Correlation
The correlation between CAMIX and FXAIX is 0.72, 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.
CAMIX vs. FXAIX
Compare and contrast key facts about Cambiar International Equity Fund (CAMIX) and Fidelity 500 Index Fund (FXAIX).
CAMIX is managed by Cambiar Funds. It was launched on Sep 9, 2002. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CAMIX or FXAIX.
Performance
CAMIX vs. FXAIX - Performance Comparison
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Key characteristics
CAMIX:
1.05
FXAIX:
0.75
CAMIX:
1.36
FXAIX:
1.07
CAMIX:
1.19
FXAIX:
1.15
CAMIX:
1.13
FXAIX:
0.72
CAMIX:
2.90
FXAIX:
2.73
CAMIX:
4.89%
FXAIX:
4.85%
CAMIX:
14.74%
FXAIX:
19.78%
CAMIX:
-62.67%
FXAIX:
-33.79%
CAMIX:
-0.20%
FXAIX:
-3.14%
Returns By Period
In the year-to-date period, CAMIX achieves a 14.88% return, which is significantly higher than FXAIX's 1.34% return. Over the past 10 years, CAMIX has underperformed FXAIX with an annualized return of 2.99%, while FXAIX has yielded a comparatively higher 12.68% annualized return.
CAMIX
14.88%
4.98%
12.66%
15.42%
9.77%
8.42%
2.99%
FXAIX
1.34%
6.29%
-1.07%
14.76%
14.51%
16.00%
12.68%
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CAMIX vs. FXAIX - Expense Ratio Comparison
CAMIX has a 0.98% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
CAMIX vs. FXAIX — Risk-Adjusted Performance Rank
CAMIX
FXAIX
CAMIX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambiar International Equity Fund (CAMIX) and Fidelity 500 Index Fund (FXAIX). 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.
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Dividends
CAMIX vs. FXAIX - Dividend Comparison
CAMIX's dividend yield for the trailing twelve months is around 1.36%, less than FXAIX's 1.55% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAMIX Cambiar International Equity Fund | 1.36% | 1.56% | 1.71% | 2.64% | 1.37% | 1.18% | 3.40% | 0.88% | 2.09% | 1.67% | 0.79% | 1.53% |
FXAIX Fidelity 500 Index Fund | 1.55% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.08% |
Drawdowns
CAMIX vs. FXAIX - Drawdown Comparison
The maximum CAMIX drawdown since its inception was -62.67%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for CAMIX and FXAIX.
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Volatility
CAMIX vs. FXAIX - Volatility Comparison
The current volatility for Cambiar International Equity Fund (CAMIX) is 3.42%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.77%. This indicates that CAMIX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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