CAMMX vs. QCGDX

Last updated Apr 1, 2026

Compare and contrast key facts about Cambiar SMID Fund (CAMMX) and Quantified Common Ground Fund (QCGDX).

CAMMX is managed by Cambiar Funds. It was launched on May 31, 2011. QCGDX is managed by Advisors Preferred. It was launched on Dec 26, 2019.

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.

CAMMX vs. QCGDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
CAMMX Cambiar SMID Fund	0.30%	0.08%	-1.42%	12.93%	-6.07%	23.32%	9.60%	0.21%
QCGDX Quantified Common Ground Fund	2.93%	1.02%	9.87%	14.74%	-12.23%	32.19%	14.65%	0.10%

Returns By Period

In the year-to-date period, CAMMX achieves a 0.30% return, which is significantly lower than QCGDX's 2.93% return.

CAMMX

• 1D: -0.36%
• 1M: -7.24%
• YTD: 0.30%
• 6M: 1.97%
• 1Y: 2.30%
• 3Y*: 2.62%
• 5Y*: 2.22%
• 10Y*: 8.91%

QCGDX

• 1D: -0.45%
• 1M: -4.57%
• YTD: 2.93%
• 6M: 4.54%
• 1Y: 6.11%
• 3Y*: 9.12%
• 5Y*: 7.01%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CAMMX vs. QCGDX - Expense Ratio Comparison

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

QCGDX

Quantified Common Ground Fund

CAMMX

Cambiar SMID Fund

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: 7
CAMMX Sharpe Ratio Rank: 7
CAMMX Sortino Ratio Rank: 7
CAMMX Omega Ratio Rank: 7
CAMMX Calmar Ratio Rank: 8
CAMMX Martin Ratio Rank: 8

QCGDX

QCGDX Risk / Return Rank: 21
QCGDX Sharpe Ratio Rank: 20
QCGDX Sortino Ratio Rank: 18
QCGDX Omega Ratio Rank: 17
QCGDX Calmar Ratio Rank: 24
QCGDX Martin Ratio Rank: 26

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.

	CAMMX	QCGDX	Difference
Sharpe ratio Return per unit of total volatility	0.12	0.54	-0.41
Sortino ratio Return per unit of downside risk	0.32	0.83	-0.51
Omega ratio Gain probability vs. loss probability	1.04	1.11	-0.07
Calmar ratio Return relative to maximum drawdown	0.09	0.72	-0.64
Martin ratio Return relative to average drawdown	0.28	2.84	-2.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CAMMX vs. QCGDX - Sharpe Ratio Comparison

The current CAMMX Sharpe Ratio is 0.12, which is lower than the QCGDX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of CAMMX and QCGDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CAMMX	QCGDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.12	0.54	-0.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.13	0.48	-0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.57	-0.13

Correlation

The correlation between CAMMX and QCGDX is 0.75, 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

CAMMX vs. QCGDX - Dividend Comparison

CAMMX's dividend yield for the trailing twelve months is around 34.45%, more than QCGDX's 0.67% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CAMMX Cambiar SMID Fund	34.45%	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	0.67%	0.69%	4.42%	0.22%	0.00%	5.44%	1.65%	0.00%	0.00%	0.00%	0.00%	0.00%

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.

Drawdown Indicators

	CAMMX	QCGDX	Difference
Max Drawdown Largest peak-to-trough decline	-41.94%	-22.37%	-19.57%
Max Drawdown (1Y) Largest decline over 1 year	-13.63%	-8.85%	-4.78%
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	-9.49%	-4.69%	-4.80%
Average Drawdown Average peak-to-trough decline	-6.02%	-6.27%	+0.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.20%	2.25%	+1.95%

Volatility

CAMMX vs. QCGDX - Volatility Comparison

Cambiar SMID Fund (CAMMX) and Quantified Common Ground Fund (QCGDX) have volatilities of 4.73% and 4.92%, 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.

Volatility by Period

	CAMMX	QCGDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.73%	4.92%	-0.19%
Volatility (6M) Calculated over the trailing 6-month period	10.61%	9.53%	+1.08%
Volatility (1Y) Calculated over the trailing 1-year period	19.28%	13.53%	+5.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.92%	14.77%	+2.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.78%	16.53%	+2.25%