CIPSX vs. VBR
CIPSX (Champlain Small Company Fund) and VBR (Vanguard Small-Cap Value ETF) are both funds - CIPSX is a Small Cap Growth Equities fund managed by Champlain, while VBR is a Small Cap Value Equities fund tracking the CRSP US Small Cap Value Index. Over the past 10 years, CIPSX returned 6.90%/yr vs 10.75%/yr for VBR. Their correlation of 0.91 means they have usually moved in the same direction. CIPSX charges 1.26%/yr vs 0.05%/yr for VBR.
Performance
CIPSX vs. VBR - Performance Comparison
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Returns By Period
In the year-to-date period, CIPSX achieves a 6.88% return, which is significantly lower than VBR's 16.70% return. Over the past 10 years, CIPSX has underperformed VBR with an annualized return of 6.90%, while VBR has yielded a comparatively higher 10.75% annualized return.
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%
VBR
- 1D
- -0.20%
- 1M
- 0.58%
- 6M
- 10.78%
- YTD
- 16.70%
- 1Y
- 27.67%
- 3Y*
- 14.39%
- 5Y*
- 9.74%
- 10Y*
- 10.75%
- ALL TIME*
- 9.66%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $56.96M | $55.85M | $67.93M |
CIPSX vs. VBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VBR Vanguard Small-Cap Value ETF | 16.70% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 5.90% | 22.78% | -12.28% | 11.81% |
Correlation
The correlation between CIPSX and VBR 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. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2004 | 0.91 |
The correlation between CIPSX and VBR has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.
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Return for Risk
CIPSX vs. VBR — Risk / Return Rank
CIPSX
VBR
CIPSX vs. VBR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Champlain Small Company Fund (CIPSX) and Vanguard Small-Cap Value ETF (VBR). 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.
| CIPSX | VBR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.44 | ||
| Sortino ratioReturn per unit of downside risk | -3.30 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.31 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | 2.93 | -3.50 |
| Martin ratioReturn relative to average drawdown | -0.98 | 10.70 | -11.69 |
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Drawdowns
CIPSX vs. VBR - Drawdown Comparison
The maximum CIPSX drawdown since its inception was -46.42%, smaller than the maximum VBR drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for CIPSX and VBR.
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Drawdown Indicators
| CIPSX | VBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.42% | -61.98% | +15.56% |
Max Drawdown (1Y)Largest decline over 1 year | -31.50% | -8.85% | -22.65% |
Max Drawdown (3Y)Largest decline over 3 years | -33.27% | -24.19% | -9.08% |
Max Drawdown (5Y)Largest decline over 5 years | -34.62% | -24.19% | -10.43% |
Max Drawdown (10Y)Largest decline over 10 years | -36.09% | -45.28% | +9.19% |
Current DrawdownCurrent decline from peak | -20.73% | -1.40% | -19.33% |
Average DrawdownAverage peak-to-trough decline | -8.55% | -8.21% | -0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.33% | 2.42% | +15.91% |
Volatility
CIPSX vs. VBR - Volatility Comparison
Champlain Small Company Fund (CIPSX) has a higher volatility of 3.87% compared to Vanguard Small-Cap Value ETF (VBR) at 3.36%. This indicates that CIPSX's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CIPSX | VBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 3.36% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 10.22% | +2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.09% | 14.90% | +11.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.58% | 19.56% | +3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.78% | 21.66% | +0.12% |
CIPSX vs. VBR - Expense Ratio Comparison
CIPSX has a 1.26% expense ratio, which is higher than VBR's 0.05% expense ratio.
Dividends
CIPSX vs. VBR - Dividend Comparison
CIPSX has not paid dividends to shareholders, while VBR's dividend yield for the trailing twelve months is around 1.77%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VBR Vanguard Small-Cap Value ETF | 1.77% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Frequently Asked Questions
CIPSX and VBR 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 VBR (3.36%). In terms of maximum drawdown, CIPSX dropped -46.42% vs VBR's -61.98%.
VBR currently has the higher Sharpe Ratio (1.75 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.
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