CZMSX vs. CAMSX
Compare and contrast key facts about Multi-Manager Small Cap Equity Strategies Fund (CZMSX) and Cambiar Small Cap Fund (CAMSX).
CZMSX is managed by BlackRock. It was launched on Jan 3, 2017. CAMSX is managed by Cambiar Funds. It was launched on Aug 31, 2004.
Performance
CZMSX vs. CAMSX - Performance Comparison
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CZMSX vs. CAMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CZMSX Multi-Manager Small Cap Equity Strategies Fund | -2.48% | 1.55% | 8.55% | 15.65% | -20.05% | 19.40% | 20.47% | 27.16% | -10.77% | 14.84% |
CAMSX Cambiar Small Cap Fund | 1.25% | 8.91% | 6.01% | 12.12% | -8.70% | 17.24% | 9.52% | 29.01% | -12.51% | 3.69% |
Returns By Period
In the year-to-date period, CZMSX achieves a -2.48% return, which is significantly lower than CAMSX's 1.25% return.
CZMSX
- 1D
- -0.80%
- 1M
- -7.95%
- YTD
- -2.48%
- 6M
- -1.21%
- 1Y
- 10.40%
- 3Y*
- 6.45%
- 5Y*
- 1.18%
- 10Y*
- —
CAMSX
- 1D
- -0.86%
- 1M
- -6.95%
- YTD
- 1.25%
- 6M
- 2.33%
- 1Y
- 16.66%
- 3Y*
- 7.00%
- 5Y*
- 4.34%
- 10Y*
- 7.77%
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CZMSX vs. CAMSX - Expense Ratio Comparison
CZMSX has a 0.99% expense ratio, which is lower than CAMSX's 1.10% expense ratio.
Return for Risk
CZMSX vs. CAMSX — Risk / Return Rank
CZMSX
CAMSX
CZMSX vs. CAMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Multi-Manager Small Cap Equity Strategies Fund (CZMSX) and Cambiar Small Cap Fund (CAMSX). 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.
| CZMSX | CAMSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 0.82 | -0.38 |
Sortino ratioReturn per unit of downside risk | 0.79 | 1.27 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.17 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.54 | 1.24 | -0.70 |
Martin ratioReturn relative to average drawdown | 2.06 | 4.03 | -1.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CZMSX | CAMSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 0.82 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.23 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.38 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.39 | -0.10 |
Correlation
The correlation between CZMSX and CAMSX is 0.94, 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
CZMSX vs. CAMSX - Dividend Comparison
CZMSX's dividend yield for the trailing twelve months is around 9.07%, less than CAMSX's 10.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CZMSX Multi-Manager Small Cap Equity Strategies Fund | 9.07% | 8.85% | 3.05% | 2.04% | 10.31% | 17.14% | 0.31% | 5.75% | 7.94% | 7.88% | 0.00% | 0.00% |
CAMSX Cambiar Small Cap Fund | 10.47% | 10.60% | 3.52% | 1.35% | 0.48% | 32.84% | 0.34% | 4.82% | 24.24% | 4.61% | 0.00% | 8.66% |
Drawdowns
CZMSX vs. CAMSX - Drawdown Comparison
The maximum CZMSX drawdown since its inception was -40.96%, smaller than the maximum CAMSX drawdown of -58.43%. Use the drawdown chart below to compare losses from any high point for CZMSX and CAMSX.
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Drawdown Indicators
| CZMSX | CAMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.96% | -58.43% | +17.47% |
Max Drawdown (1Y)Largest decline over 1 year | -13.87% | -11.67% | -2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -37.16% | -22.14% | -15.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.99% | — |
Current DrawdownCurrent decline from peak | -15.76% | -10.44% | -5.32% |
Average DrawdownAverage peak-to-trough decline | -13.81% | -8.90% | -4.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 3.60% | +0.06% |
Volatility
CZMSX vs. CAMSX - Volatility Comparison
Multi-Manager Small Cap Equity Strategies Fund (CZMSX) and Cambiar Small Cap Fund (CAMSX) have volatilities of 5.85% and 5.87%, 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
| CZMSX | CAMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 5.87% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 12.70% | 12.42% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.33% | 20.10% | +2.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.90% | 18.66% | +5.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.25% | 20.73% | +3.52% |