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CAMSX vs. LSSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CAMSX vs. LSSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambiar Small Cap Fund (CAMSX) and Loomis Sayles Small Cap Value Fund (LSSCX). The values are adjusted to include any dividend payments, if applicable.

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CAMSX vs. LSSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CAMSX
Cambiar Small Cap Fund
1.25%8.91%6.01%12.12%-8.70%17.24%9.52%29.01%-12.51%4.01%
LSSCX
Loomis Sayles Small Cap Value Fund
0.75%5.31%10.89%19.39%-11.52%29.03%2.29%25.06%-16.81%10.01%

Returns By Period

In the year-to-date period, CAMSX achieves a 1.25% return, which is significantly higher than LSSCX's 0.75% return. Over the past 10 years, CAMSX has underperformed LSSCX with an annualized return of 7.77%, while LSSCX has yielded a comparatively higher 8.71% annualized return.


CAMSX

1D
-0.86%
1M
-6.95%
YTD
1.25%
6M
2.33%
1Y
16.66%
3Y*
7.00%
5Y*
4.34%
10Y*
7.77%

LSSCX

1D
-0.79%
1M
-9.73%
YTD
0.75%
6M
1.12%
1Y
13.20%
3Y*
10.80%
5Y*
6.49%
10Y*
8.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CAMSX vs. LSSCX - Expense Ratio Comparison

CAMSX has a 1.10% expense ratio, which is higher than LSSCX's 0.90% expense ratio.


Return for Risk

CAMSX vs. LSSCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CAMSX
CAMSX Risk / Return Rank: 4141
Overall Rank
CAMSX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
CAMSX Sortino Ratio Rank: 4141
Sortino Ratio Rank
CAMSX Omega Ratio Rank: 3535
Omega Ratio Rank
CAMSX Calmar Ratio Rank: 5151
Calmar Ratio Rank
CAMSX Martin Ratio Rank: 3838
Martin Ratio Rank

LSSCX
LSSCX Risk / Return Rank: 1717
Overall Rank
LSSCX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
LSSCX Sortino Ratio Rank: 2525
Sortino Ratio Rank
LSSCX Omega Ratio Rank: 2222
Omega Ratio Rank
LSSCX Calmar Ratio Rank: 77
Calmar Ratio Rank
LSSCX Martin Ratio Rank: 77
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.

CAMSX vs. LSSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambiar Small Cap Fund (CAMSX) and Loomis Sayles Small Cap Value Fund (LSSCX). 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.


CAMSXLSSCXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.57

+0.25

Sortino ratio

Return per unit of downside risk

1.27

0.98

+0.29

Omega ratio

Gain probability vs. loss probability

1.17

1.13

+0.04

Calmar ratio

Return relative to maximum drawdown

1.24

0.08

+1.16

Martin ratio

Return relative to average drawdown

4.03

0.25

+3.77

CAMSX vs. LSSCX - Sharpe Ratio Comparison

The current CAMSX Sharpe Ratio is 0.82, which is higher than the LSSCX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of CAMSX and LSSCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CAMSXLSSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.57

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.32

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.40

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.56

-0.17

Correlation

The correlation between CAMSX and LSSCX is 0.93, 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

CAMSX vs. LSSCX - Dividend Comparison

CAMSX's dividend yield for the trailing twelve months is around 10.47%, less than LSSCX's 17.37% yield.


TTM20252024202320222021202020192018201720162015
CAMSX
Cambiar Small Cap Fund
10.47%10.60%3.52%1.35%0.48%32.84%0.34%4.82%24.24%4.61%0.00%8.66%
LSSCX
Loomis Sayles Small Cap Value Fund
17.37%17.50%10.71%20.30%12.74%19.01%8.04%8.65%17.43%12.58%8.27%11.35%

Drawdowns

CAMSX vs. LSSCX - Drawdown Comparison

The maximum CAMSX drawdown since its inception was -58.43%, which is greater than LSSCX's maximum drawdown of -54.28%. Use the drawdown chart below to compare losses from any high point for CAMSX and LSSCX.


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Drawdown Indicators


CAMSXLSSCXDifference

Max Drawdown

Largest peak-to-trough decline

-58.43%

-54.28%

-4.15%

Max Drawdown (1Y)

Largest decline over 1 year

-11.67%

-14.43%

+2.76%

Max Drawdown (5Y)

Largest decline over 5 years

-22.14%

-25.10%

+2.96%

Max Drawdown (10Y)

Largest decline over 10 years

-41.99%

-44.65%

+2.66%

Current Drawdown

Current decline from peak

-10.44%

-9.89%

-0.55%

Average Drawdown

Average peak-to-trough decline

-8.90%

-7.61%

-1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

6.62%

-3.02%

Volatility

CAMSX vs. LSSCX - Volatility Comparison

Cambiar Small Cap Fund (CAMSX) has a higher volatility of 5.87% compared to Loomis Sayles Small Cap Value Fund (LSSCX) at 4.56%. This indicates that CAMSX's price experiences larger fluctuations and is considered to be riskier than LSSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAMSXLSSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

4.56%

+1.31%

Volatility (6M)

Calculated over the trailing 6-month period

12.42%

12.70%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

20.10%

24.85%

-4.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.66%

20.90%

-2.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.73%

22.37%

-1.64%