CAMOX vs. FGRTX
Compare and contrast key facts about Cambiar Opportunity Portfolio (CAMOX) and Fidelity Mega Cap Stock Fund (FGRTX).
CAMOX is managed by Cambiar Funds. It was launched on Jun 30, 1998. FGRTX is managed by Fidelity. It was launched on Dec 28, 1998.
Performance
CAMOX vs. FGRTX - Performance Comparison
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CAMOX vs. FGRTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAMOX Cambiar Opportunity Portfolio | -1.81% | 13.51% | 14.39% | 16.84% | -6.99% | 20.87% | 16.61% | 32.89% | -13.45% | 14.86% |
FGRTX Fidelity Mega Cap Stock Fund | -5.09% | 26.92% | 25.98% | 26.51% | -8.98% | 26.29% | 12.96% | 31.07% | -7.44% | 16.98% |
Returns By Period
In the year-to-date period, CAMOX achieves a -1.81% return, which is significantly higher than FGRTX's -5.09% return. Over the past 10 years, CAMOX has underperformed FGRTX with an annualized return of 11.47%, while FGRTX has yielded a comparatively higher 14.99% annualized return.
CAMOX
- 1D
- -0.60%
- 1M
- -9.28%
- YTD
- -1.81%
- 6M
- 3.50%
- 1Y
- 11.01%
- 3Y*
- 13.50%
- 5Y*
- 8.64%
- 10Y*
- 11.47%
FGRTX
- 1D
- -0.54%
- 1M
- -7.43%
- YTD
- -5.09%
- 6M
- -0.53%
- 1Y
- 23.05%
- 3Y*
- 21.21%
- 5Y*
- 14.54%
- 10Y*
- 14.99%
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CAMOX vs. FGRTX - Expense Ratio Comparison
CAMOX has a 0.85% expense ratio, which is higher than FGRTX's 0.61% expense ratio.
Return for Risk
CAMOX vs. FGRTX — Risk / Return Rank
CAMOX
FGRTX
CAMOX vs. FGRTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambiar Opportunity Portfolio (CAMOX) and Fidelity Mega Cap Stock Fund (FGRTX). 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.
| CAMOX | FGRTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 1.30 | -0.56 |
Sortino ratioReturn per unit of downside risk | 1.13 | 1.86 | -0.73 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.30 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.95 | 1.74 | -0.78 |
Martin ratioReturn relative to average drawdown | 3.46 | 8.14 | -4.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CAMOX | FGRTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 1.30 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.88 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.83 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.45 | +0.01 |
Correlation
The correlation between CAMOX and FGRTX 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
CAMOX vs. FGRTX - Dividend Comparison
CAMOX's dividend yield for the trailing twelve months is around 22.94%, more than FGRTX's 4.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAMOX Cambiar Opportunity Portfolio | 22.94% | 22.53% | 8.98% | 9.06% | 6.05% | 7.62% | 4.01% | 9.56% | 13.12% | 13.91% | 8.21% | 13.23% |
FGRTX Fidelity Mega Cap Stock Fund | 4.10% | 3.89% | 2.68% | 2.06% | 4.38% | 4.79% | 7.96% | 12.98% | 21.72% | 15.57% | 1.97% | 4.16% |
Drawdowns
CAMOX vs. FGRTX - Drawdown Comparison
The maximum CAMOX drawdown since its inception was -59.14%, which is greater than FGRTX's maximum drawdown of -56.17%. Use the drawdown chart below to compare losses from any high point for CAMOX and FGRTX.
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Drawdown Indicators
| CAMOX | FGRTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.14% | -56.17% | -2.97% |
Max Drawdown (1Y)Largest decline over 1 year | -10.94% | -12.17% | +1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -18.61% | -23.35% | +4.74% |
Max Drawdown (10Y)Largest decline over 10 years | -34.18% | -35.18% | +1.00% |
Current DrawdownCurrent decline from peak | -10.29% | -8.99% | -1.30% |
Average DrawdownAverage peak-to-trough decline | -8.14% | -8.77% | +0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 2.59% | +0.42% |
Volatility
CAMOX vs. FGRTX - Volatility Comparison
Cambiar Opportunity Portfolio (CAMOX) and Fidelity Mega Cap Stock Fund (FGRTX) have volatilities of 4.42% and 4.37%, 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
| CAMOX | FGRTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 4.37% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 8.94% | 9.26% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.46% | 18.18% | -1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.37% | 16.67% | -1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.62% | 18.10% | -0.48% |