CAMOX vs. MALVX
CAMOX (Cambiar Opportunity Portfolio) and MALVX (BlackRock Advantage Large Cap Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, CAMOX returned 12.83%/yr vs 12.91%/yr for MALVX. Their correlation of 0.91 suggests significant overlap in exposure. CAMOX charges 0.85%/yr vs 0.54%/yr for MALVX.
Performance
CAMOX vs. MALVX - Performance Comparison
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Returns By Period
In the year-to-date period, CAMOX achieves a 12.17% return, which is significantly lower than MALVX's 18.54% return. Both investments have delivered pretty close results over the past 10 years, with CAMOX having a 12.83% annualized return and MALVX not far ahead at 12.91%.
CAMOX
- 1D
- 0.60%
- 1M
- 1.03%
- YTD
- 12.17%
- 6M
- 11.24%
- 1Y
- 26.04%
- 3Y*
- 16.40%
- 5Y*
- 10.61%
- 10Y*
- 12.83%
MALVX
- 1D
- 0.70%
- 1M
- 3.76%
- YTD
- 18.54%
- 6M
- 18.00%
- 1Y
- 36.37%
- 3Y*
- 20.62%
- 5Y*
- 13.20%
- 10Y*
- 12.91%
CAMOX vs. MALVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAMOX Cambiar Opportunity Portfolio | 12.17% | 13.51% | 14.39% | 16.84% | -6.99% | 20.87% | 16.61% | 32.89% | -13.45% | 14.86% |
MALVX BlackRock Advantage Large Cap Value Fund | 18.54% | 18.38% | 15.39% | 13.74% | -8.68% | 26.51% | 3.91% | 24.74% | -7.74% | 15.82% |
Correlation
The correlation between CAMOX and MALVX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1999 | 0.91 |
The correlation between CAMOX and MALVX has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.
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Return for Risk
CAMOX vs. MALVX — Risk / Return Rank
CAMOX
MALVX
CAMOX vs. MALVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambiar Opportunity Portfolio (CAMOX) and BlackRock Advantage Large Cap Value Fund (MALVX). 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.
| CAMOX | MALVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.60 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 5.61 | -3.07 |
| Martin ratioReturn relative to average drawdown | 10.07 | 25.40 | -15.33 |
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Drawdowns
CAMOX vs. MALVX - Drawdown Comparison
The maximum CAMOX drawdown since its inception was -59.14%, which is greater than MALVX's maximum drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for CAMOX and MALVX.
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Drawdown Indicators
| CAMOX | MALVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.14% | -55.21% | -3.93% |
Max Drawdown (1Y)Largest decline over 1 year | -10.29% | -6.53% | -3.76% |
Max Drawdown (3Y)Largest decline over 3 years | -14.99% | -16.13% | +1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -18.61% | -19.73% | +1.12% |
Max Drawdown (10Y)Largest decline over 10 years | -34.18% | -37.12% | +2.94% |
Current DrawdownCurrent decline from peak | -1.42% | -0.46% | -0.96% |
Average DrawdownAverage peak-to-trough decline | -8.09% | -8.74% | +0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 1.44% | +1.15% |
Volatility
CAMOX vs. MALVX - Volatility Comparison
Cambiar Opportunity Portfolio (CAMOX) and BlackRock Advantage Large Cap Value Fund (MALVX) have volatilities of 4.16% and 4.15%, 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 | MALVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 4.15% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 9.85% | 8.79% | +1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.67% | 11.12% | +1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 14.83% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.67% | 17.33% | +0.34% |
CAMOX vs. MALVX - Expense Ratio Comparison
CAMOX has a 0.85% expense ratio, which is higher than MALVX's 0.54% expense ratio.
Dividends
CAMOX vs. MALVX - Dividend Comparison
CAMOX's dividend yield for the trailing twelve months is around 20.08%, more than MALVX's 7.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAMOX Cambiar Opportunity Portfolio | 20.08% | 22.53% | 8.98% | 9.06% | 6.05% | 7.62% | 4.01% | 9.56% | 13.12% | 13.91% | 8.21% | 13.23% |
MALVX BlackRock Advantage Large Cap Value Fund | 7.78% | 9.23% | 14.33% | 2.84% | 5.96% | 17.48% | 1.68% | 3.92% | 12.95% | 0.43% | 1.38% | 1.01% |
Frequently Asked Questions
CAMOX and MALVX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CAMOX has higher volatility (4.16%) compared to MALVX (4.15%). In terms of maximum drawdown, CAMOX dropped -59.14% vs MALVX's -55.21%.
MALVX currently has the higher Sharpe Ratio (3.29 vs 2.07), 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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