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CIPIX vs. CIPMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CIPIX vs. CIPMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Champlain Mid Cap Fund Institutional Class (CIPIX) and Champlain Mid Cap Fund (CIPMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CIPIX achieves a 2.75% return, which is significantly higher than CIPMX's 2.60% return. Over the past 10 years, CIPIX has underperformed CIPMX with an annualized return of 9.22%, while CIPMX has yielded a comparatively higher 9.77% annualized return.


CIPIX

1D
-0.19%
1M
-0.93%
6M
3.60%
YTD
2.75%
1Y
3.68%
3Y*
4.34%
5Y*
0.10%
10Y*
9.22%
ALL TIME*
9.78%

CIPMX

1D
-0.20%
1M
-0.93%
6M
3.49%
YTD
2.60%
1Y
3.44%
3Y*
6.74%
5Y*
1.38%
10Y*
9.77%
ALL TIME*
9.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

CIPIX vs. CIPMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CIPIX
Champlain Mid Cap Fund Institutional Class
2.75%1.66%5.93%15.66%-26.32%24.78%29.40%26.56%3.65%13.98%
CIPMX
Champlain Mid Cap Fund
2.60%1.44%13.94%15.40%-26.53%24.48%29.03%26.27%3.41%13.62%

Correlation

The correlation between CIPIX and CIPMX is 1.00 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

1.00

Correlation (3Y)
Balances recent behavior with more history.

0.99

Correlation (5Y)
Shows whether the relationship held over a longer period.

1.00

Correlation (10Y)
Provides a long-term view across more market conditions.

1.00

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2011

1.00

The correlation between CIPIX and CIPMX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

CIPIX vs. CIPMX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CIPIX
CIPIX Risk / Return Rank: 44
Overall Rank
CIPIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CIPIX Sortino Ratio Rank: 44
Sortino Ratio Rank
CIPIX Omega Ratio Rank: 44
Omega Ratio Rank
CIPIX Calmar Ratio Rank: 44
Calmar Ratio Rank
CIPIX Martin Ratio Rank: 44
Martin Ratio Rank

CIPMX
CIPMX Risk / Return Rank: 44
Overall Rank
CIPMX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CIPMX Sortino Ratio Rank: 44
Sortino Ratio Rank
CIPMX Omega Ratio Rank: 44
Omega Ratio Rank
CIPMX Calmar Ratio Rank: 44
Calmar Ratio Rank
CIPMX Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CIPIX vs. CIPMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Champlain Mid Cap Fund Institutional Class (CIPIX) and Champlain Mid Cap Fund (CIPMX). 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.


CIPIXCIPMXDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.01

1.01

0.00

Calmar ratioReturn relative to maximum drawdown

-0.00

-0.02

+0.02

Martin ratioReturn relative to average drawdown

-0.01

-0.05

+0.04

CIPIX vs. CIPMX - Sharpe Ratio Comparison

The current CIPIX Sharpe Ratio is -0.00, which is higher than the CIPMX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of CIPIX and CIPMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CIPIX vs. CIPMX - Drawdown Comparison

The maximum CIPIX drawdown since its inception was -33.84%, smaller than the maximum CIPMX drawdown of -45.33%. Use the drawdown chart below to compare losses from any high point for CIPIX and CIPMX.


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Drawdown Indicators


CIPIXCIPMXDifference

Max Drawdown

Largest peak-to-trough decline

-33.84%

-45.33%

+11.49%

Max Drawdown (1Y)

Largest decline over 1 year

-14.65%

-14.68%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-22.70%

-20.11%

-2.59%

Max Drawdown (5Y)

Largest decline over 5 years

-33.02%

-33.20%

+0.18%

Max Drawdown (10Y)

Largest decline over 10 years

-33.84%

-33.84%

0.00%

Current Drawdown

Current decline from peak

-7.65%

-1.57%

-6.08%

Average Drawdown

Average peak-to-trough decline

-7.32%

-7.93%

+0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.71%

5.75%

-0.04%

Volatility

CIPIX vs. CIPMX - Volatility Comparison

Champlain Mid Cap Fund Institutional Class (CIPIX) and Champlain Mid Cap Fund (CIPMX) have volatilities of 3.65% and 3.63%, 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


CIPIXCIPMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

3.63%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

11.39%

11.40%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

15.14%

15.15%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.12%

19.12%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.81%

18.81%

0.00%

CIPIX vs. CIPMX - Expense Ratio Comparison

CIPIX has a 0.84% expense ratio, which is lower than CIPMX's 1.09% expense ratio.


Dividends

CIPIX vs. CIPMX - Dividend Comparison

CIPIX's dividend yield for the trailing twelve months is around 16.77%, less than CIPMX's 17.71% yield.


PositionTTM20252024202320222021202020192018201720162015
CIPIX
Champlain Mid Cap Fund Institutional Class
16.77%17.23%7.33%0.31%1.39%9.92%4.49%4.01%6.57%0.14%4.28%8.40%
CIPMX
Champlain Mid Cap Fund
17.71%18.17%15.31%0.30%1.44%10.24%4.62%4.06%6.70%0.00%4.28%8.32%

Frequently Asked Questions


With a correlation of 1.00, CIPIX and CIPMX 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.

CIPIX has higher volatility (3.65%) compared to CIPMX (3.63%). In terms of maximum drawdown, CIPIX dropped -33.84% vs CIPMX's -45.33%.

CIPIX currently has the higher Sharpe Ratio (-0.00 vs -0.02), 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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