PortfoliosLab logoPortfoliosLab logo
CIPIX vs. CIPSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CIPIX vs. CIPSX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, CIPIX achieves a 2.75% return, which is significantly lower than CIPSX's 6.88% return. Over the past 10 years, CIPIX has outperformed CIPSX with an annualized return of 9.22%, while CIPSX has yielded a comparatively lower 6.90% 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%

CIPSX

1D
1.01%
1M
-1.80%
6M
5.82%
YTD
6.88%
1Y
-14.89%
3Y*
0.79%
5Y*
-1.22%
10Y*
6.90%
ALL TIME*
8.41%
*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. CIPSX - 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%
CIPSX
Champlain Small Company Fund
6.88%-22.88%23.09%14.01%-20.83%12.37%24.14%25.02%-3.35%10.56%

Correlation

The correlation between CIPIX and CIPSX is 0.86, meaning they have usually moved in the same direction, including during past declines.


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

0.86

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

0.87

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

0.89

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

0.89

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

0.90

The correlation between CIPIX and CIPSX has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CIPIX vs. CIPSX — 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

CIPSX
CIPSX Risk / Return Rank: 11
Overall Rank
CIPSX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
CIPSX Sortino Ratio Rank: 11
Sortino Ratio Rank
CIPSX Omega Ratio Rank: 11
Omega Ratio Rank
CIPSX Calmar Ratio Rank: 11
Calmar Ratio Rank
CIPSX Martin Ratio Rank: 11
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. CIPSX - Risk-Adjusted Trends Comparison

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


CIPIXCIPSXDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+0.83

Omega ratioGain probability vs. loss probability

1.01

0.87

+0.14

Calmar ratioReturn relative to maximum drawdown

-0.00

-0.57

+0.57

Martin ratioReturn relative to average drawdown

-0.01

-0.98

+0.97

CIPIX vs. CIPSX - Sharpe Ratio Comparison

The current CIPIX Sharpe Ratio is -0.00, which is higher than the CIPSX Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of CIPIX and CIPSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CIPIX vs. CIPSX - Drawdown Comparison

The maximum CIPIX drawdown since its inception was -33.84%, smaller than the maximum CIPSX drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for CIPIX and CIPSX.


Loading charts...

Drawdown Indicators


CIPIXCIPSXDifference

Max Drawdown

Largest peak-to-trough decline

-33.84%

-46.42%

+12.58%

Max Drawdown (1Y)

Largest decline over 1 year

-14.65%

-31.50%

+16.85%

Max Drawdown (3Y)

Largest decline over 3 years

-22.70%

-33.27%

+10.57%

Max Drawdown (5Y)

Largest decline over 5 years

-33.02%

-34.62%

+1.60%

Max Drawdown (10Y)

Largest decline over 10 years

-33.84%

-36.09%

+2.25%

Current Drawdown

Current decline from peak

-7.65%

-20.73%

+13.08%

Average Drawdown

Average peak-to-trough decline

-7.32%

-8.55%

+1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.71%

18.33%

-12.62%

Volatility

CIPIX vs. CIPSX - Volatility Comparison

The current volatility for Champlain Mid Cap Fund Institutional Class (CIPIX) is 3.65%, while Champlain Small Company Fund (CIPSX) has a volatility of 3.87%. This indicates that CIPIX experiences smaller price fluctuations and is considered to be less risky than CIPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CIPIXCIPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

3.87%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

11.39%

12.40%

-1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

15.14%

26.09%

-10.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.12%

22.58%

-3.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.81%

21.78%

-2.97%

CIPIX vs. CIPSX - Expense Ratio Comparison

CIPIX has a 0.84% expense ratio, which is lower than CIPSX's 1.26% expense ratio.


Dividends

CIPIX vs. CIPSX - Dividend Comparison

CIPIX's dividend yield for the trailing twelve months is around 16.77%, while CIPSX has not paid dividends to shareholders.


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%
CIPSX
Champlain Small Company Fund
0.00%0.00%16.74%6.39%0.36%4.45%6.11%7.96%13.29%9.78%2.72%2.67%

Frequently Asked Questions


CIPIX and CIPSX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CIPSX has higher volatility (3.87%) compared to CIPIX (3.65%). In terms of maximum drawdown, CIPIX dropped -33.84% vs CIPSX's -46.42%.

CIPIX currently has the higher Sharpe Ratio (-0.00 vs -0.69), 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.

Portfolio Optimizer

Find the right allocation for CIPIX and CIPSX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer