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CIPSX vs. CIPMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CIPSX vs. CIPMX - Performance Comparison

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

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CIPSX vs. CIPMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CIPSX
Champlain Small Company Fund
-10.03%-22.88%23.09%14.01%-20.83%12.37%24.14%25.02%-3.35%10.56%
CIPMX
Champlain Mid Cap Fund
-11.25%1.44%13.94%15.40%-26.53%24.48%29.03%26.27%3.41%13.62%

Returns By Period

In the year-to-date period, CIPSX achieves a -10.03% return, which is significantly higher than CIPMX's -11.25% return. Over the past 10 years, CIPSX has underperformed CIPMX with an annualized return of 6.47%, while CIPMX has yielded a comparatively higher 9.07% annualized return.


CIPSX

1D
-0.52%
1M
-11.03%
YTD
-10.03%
6M
-27.95%
1Y
-25.54%
3Y*
-2.27%
5Y*
-3.72%
10Y*
6.47%

CIPMX

1D
-0.11%
1M
-10.29%
YTD
-11.25%
6M
-11.52%
1Y
-4.55%
3Y*
3.95%
5Y*
0.88%
10Y*
9.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CIPSX vs. CIPMX - Expense Ratio Comparison

CIPSX has a 1.26% expense ratio, which is higher than CIPMX's 1.09% expense ratio.


Return for Risk

CIPSX vs. CIPMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CIPSX
CIPSX Risk / Return Rank: 00
Overall Rank
CIPSX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
CIPSX Sortino Ratio Rank: 00
Sortino Ratio Rank
CIPSX Omega Ratio Rank: 00
Omega Ratio Rank
CIPSX Calmar Ratio Rank: 00
Calmar Ratio Rank
CIPSX Martin Ratio Rank: 00
Martin Ratio Rank

CIPMX
CIPMX Risk / Return Rank: 22
Overall Rank
CIPMX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CIPMX Sortino Ratio Rank: 33
Sortino Ratio Rank
CIPMX Omega Ratio Rank: 33
Omega Ratio Rank
CIPMX Calmar Ratio Rank: 22
Calmar Ratio Rank
CIPMX Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CIPSX vs. CIPMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Champlain Small Company Fund (CIPSX) 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.


CIPSXCIPMXDifference

Sharpe ratio

Return per unit of total volatility

-0.89

-0.24

-0.65

Sortino ratio

Return per unit of downside risk

-1.05

-0.21

-0.84

Omega ratio

Gain probability vs. loss probability

0.83

0.97

-0.15

Calmar ratio

Return relative to maximum drawdown

-0.87

-0.45

-0.42

Martin ratio

Return relative to average drawdown

-2.07

-1.49

-0.58

CIPSX vs. CIPMX - Sharpe Ratio Comparison

The current CIPSX Sharpe Ratio is -0.89, which is lower than the CIPMX Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of CIPSX and CIPMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CIPSXCIPMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.89

-0.24

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.05

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.48

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.46

-0.10

Correlation

The correlation between CIPSX and CIPMX is 0.91, 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

CIPSX vs. CIPMX - Dividend Comparison

CIPSX has not paid dividends to shareholders, while CIPMX's dividend yield for the trailing twelve months is around 20.48%.


TTM20252024202320222021202020192018201720162015
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%
CIPMX
Champlain Mid Cap Fund
20.48%18.17%15.31%0.30%1.44%10.24%4.62%4.06%6.70%0.00%4.28%8.32%

Drawdowns

CIPSX vs. CIPMX - Drawdown Comparison

The maximum CIPSX drawdown since its inception was -46.42%, roughly equal to the maximum CIPMX drawdown of -45.33%. Use the drawdown chart below to compare losses from any high point for CIPSX and CIPMX.


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Drawdown Indicators


CIPSXCIPMXDifference

Max Drawdown

Largest peak-to-trough decline

-46.42%

-45.33%

-1.09%

Max Drawdown (1Y)

Largest decline over 1 year

-31.56%

-14.68%

-16.88%

Max Drawdown (5Y)

Largest decline over 5 years

-34.62%

-33.20%

-1.42%

Max Drawdown (10Y)

Largest decline over 10 years

-36.09%

-33.84%

-2.25%

Current Drawdown

Current decline from peak

-33.27%

-14.85%

-18.42%

Average Drawdown

Average peak-to-trough decline

-8.30%

-7.95%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.26%

4.41%

+8.85%

Volatility

CIPSX vs. CIPMX - Volatility Comparison

Champlain Small Company Fund (CIPSX) has a higher volatility of 5.06% compared to Champlain Mid Cap Fund (CIPMX) at 4.41%. This indicates that CIPSX's price experiences larger fluctuations and is considered to be riskier than CIPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIPSXCIPMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

4.41%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

24.36%

10.68%

+13.68%

Volatility (1Y)

Calculated over the trailing 1-year period

29.25%

19.84%

+9.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.48%

18.96%

+3.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.79%

18.82%

+2.97%