FTMSX vs. CAMSX
Compare and contrast key facts about Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) and Cambiar Small Cap Fund (CAMSX).
FTMSX is managed by Fuller & Thaler Asset Mgmt. It was launched on Dec 28, 2018. CAMSX is managed by Cambiar Funds. It was launched on Aug 31, 2004.
Performance
FTMSX vs. CAMSX - Performance Comparison
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FTMSX vs. CAMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FTMSX Fuller & Thaler Behavioral Micro-Cap Equity Fund | -3.53% | 0.30% | 3.88% | 13.11% | -31.07% | 37.45% | 15.58% | 17.82% |
CAMSX Cambiar Small Cap Fund | 1.25% | 8.91% | 6.01% | 12.12% | -8.70% | 17.24% | 9.52% | 30.07% |
Returns By Period
In the year-to-date period, FTMSX achieves a -3.53% return, which is significantly lower than CAMSX's 1.25% return.
FTMSX
- 1D
- -2.07%
- 1M
- -8.29%
- YTD
- -3.53%
- 6M
- -6.44%
- 1Y
- 18.30%
- 3Y*
- 3.87%
- 5Y*
- -3.67%
- 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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FTMSX vs. CAMSX - Expense Ratio Comparison
FTMSX has a 2.30% expense ratio, which is higher than CAMSX's 1.10% expense ratio.
Return for Risk
FTMSX vs. CAMSX — Risk / Return Rank
FTMSX
CAMSX
FTMSX vs. CAMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) 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.
| FTMSX | CAMSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.82 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.27 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.17 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 1.24 | -0.46 |
Martin ratioReturn relative to average drawdown | 2.46 | 4.03 | -1.57 |
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
| FTMSX | CAMSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.82 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.23 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.38 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.39 | -0.21 |
Correlation
The correlation between FTMSX and CAMSX is 0.84, 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
FTMSX vs. CAMSX - Dividend Comparison
FTMSX has not paid dividends to shareholders, while CAMSX's dividend yield for the trailing twelve months is around 10.47%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTMSX Fuller & Thaler Behavioral Micro-Cap Equity Fund | 0.00% | 0.00% | 0.12% | 0.00% | 0.00% | 8.27% | 0.37% | 4.90% | 0.00% | 0.00% | 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
FTMSX vs. CAMSX - Drawdown Comparison
The maximum FTMSX drawdown since its inception was -53.12%, smaller than the maximum CAMSX drawdown of -58.43%. Use the drawdown chart below to compare losses from any high point for FTMSX and CAMSX.
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Drawdown Indicators
| FTMSX | CAMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.12% | -58.43% | +5.31% |
Max Drawdown (1Y)Largest decline over 1 year | -17.52% | -11.67% | -5.85% |
Max Drawdown (5Y)Largest decline over 5 years | -48.67% | -22.14% | -26.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.99% | — |
Current DrawdownCurrent decline from peak | -28.35% | -10.44% | -17.91% |
Average DrawdownAverage peak-to-trough decline | -22.44% | -8.90% | -13.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 3.60% | +2.00% |
Volatility
FTMSX vs. CAMSX - Volatility Comparison
Fuller & Thaler Behavioral Micro-Cap Equity Fund (FTMSX) has a higher volatility of 8.12% compared to Cambiar Small Cap Fund (CAMSX) at 5.87%. This indicates that FTMSX's price experiences larger fluctuations and is considered to be riskier 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
| FTMSX | CAMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.12% | 5.87% | +2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 19.14% | 12.42% | +6.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.15% | 20.10% | +10.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.22% | 18.66% | +9.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.67% | 20.73% | +9.94% |