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FOSCX vs. CAMSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FOSCX vs. CAMSX - Performance Comparison

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

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FOSCX vs. CAMSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FOSCX
Tributary Small Company Fund
2.82%-3.67%9.35%16.92%-13.17%32.03%1.21%23.18%-10.81%8.44%
CAMSX
Cambiar Small Cap Fund
1.25%8.91%6.01%12.12%-8.70%17.24%9.52%29.01%-12.51%4.01%

Returns By Period

In the year-to-date period, FOSCX achieves a 2.82% return, which is significantly higher than CAMSX's 1.25% return. Both investments have delivered pretty close results over the past 10 years, with FOSCX having a 7.79% annualized return and CAMSX not far behind at 7.77%.


FOSCX

1D
-0.95%
1M
-6.71%
YTD
2.82%
6M
1.65%
1Y
8.37%
3Y*
6.69%
5Y*
4.99%
10Y*
7.79%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FOSCX vs. CAMSX - Expense Ratio Comparison

FOSCX has a 1.18% expense ratio, which is higher than CAMSX's 1.10% expense ratio.


Return for Risk

FOSCX vs. CAMSX — Risk / Return Rank

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

FOSCX
FOSCX Risk / Return Rank: 1616
Overall Rank
FOSCX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FOSCX Sortino Ratio Rank: 1717
Sortino Ratio Rank
FOSCX Omega Ratio Rank: 1515
Omega Ratio Rank
FOSCX Calmar Ratio Rank: 1616
Calmar Ratio Rank
FOSCX Martin Ratio Rank: 1616
Martin Ratio Rank

CAMSX
CAMSX Risk / Return Rank: 4141
Overall Rank
CAMSX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
CAMSX Sortino Ratio Rank: 4141
Sortino Ratio Rank
CAMSX Omega Ratio Rank: 3535
Omega Ratio Rank
CAMSX Calmar Ratio Rank: 5151
Calmar Ratio Rank
CAMSX Martin Ratio Rank: 3838
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.

FOSCX vs. CAMSX - Risk-Adjusted Trends Comparison

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


FOSCXCAMSXDifference

Sharpe ratio

Return per unit of total volatility

0.40

0.82

-0.42

Sortino ratio

Return per unit of downside risk

0.74

1.27

-0.53

Omega ratio

Gain probability vs. loss probability

1.09

1.17

-0.08

Calmar ratio

Return relative to maximum drawdown

0.48

1.24

-0.76

Martin ratio

Return relative to average drawdown

1.61

4.03

-2.42

FOSCX vs. CAMSX - Sharpe Ratio Comparison

The current FOSCX Sharpe Ratio is 0.40, which is lower than the CAMSX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of FOSCX and CAMSX, 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


FOSCXCAMSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

0.82

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.23

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.38

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.39

+0.07

Correlation

The correlation between FOSCX and CAMSX is 0.93, 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

FOSCX vs. CAMSX - Dividend Comparison

FOSCX's dividend yield for the trailing twelve months is around 7.40%, less than CAMSX's 10.47% yield.


TTM20252024202320222021202020192018201720162015
FOSCX
Tributary Small Company Fund
7.40%7.61%6.67%2.82%13.61%15.18%0.02%1.28%5.45%5.28%1.51%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

FOSCX vs. CAMSX - Drawdown Comparison

The maximum FOSCX drawdown since its inception was -52.57%, smaller than the maximum CAMSX drawdown of -58.43%. Use the drawdown chart below to compare losses from any high point for FOSCX and CAMSX.


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Drawdown Indicators


FOSCXCAMSXDifference

Max Drawdown

Largest peak-to-trough decline

-52.57%

-58.43%

+5.86%

Max Drawdown (1Y)

Largest decline over 1 year

-13.69%

-11.67%

-2.02%

Max Drawdown (5Y)

Largest decline over 5 years

-29.00%

-22.14%

-6.86%

Max Drawdown (10Y)

Largest decline over 10 years

-40.05%

-41.99%

+1.94%

Current Drawdown

Current decline from peak

-11.99%

-10.44%

-1.55%

Average Drawdown

Average peak-to-trough decline

-7.10%

-8.90%

+1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.08%

3.60%

+0.48%

Volatility

FOSCX vs. CAMSX - Volatility Comparison

The current volatility for Tributary Small Company Fund (FOSCX) is 5.47%, while Cambiar Small Cap Fund (CAMSX) has a volatility of 5.87%. This indicates that FOSCX experiences smaller price fluctuations and is considered to be less risky than CAMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FOSCXCAMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

5.87%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

12.26%

12.42%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

21.75%

20.10%

+1.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.59%

18.66%

+1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.86%

20.73%

+1.13%