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CAMMX vs. QCGDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CAMMX vs. QCGDX

Last updated Jun 24, 2026

CAMMX (Cambiar SMID Fund) and QCGDX (Quantified Common Ground Fund) are both Mid Cap Blend Equities funds. Over the past 5 years, CAMMX returned 4.24%/yr vs 9.08%/yr for QCGDX. A 0.75 correlation means they provide meaningful diversification when combined. CAMMX charges 0.93%/yr vs 1.68%/yr for QCGDX.

Performance

CAMMX vs. QCGDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambiar SMID Fund (CAMMX) and Quantified Common Ground Fund (QCGDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CAMMX achieves a 15.60% return, which is significantly lower than QCGDX's 16.84% return.

CAMMX

1D
0.05%
1M
1.47%
YTD
15.60%
6M
14.55%
1Y
19.37%
3Y*
7.53%
5Y*
4.24%
10Y*
10.97%

QCGDX

1D
-0.06%
1M
0.63%
YTD
16.84%
6M
16.10%
1Y
22.20%
3Y*
12.91%
5Y*
9.08%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

CAMMX vs. QCGDX - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
CAMMX
Cambiar SMID Fund		15.60%0.08%-1.42%12.93%-6.07%23.32%9.60%0.10%
QCGDX
Quantified Common Ground Fund		16.84%1.02%9.87%14.74%-12.23%32.19%14.65%0.10%

Correlation

The correlation between CAMMX and QCGDX is 0.69, 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

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Dec 30, 2019

0.75

The correlation between CAMMX and QCGDX has been stable across timeframes, ranging from 0.69 to 0.77 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Cambiar SMID Fund

Quantified Common Ground Fund

Often compared with CAMMX:
CAMMX vs. CAMOXCAMMX vs. CAMIXCAMMX vs. CAMSXCAMMX vs. GTSGXCAMMX vs. FTSIXCAMMX vs. RSINXCAMMX vs. VMCIX
Often compared with QCGDX:
QCGDX vs. QEVOXQCGDX vs. QSPMXQCGDX vs. RSINXQCGDX vs. VIIIXQCGDX vs. KAMIXQCGDX vs. TARKXQCGDX vs. QSTFX

Return for Risk

CAMMX vs. QCGDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CAMMX
CAMMX Risk / Return Rank: 2929
Overall Rank
CAMMX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CAMMX Sortino Ratio Rank: 3030
Sortino Ratio Rank
CAMMX Omega Ratio Rank: 2525
Omega Ratio Rank
CAMMX Calmar Ratio Rank: 3838
Calmar Ratio Rank
CAMMX Martin Ratio Rank: 2828
Martin Ratio Rank
QCGDX
QCGDX Risk / Return Rank: 5353
Overall Rank
QCGDX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
QCGDX Sortino Ratio Rank: 3939
Sortino Ratio Rank
QCGDX Omega Ratio Rank: 4444
Omega Ratio Rank
QCGDX Calmar Ratio Rank: 6565
Calmar Ratio Rank
QCGDX Martin Ratio Rank: 7575
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.

CAMMX vs. QCGDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambiar SMID Fund (CAMMX) and Quantified Common Ground Fund (QCGDX). 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.

CAMMXQCGDXDifference
Sharpe ratioReturn per unit of total volatility
1.37
1.73

-0.36

Sortino ratioReturn per unit of downside risk
2.09
2.41

-0.32

Omega ratioGain probability vs. loss probability

1.24

1.33

-0.09

Calmar ratioReturn relative to maximum drawdown

2.21

2.96

-0.74

Martin ratioReturn relative to average drawdown

6.06

13.27

-7.21

CAMMX vs. QCGDX - Sharpe Ratio Comparison

The current CAMMX Sharpe Ratio is 1.37, which is comparable to the QCGDX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of CAMMX and QCGDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

CAMMX vs. QCGDX - Drawdown Comparison

The maximum CAMMX drawdown since its inception was -41.94%, which is greater than QCGDX's maximum drawdown of -22.37%. Use the drawdown chart below to compare losses from any high point for CAMMX and QCGDX.

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Drawdown Indicators

CAMMXQCGDXDifference

Max Drawdown

Largest peak-to-trough decline

-41.94%

-22.37%

-19.57%

Max Drawdown (1Y)

Largest decline over 1 year

-9.49%

-7.92%

-1.57%

Max Drawdown (3Y)

Largest decline over 3 years

-21.75%

-16.10%

-5.65%

Max Drawdown (5Y)

Largest decline over 5 years

-21.75%

-20.18%

-1.57%

Max Drawdown (10Y)

Largest decline over 10 years

-41.94%

—

—

Current Drawdown

Current decline from peak

-0.77%

-1.40%

+0.63%

Average Drawdown

Average peak-to-trough decline

-5.95%

-6.10%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

1.76%

+1.70%

Volatility

CAMMX vs. QCGDX - Volatility Comparison

The current volatility for Cambiar SMID Fund (CAMMX) is 5.03%, while Quantified Common Ground Fund (QCGDX) has a volatility of 7.34%. This indicates that CAMMX experiences smaller price fluctuations and is considered to be less risky than QCGDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CAMMXQCGDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.03%

7.34%

-2.31%

Volatility (6M)

Calculated over the trailing 6-month period

11.17%

11.31%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

15.42%

13.58%

+1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.05%

14.98%

+2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

16.61%

+2.23%

CAMMX vs. QCGDX - Expense Ratio Comparison

CAMMX has a 0.93% expense ratio, which is lower than QCGDX's 1.68% expense ratio.

Dividends

CAMMX vs. QCGDX - Dividend Comparison

CAMMX's dividend yield for the trailing twelve months is around 29.89%, more than QCGDX's 0.59% yield.

PositionTTM20252024202320222021202020192018201720162015
CAMMX
Cambiar SMID Fund		29.89%34.55%6.10%0.70%0.95%11.52%0.61%4.08%6.83%0.39%0.53%0.31%
QCGDX
Quantified Common Ground Fund		0.59%0.69%4.42%0.22%0.00%5.44%1.65%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

CAMMX and QCGDX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QCGDX has higher volatility (7.34%) compared to CAMMX (5.03%). In terms of maximum drawdown, CAMMX dropped -41.94% vs QCGDX's -22.37%.

QCGDX currently has the higher Sharpe Ratio (1.73 vs 1.37), 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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