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.
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
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Key characteristics
CAMSX:
0.03
SPY:
0.50
CAMSX:
0.30
SPY:
0.88
CAMSX:
1.04
SPY:
1.13
CAMSX:
0.10
SPY:
0.56
CAMSX:
0.29
SPY:
2.17
CAMSX:
7.50%
SPY:
4.85%
CAMSX:
20.06%
SPY:
20.02%
CAMSX:
-58.43%
SPY:
-55.19%
CAMSX:
-12.93%
SPY:
-7.65%
Returns By Period
In the year-to-date period, CAMSX achieves a -5.17% return, which is significantly lower than SPY's -3.42% return. Over the past 10 years, CAMSX has underperformed SPY with an annualized return of 4.49%, while SPY has yielded a comparatively higher 12.35% annualized return.
CAMSX
-5.17%
8.29%
-10.88%
1.04%
10.80%
4.49%
SPY
-3.42%
7.58%
-5.06%
9.73%
15.77%
12.35%
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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 0.40%, less than SPY's 1.27% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAMSX Cambiar Small Cap Fund | 0.40% | 0.38% | 0.59% | 0.03% | 0.00% | 0.34% | 0.47% | 0.09% | 0.40% | 0.00% | 0.77% | 0.00% |
SPY SPDR S&P 500 ETF | 1.27% | 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 -58.43%, 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.
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Volatility
CAMSX vs. SPY - Volatility Comparison
The current volatility for Cambiar Small Cap Fund (CAMSX) is 7.09%, while SPDR S&P 500 ETF (SPY) has a volatility of 7.48%. This indicates that CAMSX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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