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 -0.09% vs 3.71% for ACIFX. A 0.60 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
The year-to-date returns for both investments are quite close, with ACSMX having a 0.71% return and ACIFX slightly higher at 0.74%.
ACSMX
- 1D
- 1.06%
- 1M
- 3.92%
- 6M
- -4.04%
- YTD
- 0.71%
- 1Y
- -0.09%
- 3Y*
- 9.35%
- 5Y*
- 1.43%
- 10Y*
- —
ACIFX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- -2.91%
- YTD
- 0.74%
- 1Y
- 3.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ACSMX vs. ACIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ACSMX Advisors Capital Small/Mid Cap Fund | 0.71% | 4.92% | -1.55% |
ACIFX Advisors Capital International Fund | 0.74% | 12.47% | 0.00% |
Correlation
The correlation between ACSMX and ACIFX 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 ACSMX and ACIFX has been stable across timeframes, ranging from 0.60 to 0.64 - 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 | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.08 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 0.47 | -0.53 |
| Martin ratioReturn relative to average drawdown | -0.12 | 1.38 | -1.51 |
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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 | -4.85% | -98.45% | +93.60% |
Average DrawdownAverage peak-to-trough decline | -14.54% | -95.24% | +80.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.19% | 4.27% | +2.92% |
Volatility
ACSMX vs. ACIFX - Volatility Comparison
Advisors Capital Small/Mid Cap Fund (ACSMX) has a higher volatility of 4.87% compared to Advisors Capital International Fund (ACIFX) at 1.55%. 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 | 4.87% | 1.55% | +3.32% |
Volatility (6M)Calculated over the trailing 6-month period | 12.91% | 11.95% | +0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.47% | 14.43% | +3.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.98% | 2,900.53% | -2,879.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.67% | 2,900.53% | -2,879.86% |
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 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACSMX has higher volatility (4.87%) compared to ACIFX (1.55%). In terms of maximum drawdown, ACSMX dropped -35.01% vs ACIFX's -98.76%.
ACIFX currently has the higher Sharpe Ratio (0.41 vs -0.05), 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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