Correlation
The correlation between CAMSX and SPY is 0.84, 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.
CAMSX vs. SPY
Compare and contrast key facts about Cambiar Small Cap Fund (CAMSX) and SPDR S&P 500 ETF (SPY).
CAMSX is managed by Cambiar Funds. It was launched on Aug 31, 2004. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CAMSX or SPY.
Performance
CAMSX vs. SPY - Performance Comparison
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Key characteristics
CAMSX:
0.06
SPY:
0.70
CAMSX:
0.23
SPY:
1.02
CAMSX:
1.03
SPY:
1.15
CAMSX:
0.03
SPY:
0.68
CAMSX:
0.12
SPY:
2.57
CAMSX:
9.43%
SPY:
4.93%
CAMSX:
21.01%
SPY:
20.42%
CAMSX:
-60.39%
SPY:
-55.19%
CAMSX:
-34.22%
SPY:
-3.55%
Returns By Period
In the year-to-date period, CAMSX achieves a -3.51% return, which is significantly lower than SPY's 0.87% return. Over the past 10 years, CAMSX has underperformed SPY with an annualized return of -2.54%, while SPY has yielded a comparatively higher 12.73% annualized return.
CAMSX
-3.51%
4.88%
-13.38%
1.34%
2.54%
2.85%
-2.54%
SPY
0.87%
6.28%
-1.56%
14.21%
14.25%
15.81%
12.73%
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CAMSX vs. SPY - Expense Ratio Comparison
CAMSX has a 1.10% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
CAMSX vs. SPY — Risk-Adjusted Performance Rank
CAMSX
SPY
CAMSX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambiar Small Cap Fund (CAMSX) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
CAMSX vs. SPY - Dividend Comparison
CAMSX's dividend yield for the trailing twelve months is around 3.65%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAMSX Cambiar Small Cap Fund | 3.65% | 3.52% | 1.06% | 0.48% | 32.85% | 0.34% | 4.83% | 24.24% | 4.61% | 0.00% | 8.66% | 14.41% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
CAMSX vs. SPY - Drawdown Comparison
The maximum CAMSX drawdown since its inception was -60.39%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CAMSX and SPY.
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Volatility
CAMSX vs. SPY - Volatility Comparison
Cambiar Small Cap Fund (CAMSX) has a higher volatility of 5.72% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that CAMSX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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