PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
CAMOX vs. TOWFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CAMOX vs. TOWFX

Last updated Jun 23, 2026

CAMOX (Cambiar Opportunity Portfolio) and TOWFX (Towpath Focus Fund) are both Large Cap Value Equities funds. Over the past 5 years, CAMOX returned 10.61%/yr vs 11.79%/yr for TOWFX. Their correlation of 0.88 suggests significant overlap in exposure. CAMOX charges 0.85%/yr vs 1.11%/yr for TOWFX.

Performance

CAMOX vs. TOWFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambiar Opportunity Portfolio (CAMOX) and Towpath Focus Fund (TOWFX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CAMOX achieves a 12.17% return, which is significantly higher than TOWFX's 6.57% return.

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%

TOWFX

1D
-0.73%
1M
-0.78%
YTD
6.57%
6M
6.23%
1Y
23.14%
3Y*
17.80%
5Y*
11.79%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

CAMOX vs. TOWFX - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
CAMOX
Cambiar Opportunity Portfolio		12.17%13.51%14.39%16.84%-6.99%20.87%16.61%0.27%
TOWFX
Towpath Focus Fund		6.57%23.51%13.22%12.33%-2.06%26.52%19.46%0.00%

Correlation

The correlation between CAMOX and TOWFX is 0.70, 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

0.70

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

0.80

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

0.86

Correlation (All Time)
Calculated using the full available price history since Dec 31, 2019

0.88

The correlation between CAMOX and TOWFX shifts across timeframes, from 0.70 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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

Cambiar Opportunity Portfolio

Towpath Focus Fund

Often compared with CAMOX:
CAMOX vs. BUFBXCAMOX vs. ^GSPCCAMOX vs. VIGCAMOX vs. FBGRXCAMOX vs. CAMIXCAMOX vs. GDECAMOX vs. CAMMX
Often compared with TOWFX:
TOWFX vs. SSHFXTOWFX vs. PRWAXTOWFX vs. AVLVXTOWFX vs. APFWXTOWFX vs. AFVLXTOWFX vs. OANMXTOWFX vs. VEIPX

Return for Risk

CAMOX vs. TOWFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CAMOX
CAMOX Risk / Return Rank: 5454
Overall Rank
CAMOX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
CAMOX Sortino Ratio Rank: 6262
Sortino Ratio Rank
CAMOX Omega Ratio Rank: 5252
Omega Ratio Rank
CAMOX Calmar Ratio Rank: 4949
Calmar Ratio Rank
CAMOX Martin Ratio Rank: 5252
Martin Ratio Rank
TOWFX
TOWFX Risk / Return Rank: 8585
Overall Rank
TOWFX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
TOWFX Sortino Ratio Rank: 8484
Sortino Ratio Rank
TOWFX Omega Ratio Rank: 7474
Omega Ratio Rank
TOWFX Calmar Ratio Rank: 9393
Calmar Ratio Rank
TOWFX Martin Ratio Rank: 9393
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.

CAMOX vs. TOWFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambiar Opportunity Portfolio (CAMOX) and Towpath Focus Fund (TOWFX). 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.

CAMOXTOWFXDifference
Sharpe ratioReturn per unit of total volatility
2.07
2.50

-0.44

Sortino ratioReturn per unit of downside risk
3.00
3.66

-0.66

Omega ratioGain probability vs. loss probability

1.37

1.44

-0.07

Calmar ratioReturn relative to maximum drawdown

2.54

4.87

-2.33

Martin ratioReturn relative to average drawdown

10.07

18.34

-8.27

CAMOX vs. TOWFX - Sharpe Ratio Comparison

The current CAMOX Sharpe Ratio is 2.07, which is comparable to the TOWFX Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of CAMOX and TOWFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

CAMOX vs. TOWFX - Drawdown Comparison

The maximum CAMOX drawdown since its inception was -59.14%, smaller than the maximum TOWFX drawdown of -96.18%. Use the drawdown chart below to compare losses from any high point for CAMOX and TOWFX.

Loading charts...

Drawdown Indicators

CAMOXTOWFXDifference

Max Drawdown

Largest peak-to-trough decline

-59.14%

-96.18%

+37.04%

Max Drawdown (1Y)

Largest decline over 1 year

-10.29%

-4.72%

-5.57%

Max Drawdown (3Y)

Largest decline over 3 years

-14.99%

-96.18%

+81.19%

Max Drawdown (5Y)

Largest decline over 5 years

-18.61%

-96.18%

+77.57%

Max Drawdown (10Y)

Largest decline over 10 years

-34.18%

—

—

Current Drawdown

Current decline from peak

-1.42%

-94.73%

+93.31%

Average Drawdown

Average peak-to-trough decline

-8.09%

-23.54%

+15.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

1.25%

+1.34%

Volatility

CAMOX vs. TOWFX - Volatility Comparison

Cambiar Opportunity Portfolio (CAMOX) has a higher volatility of 4.16% compared to Towpath Focus Fund (TOWFX) at 2.87%. This indicates that CAMOX's price experiences larger fluctuations and is considered to be riskier than TOWFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

CAMOXTOWFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

2.87%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

6.92%

+2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

12.67%

9.17%

+3.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.53%

1,041.55%

-1,026.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.67%

916.63%

-898.96%

CAMOX vs. TOWFX - Expense Ratio Comparison

CAMOX has a 0.85% expense ratio, which is lower than TOWFX's 1.11% expense ratio.

Dividends

CAMOX vs. TOWFX - Dividend Comparison

CAMOX's dividend yield for the trailing twelve months is around 20.08%, more than TOWFX's 1.71% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
TOWFX
Towpath Focus Fund		1.71%1.82%1.49%2.81%2.05%5.69%5.94%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

CAMOX and TOWFX have a correlation of 0.70, 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 TOWFX (2.87%). In terms of maximum drawdown, CAMOX dropped -59.14% vs TOWFX's -96.18%.

TOWFX currently has the higher Sharpe Ratio (2.50 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.

Portfolio Optimizer

Find the right allocation for CAMOX and TOWFX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer