CAMSX vs. SPY
Compare and contrast key facts about Cambiar Small Cap Fund (CAMSX) and State Street 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.
Performance
CAMSX vs. SPY - Performance Comparison
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CAMSX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CAMSX Cambiar Small Cap Fund | 2.94% | 8.91% | 6.01% | 12.12% | -8.70% | 17.24% | 9.52% | 29.01% | -12.51% | 4.01% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, CAMSX achieves a 2.94% return, which is significantly higher than SPY's -3.65% return. Over the past 10 years, CAMSX has underperformed SPY with an annualized return of 7.95%, while SPY has yielded a comparatively higher 14.06% annualized return.
CAMSX
- 1D
- 1.67%
- 1M
- -6.58%
- YTD
- 2.94%
- 6M
- 4.22%
- 1Y
- 17.99%
- 3Y*
- 7.59%
- 5Y*
- 4.43%
- 10Y*
- 7.95%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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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.
Return for Risk
CAMSX vs. SPY — Risk / Return Rank
CAMSX
SPY
CAMSX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambiar Small Cap Fund (CAMSX) and State Street 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.
| CAMSX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.96 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.49 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.53 | +0.04 |
Martin ratioReturn relative to average drawdown | 5.04 | 7.27 | -2.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CAMSX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.96 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.70 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.79 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.56 | -0.17 |
Correlation
The correlation between CAMSX and SPY is 0.83, 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. SPY - Dividend Comparison
CAMSX's dividend yield for the trailing twelve months is around 10.30%, more than SPY's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAMSX Cambiar Small Cap Fund | 10.30% | 10.60% | 3.52% | 1.35% | 0.48% | 32.84% | 0.34% | 4.82% | 24.24% | 4.61% | 0.00% | 8.66% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
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.
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Drawdown Indicators
| CAMSX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.43% | -55.19% | -3.24% |
Max Drawdown (1Y)Largest decline over 1 year | -11.67% | -12.05% | +0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -22.14% | -24.50% | +2.36% |
Max Drawdown (10Y)Largest decline over 10 years | -41.99% | -33.72% | -8.27% |
Current DrawdownCurrent decline from peak | -8.95% | -5.53% | -3.42% |
Average DrawdownAverage peak-to-trough decline | -8.90% | -9.09% | +0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.64% | 2.54% | +1.10% |
Volatility
CAMSX vs. SPY - Volatility Comparison
Cambiar Small Cap Fund (CAMSX) has a higher volatility of 6.00% compared to State Street SPDR S&P 500 ETF (SPY) at 5.35%. 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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Volatility by Period
| CAMSX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 5.35% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 12.53% | 9.50% | +3.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.12% | 19.06% | +1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.67% | 17.06% | +1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.74% | 17.92% | +2.82% |