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AFMCX vs. CAMSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AFMCX vs. CAMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Acuitas US Microcap Fund (AFMCX) and Cambiar Small Cap Fund (CAMSX). The values are adjusted to include any dividend payments, if applicable.

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AFMCX vs. CAMSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AFMCX
Acuitas US Microcap Fund
-1.58%13.54%8.32%17.41%-19.11%29.20%14.07%21.89%-13.26%10.32%
CAMSX
Cambiar Small Cap Fund
1.25%8.91%6.01%12.12%-8.70%17.24%9.52%29.01%-12.51%4.01%

Returns By Period

In the year-to-date period, AFMCX achieves a -1.58% return, which is significantly lower than CAMSX's 1.25% return. Over the past 10 years, AFMCX has outperformed CAMSX with an annualized return of 9.56%, while CAMSX has yielded a comparatively lower 7.77% annualized return.


AFMCX

1D
-1.32%
1M
-6.84%
YTD
-1.58%
6M
2.75%
1Y
31.40%
3Y*
11.08%
5Y*
3.53%
10Y*
9.56%

CAMSX

1D
-0.86%
1M
-6.95%
YTD
1.25%
6M
2.33%
1Y
16.66%
3Y*
7.00%
5Y*
4.34%
10Y*
7.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AFMCX vs. CAMSX - Expense Ratio Comparison

AFMCX has a 1.50% expense ratio, which is higher than CAMSX's 1.10% expense ratio.


Return for Risk

AFMCX vs. CAMSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AFMCX
AFMCX Risk / Return Rank: 7070
Overall Rank
AFMCX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
AFMCX Sortino Ratio Rank: 7171
Sortino Ratio Rank
AFMCX Omega Ratio Rank: 5959
Omega Ratio Rank
AFMCX Calmar Ratio Rank: 7979
Calmar Ratio Rank
AFMCX Martin Ratio Rank: 7070
Martin Ratio Rank

CAMSX
CAMSX Risk / Return Rank: 4141
Overall Rank
CAMSX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
CAMSX Sortino Ratio Rank: 4141
Sortino Ratio Rank
CAMSX Omega Ratio Rank: 3535
Omega Ratio Rank
CAMSX Calmar Ratio Rank: 5151
Calmar Ratio Rank
CAMSX Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AFMCX vs. CAMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Acuitas US Microcap Fund (AFMCX) and Cambiar Small Cap Fund (CAMSX). 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.


AFMCXCAMSXDifference

Sharpe ratio

Return per unit of total volatility

1.21

0.82

+0.38

Sortino ratio

Return per unit of downside risk

1.78

1.27

+0.51

Omega ratio

Gain probability vs. loss probability

1.23

1.17

+0.06

Calmar ratio

Return relative to maximum drawdown

1.86

1.24

+0.62

Martin ratio

Return relative to average drawdown

6.64

4.03

+2.61

AFMCX vs. CAMSX - Sharpe Ratio Comparison

The current AFMCX Sharpe Ratio is 1.21, which is higher than the CAMSX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of AFMCX and CAMSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AFMCXCAMSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

0.82

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.23

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.38

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.39

-0.01

Correlation

The correlation between AFMCX and CAMSX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AFMCX vs. CAMSX - Dividend Comparison

AFMCX's dividend yield for the trailing twelve months is around 4.82%, less than CAMSX's 10.47% yield.


TTM20252024202320222021202020192018201720162015
AFMCX
Acuitas US Microcap Fund
4.82%4.74%3.18%0.00%6.40%8.34%0.00%0.10%28.38%3.58%0.92%6.58%
CAMSX
Cambiar Small Cap Fund
10.47%10.60%3.52%1.35%0.48%32.84%0.34%4.82%24.24%4.61%0.00%8.66%

Drawdowns

AFMCX vs. CAMSX - Drawdown Comparison

The maximum AFMCX drawdown since its inception was -51.65%, smaller than the maximum CAMSX drawdown of -58.43%. Use the drawdown chart below to compare losses from any high point for AFMCX and CAMSX.


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Drawdown Indicators


AFMCXCAMSXDifference

Max Drawdown

Largest peak-to-trough decline

-51.65%

-58.43%

+6.78%

Max Drawdown (1Y)

Largest decline over 1 year

-14.39%

-11.67%

-2.72%

Max Drawdown (5Y)

Largest decline over 5 years

-31.09%

-22.14%

-8.95%

Max Drawdown (10Y)

Largest decline over 10 years

-51.65%

-41.99%

-9.66%

Current Drawdown

Current decline from peak

-10.25%

-10.44%

+0.19%

Average Drawdown

Average peak-to-trough decline

-10.29%

-8.90%

-1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

3.60%

+0.44%

Volatility

AFMCX vs. CAMSX - Volatility Comparison

Acuitas US Microcap Fund (AFMCX) has a higher volatility of 7.04% compared to Cambiar Small Cap Fund (CAMSX) at 5.87%. This indicates that AFMCX's price experiences larger fluctuations and is considered to be riskier than CAMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AFMCXCAMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.04%

5.87%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

15.77%

12.42%

+3.35%

Volatility (1Y)

Calculated over the trailing 1-year period

25.32%

20.10%

+5.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.54%

18.66%

+4.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.87%

20.73%

+3.14%