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CAMIX vs. CAMSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CAMIX vs. CAMSX - Performance Comparison

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

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CAMIX vs. CAMSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CAMIX
Cambiar International Equity Fund
-5.49%26.19%8.21%12.71%-17.61%5.14%-0.23%19.77%-18.21%21.26%
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, CAMIX achieves a -5.49% return, which is significantly lower than CAMSX's 1.25% return. Over the past 10 years, CAMIX has underperformed CAMSX with an annualized return of 4.39%, while CAMSX has yielded a comparatively higher 7.77% annualized return.


CAMIX

1D
0.76%
1M
-9.25%
YTD
-5.49%
6M
-2.51%
1Y
10.63%
3Y*
10.82%
5Y*
3.84%
10Y*
4.39%

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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CAMIX vs. CAMSX - Expense Ratio Comparison

CAMIX has a 0.98% expense ratio, which is lower than CAMSX's 1.10% expense ratio.


Return for Risk

CAMIX vs. CAMSX — Risk / Return Rank

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

CAMIX
CAMIX Risk / Return Rank: 2525
Overall Rank
CAMIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CAMIX Sortino Ratio Rank: 2323
Sortino Ratio Rank
CAMIX Omega Ratio Rank: 2222
Omega Ratio Rank
CAMIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
CAMIX Martin Ratio Rank: 2626
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.

CAMIX vs. CAMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambiar International Equity Fund (CAMIX) 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.


CAMIXCAMSXDifference

Sharpe ratio

Return per unit of total volatility

0.64

0.82

-0.18

Sortino ratio

Return per unit of downside risk

0.95

1.27

-0.33

Omega ratio

Gain probability vs. loss probability

1.13

1.17

-0.04

Calmar ratio

Return relative to maximum drawdown

0.76

1.24

-0.48

Martin ratio

Return relative to average drawdown

2.85

4.03

-1.18

CAMIX vs. CAMSX - Sharpe Ratio Comparison

The current CAMIX Sharpe Ratio is 0.64, which is comparable to the CAMSX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of CAMIX 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


CAMIXCAMSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.82

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.23

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.38

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.39

-0.06

Correlation

The correlation between CAMIX and CAMSX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CAMIX vs. CAMSX - Dividend Comparison

CAMIX's dividend yield for the trailing twelve months is around 1.91%, less than CAMSX's 10.47% yield.


TTM20252024202320222021202020192018201720162015
CAMIX
Cambiar International Equity Fund
1.91%1.80%1.56%1.71%2.64%1.37%1.18%3.40%0.88%2.09%1.67%0.79%
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

CAMIX vs. CAMSX - Drawdown Comparison

The maximum CAMIX drawdown since its inception was -62.67%, which is greater than CAMSX's maximum drawdown of -58.43%. Use the drawdown chart below to compare losses from any high point for CAMIX and CAMSX.


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Drawdown Indicators


CAMIXCAMSXDifference

Max Drawdown

Largest peak-to-trough decline

-62.67%

-58.43%

-4.24%

Max Drawdown (1Y)

Largest decline over 1 year

-11.06%

-11.67%

+0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-35.14%

-22.14%

-13.00%

Max Drawdown (10Y)

Largest decline over 10 years

-41.71%

-41.99%

+0.28%

Current Drawdown

Current decline from peak

-9.90%

-10.44%

+0.54%

Average Drawdown

Average peak-to-trough decline

-12.96%

-8.90%

-4.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

3.60%

-0.63%

Volatility

CAMIX vs. CAMSX - Volatility Comparison

Cambiar International Equity Fund (CAMIX) and Cambiar Small Cap Fund (CAMSX) have volatilities of 5.74% and 5.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAMIXCAMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

5.87%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.72%

12.42%

-2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

14.93%

20.10%

-5.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.66%

18.66%

-3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.44%

20.73%

-4.29%