CAMSX vs. RTSSX
CAMSX (Cambiar Small Cap Fund) and RTSSX (Russell Investment Tax-Managed U.S. Mid & Small Cap Fund) are both Small Cap Blend Equities funds. Over the past 10 years, CAMSX returned 10.06%/yr vs 9.97%/yr for RTSSX. Their correlation of 0.94 suggests significant overlap in exposure. CAMSX charges 1.10%/yr vs 1.20%/yr for RTSSX.
Performance
CAMSX vs. RTSSX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with CAMSX having a 19.43% return and RTSSX slightly lower at 18.57%. Both investments have delivered pretty close results over the past 10 years, with CAMSX having a 10.06% annualized return and RTSSX not far behind at 9.97%.
CAMSX
- 1D
- 0.31%
- 1M
- 3.52%
- YTD
- 19.43%
- 6M
- 17.79%
- 1Y
- 31.19%
- 3Y*
- 14.03%
- 5Y*
- 7.18%
- 10Y*
- 10.06%
RTSSX
- 1D
- 0.41%
- 1M
- 4.93%
- YTD
- 18.57%
- 6M
- 16.48%
- 1Y
- 31.24%
- 3Y*
- 14.69%
- 5Y*
- 5.32%
- 10Y*
- 9.97%
CAMSX vs. RTSSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAMSX Cambiar Small Cap Fund | 19.43% | 8.91% | 6.01% | 12.12% | -8.70% | 17.24% | 9.52% | 29.01% | -12.51% | 4.01% |
RTSSX Russell Investment Tax-Managed U.S. Mid & Small Cap Fund | 18.57% | 5.24% | 7.21% | 16.62% | -19.12% | 19.88% | 15.34% | 23.91% | -8.63% | 14.71% |
Correlation
The correlation between CAMSX and RTSSX is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
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 Aug 31, 2004 | 0.94 |
The correlation between CAMSX and RTSSX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
CAMSX vs. RTSSX — Risk / Return Rank
CAMSX
RTSSX
CAMSX vs. RTSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambiar Small Cap Fund (CAMSX) and Russell Investment Tax-Managed U.S. Mid & Small Cap Fund (RTSSX). 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 | RTSSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.33 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.17 | 3.36 | -0.19 |
| Martin ratioReturn relative to average drawdown | 10.15 | 12.10 | -1.96 |
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Drawdowns
CAMSX vs. RTSSX - Drawdown Comparison
The maximum CAMSX drawdown since its inception was -58.43%, roughly equal to the maximum RTSSX drawdown of -57.98%. Use the drawdown chart below to compare losses from any high point for CAMSX and RTSSX.
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Drawdown Indicators
| CAMSX | RTSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.43% | -57.98% | -0.45% |
Max Drawdown (1Y)Largest decline over 1 year | -10.44% | -9.80% | -0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -22.14% | -27.38% | +5.24% |
Max Drawdown (5Y)Largest decline over 5 years | -22.14% | -28.43% | +6.29% |
Max Drawdown (10Y)Largest decline over 10 years | -41.99% | -40.79% | -1.20% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.82% | -12.29% | +3.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.72% | +0.53% |
Volatility
CAMSX vs. RTSSX - Volatility Comparison
Cambiar Small Cap Fund (CAMSX) and Russell Investment Tax-Managed U.S. Mid & Small Cap Fund (RTSSX) have volatilities of 5.29% and 5.24%, 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
| CAMSX | RTSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 5.24% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 12.33% | 12.68% | -0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.97% | 17.19% | -0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.79% | 20.64% | -1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.78% | 21.34% | -0.56% |
CAMSX vs. RTSSX - Expense Ratio Comparison
CAMSX has a 1.10% expense ratio, which is lower than RTSSX's 1.20% expense ratio.
Dividends
CAMSX vs. RTSSX - Dividend Comparison
CAMSX's dividend yield for the trailing twelve months is around 8.88%, more than RTSSX's 0.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAMSX Cambiar Small Cap Fund | 8.88% | 10.60% | 3.52% | 1.35% | 0.48% | 32.84% | 0.34% | 4.82% | 24.24% | 4.61% | 0.00% | 8.66% |
RTSSX Russell Investment Tax-Managed U.S. Mid & Small Cap Fund | 0.39% | 0.47% | 0.72% | 0.11% | 0.25% | 0.10% | 0.36% | 0.31% | 0.00% | 0.55% | 0.00% | 0.51% |
Frequently Asked Questions
With a correlation of 0.92, CAMSX and RTSSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
CAMSX has higher volatility (5.29%) compared to RTSSX (5.24%). In terms of maximum drawdown, CAMSX dropped -58.43% vs RTSSX's -57.98%.
CAMSX currently has the higher Sharpe Ratio (1.95 vs 1.92), 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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