CIPMX vs. PEXL
CIPMX (Champlain Mid Cap Fund) and PEXL (Pacer US Export Leaders ETF) are both funds - CIPMX is a Mid Cap Growth Equities fund managed by Champlain, while PEXL is a Mid Cap Blend Equities fund tracking the Pacer US Export Leaders Index. Over the past 5 years, CIPMX returned 1.38%/yr vs 10.94%/yr for PEXL. Their correlation of 0.81 means they have usually moved in the same direction. CIPMX charges 1.09%/yr vs 0.60%/yr for PEXL.
Performance
CIPMX vs. PEXL - Performance Comparison
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Returns By Period
In the year-to-date period, CIPMX achieves a 2.60% return, which is significantly lower than PEXL's 15.70% return.
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%
PEXL
- 1D
- 0.34%
- 1M
- -3.35%
- 6M
- 12.08%
- YTD
- 15.70%
- 1Y
- 33.58%
- 3Y*
- 16.59%
- 5Y*
- 10.94%
- 10Y*
- —
- ALL TIME*
- 14.24%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $115.47K | $147.61K | $160.93K |
CIPMX vs. PEXL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CIPMX Champlain Mid Cap Fund | 2.60% | 1.44% | 13.94% | 15.40% | -26.53% | 24.48% | 29.03% | 26.27% | -7.95% |
PEXL Pacer US Export Leaders ETF | 15.70% | 27.33% | 5.79% | 24.40% | -20.41% | 30.12% | 25.02% | 39.86% | -17.19% |
Correlation
The correlation between CIPMX and PEXL is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.58 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2018 | 0.81 |
Over the past year, the correlation between CIPMX and PEXL has dropped to 0.58 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
CIPMX vs. PEXL — Risk / Return Rank
CIPMX
PEXL
CIPMX vs. PEXL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Champlain Mid Cap Fund (CIPMX) and Pacer US Export Leaders ETF (PEXL). 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.
| CIPMX | PEXL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.59 | ||
| Sortino ratioReturn per unit of downside risk | -2.12 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.27 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 2.80 | -2.82 |
| Martin ratioReturn relative to average drawdown | -0.05 | 9.84 | -9.89 |
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Drawdowns
CIPMX vs. PEXL - Drawdown Comparison
The maximum CIPMX drawdown since its inception was -45.33%, which is greater than PEXL's maximum drawdown of -36.76%. Use the drawdown chart below to compare losses from any high point for CIPMX and PEXL.
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Drawdown Indicators
| CIPMX | PEXL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.33% | -36.76% | -8.57% |
Max Drawdown (1Y)Largest decline over 1 year | -14.68% | -11.43% | -3.25% |
Max Drawdown (3Y)Largest decline over 3 years | -20.11% | -24.72% | +4.61% |
Max Drawdown (5Y)Largest decline over 5 years | -33.20% | -30.44% | -2.76% |
Max Drawdown (10Y)Largest decline over 10 years | -33.84% | — | — |
Current DrawdownCurrent decline from peak | -1.57% | -6.99% | +5.42% |
Average DrawdownAverage peak-to-trough decline | -7.93% | -6.66% | -1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.75% | 3.24% | +2.51% |
Volatility
CIPMX vs. PEXL - Volatility Comparison
The current volatility for Champlain Mid Cap Fund (CIPMX) is 3.63%, while Pacer US Export Leaders ETF (PEXL) has a volatility of 6.70%. This indicates that CIPMX experiences smaller price fluctuations and is considered to be less risky than PEXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CIPMX | PEXL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 6.70% | -3.07% |
Volatility (6M)Calculated over the trailing 6-month period | 11.40% | 16.41% | -5.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.15% | 20.40% | -5.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.12% | 22.29% | -3.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.81% | 24.12% | -5.31% |
CIPMX vs. PEXL - Expense Ratio Comparison
CIPMX has a 1.09% expense ratio, which is higher than PEXL's 0.60% expense ratio.
Dividends
CIPMX vs. PEXL - Dividend Comparison
CIPMX's dividend yield for the trailing twelve months is around 17.71%, more than PEXL's 0.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PEXL Pacer US Export Leaders ETF | 0.31% | 0.44% | 0.48% | 0.48% | 0.60% | 0.22% | 0.48% | 0.49% | 0.29% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CIPMX and PEXL have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PEXL has higher volatility (6.70%) compared to CIPMX (3.63%). In terms of maximum drawdown, CIPMX dropped -45.33% vs PEXL's -36.76%.
PEXL currently has the higher Sharpe Ratio (1.57 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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