than ACIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACSMX | ACIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 2.41% | +2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 12.84% | 12.02% | +0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.45% | 14.47% | +2.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.95% | 2,912.45% | -2,891.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.72% | 2,912.45% | -2,891.73% |
ACSMX vs. ACIFX - Expense Ratio Comparison
ACSMX has a 1.95% expense ratio, which is higher than ACIFX's 1.88% expense ratio.
Dividends
ACSMX vs. ACIFX - Dividend Comparison
ACSMX has not paid dividends to shareholders, while ACIFX's dividend yield for the trailing twelve months is around 15.18%.
| 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
ACSMX and ACIFX 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 (4.63%) compared to ACIFX (2.41%). In terms of maximum drawdown, ACSMX dropped -35.01% vs ACIFX's -98.76%.
ACIFX currently has the higher Sharpe Ratio (0.45 vs 0.16), 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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