CAMSX vs. CZMSX
CAMSX (Cambiar Small Cap Fund) and CZMSX (Multi-Manager Small Cap Equity Strategies Fund) are both Small Cap Blend Equities funds. Over the past 5 years, CAMSX returned 7.48%/yr vs 4.58%/yr for CZMSX. Their correlation of 0.93 means they have usually moved in the same direction. CAMSX charges 1.10%/yr vs 0.99%/yr for CZMSX.
Performance
CAMSX vs. CZMSX - Performance Comparison
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Returns By Period
In the year-to-date period, CAMSX achieves a 19.93% return, which is significantly higher than CZMSX's 17.56% return.
CAMSX
- 1D
- 0.00%
- 1M
- -0.21%
- 6M
- 14.01%
- YTD
- 19.93%
- 1Y
- 29.89%
- 3Y*
- 11.96%
- 5Y*
- 7.48%
- 10Y*
- 9.14%
- ALL TIME*
- 9.06%
CZMSX
- 1D
- 1.12%
- 1M
- -1.04%
- 6M
- 12.28%
- YTD
- 17.56%
- 1Y
- 27.04%
- 3Y*
- 9.70%
- 5Y*
- 4.58%
- 10Y*
- —
- ALL TIME*
- 8.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CAMSX vs. CZMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAMSX Cambiar Small Cap Fund | 19.93% | 8.91% | 6.01% | 12.12% | -8.70% | 17.24% | 9.52% | 29.01% | -12.51% | 3.26% |
CZMSX Multi-Manager Small Cap Equity Strategies Fund | 17.56% | 1.55% | 8.55% | 15.65% | -20.05% | 19.40% | 20.47% | 27.16% | -10.77% | 14.84% |
Correlation
The correlation between CAMSX and CZMSX is 0.89, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.93 |
The correlation between CAMSX and CZMSX has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.
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Return for Risk
CAMSX vs. CZMSX — Risk / Return Rank
CAMSX
CZMSX
CAMSX vs. CZMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambiar Small Cap Fund (CAMSX) and Multi-Manager Small Cap Equity Strategies Fund (CZMSX). 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.
| CAMSX | CZMSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.23 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 2.32 | +0.25 |
| Martin ratioReturn relative to average drawdown | 8.28 | 7.81 | +0.47 |
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Drawdowns
CAMSX vs. CZMSX - Drawdown Comparison
The maximum CAMSX drawdown since its inception was -58.43%, which is greater than CZMSX's maximum drawdown of -40.96%. Use the drawdown chart below to compare losses from any high point for CAMSX and CZMSX.
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Drawdown Indicators
| CAMSX | CZMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.43% | -40.96% | -17.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.44% | -10.00% | -0.44% |
Max Drawdown (3Y)Largest decline over 3 years | -22.14% | -27.73% | +5.59% |
Max Drawdown (5Y)Largest decline over 5 years | -22.14% | -37.16% | +15.02% |
Max Drawdown (10Y)Largest decline over 10 years | -41.99% | — | — |
Current DrawdownCurrent decline from peak | -1.54% | -2.01% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -8.78% | -13.44% | +4.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.98% | +0.25% |
Volatility
CAMSX vs. CZMSX - Volatility Comparison
The current volatility for Cambiar Small Cap Fund (CAMSX) is 3.43%, while Multi-Manager Small Cap Equity Strategies Fund (CZMSX) has a volatility of 3.66%. This indicates that CAMSX experiences smaller price fluctuations and is considered to be less risky than CZMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAMSX | CZMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 3.66% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 12.04% | 12.45% | -0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.77% | 17.78% | -1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.71% | 23.83% | -5.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.64% | 24.02% | -3.38% |
CAMSX vs. CZMSX - Expense Ratio Comparison
CAMSX has a 1.10% expense ratio, which is higher than CZMSX's 0.99% expense ratio.
Dividends
CAMSX vs. CZMSX - Dividend Comparison
CAMSX's dividend yield for the trailing twelve months is around 8.84%, more than CZMSX's 7.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAMSX Cambiar Small Cap Fund | 8.84% | 10.60% | 3.52% | 1.35% | 0.48% | 32.84% | 0.34% | 4.82% | 24.24% | 4.61% | 0.00% | 8.66% |
CZMSX Multi-Manager Small Cap Equity Strategies Fund | 7.52% | 8.85% | 3.05% | 2.04% | 10.31% | 17.14% | 0.31% | 5.75% | 7.94% | 7.88% | 0.00% | 0.00% |
Frequently Asked Questions
CAMSX and CZMSX 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.
CZMSX has higher volatility (3.66%) compared to CAMSX (3.43%). In terms of maximum drawdown, CAMSX dropped -58.43% vs CZMSX's -40.96%.
CAMSX currently has the higher Sharpe Ratio (1.60 vs 1.30), 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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