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.
Key characteristics
| CAMSX | SPY | |
|---|---|---|
| YTD Return | -4.67% | 6.26% |
| 1Y Return | 3.40% | 26.32% |
| 3Y Return (Ann) | -1.20% | 8.03% |
| 5Y Return (Ann) | 6.01% | 13.23% |
| 10Y Return (Ann) | 4.62% | 12.44% |
| Sharpe Ratio | 0.17 | 2.21 |
| Daily Std Dev | 16.26% | 11.67% |
| Max Drawdown | -58.44% | -55.19% |
| Current Drawdown | -6.29% | -3.76% |
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.
Performance
CAMSX vs. SPY - Performance Comparison
In the year-to-date period, CAMSX achieves a -4.67% return, which is significantly lower than SPY's 6.26% return. Over the past 10 years, CAMSX has underperformed SPY with an annualized return of 4.62%, while SPY has yielded a comparatively higher 12.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
CAMSX vs. SPY - Dividend Comparison
CAMSX's dividend yield for the trailing twelve months is around 1.12%, less than SPY's 1.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAMSX Cambiar Small Cap Fund | 1.12% | 1.06% | 0.38% | 32.84% | 0.34% | 4.82% | 24.24% | 4.61% | 0.00% | 8.66% | 14.41% | 11.72% |
SPY SPDR S&P 500 ETF | 1.34% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
CAMSX vs. SPY - Drawdown Comparison
The maximum CAMSX drawdown since its inception was -58.44%, 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. For additional features, visit the drawdowns tool.
Volatility
CAMSX vs. SPY - Volatility Comparison
Cambiar Small Cap Fund (CAMSX) has a higher volatility of 4.81% compared to SPDR S&P 500 ETF (SPY) at 3.55%. 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.