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SFSNX vs. CAMSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SFSNX vs. CAMSX - Performance Comparison

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

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SFSNX vs. CAMSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SFSNX
Schwab Fundamental US Small Company Index Fund
0.48%7.66%8.99%20.15%-14.79%30.91%8.49%24.44%-12.26%12.84%
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, SFSNX achieves a 0.48% return, which is significantly lower than CAMSX's 1.25% return. Over the past 10 years, SFSNX has outperformed CAMSX with an annualized return of 9.73%, while CAMSX has yielded a comparatively lower 7.77% annualized return.


SFSNX

1D
-0.73%
1M
-7.88%
YTD
0.48%
6M
2.13%
1Y
16.94%
3Y*
10.67%
5Y*
6.04%
10Y*
9.73%

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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SFSNX vs. CAMSX - Expense Ratio Comparison

SFSNX has a 0.25% expense ratio, which is lower than CAMSX's 1.10% expense ratio.


Return for Risk

SFSNX vs. CAMSX — Risk / Return Rank

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

SFSNX
SFSNX Risk / Return Rank: 3838
Overall Rank
SFSNX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SFSNX Sortino Ratio Rank: 4141
Sortino Ratio Rank
SFSNX Omega Ratio Rank: 3535
Omega Ratio Rank
SFSNX Calmar Ratio Rank: 4040
Calmar Ratio Rank
SFSNX Martin Ratio Rank: 3838
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.

SFSNX vs. CAMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental US Small Company Index Fund (SFSNX) 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.


SFSNXCAMSXDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.82

-0.03

Sortino ratio

Return per unit of downside risk

1.25

1.27

-0.02

Omega ratio

Gain probability vs. loss probability

1.17

1.17

0.00

Calmar ratio

Return relative to maximum drawdown

1.03

1.24

-0.21

Martin ratio

Return relative to average drawdown

3.98

4.03

-0.05

SFSNX vs. CAMSX - Sharpe Ratio Comparison

The current SFSNX Sharpe Ratio is 0.79, which is comparable to the CAMSX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of SFSNX 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


SFSNXCAMSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.82

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.23

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.38

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.39

-0.03

Correlation

The correlation between SFSNX and CAMSX is 0.95, 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

SFSNX vs. CAMSX - Dividend Comparison

SFSNX's dividend yield for the trailing twelve months is around 1.36%, less than CAMSX's 10.47% yield.


TTM20252024202320222021202020192018201720162015
SFSNX
Schwab Fundamental US Small Company Index Fund
1.36%1.36%1.71%1.37%7.05%12.27%1.42%3.66%11.55%6.88%1.86%6.37%
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

SFSNX vs. CAMSX - Drawdown Comparison

The maximum SFSNX drawdown since its inception was -58.32%, roughly equal to the maximum CAMSX drawdown of -58.43%. Use the drawdown chart below to compare losses from any high point for SFSNX and CAMSX.


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Drawdown Indicators


SFSNXCAMSXDifference

Max Drawdown

Largest peak-to-trough decline

-58.32%

-58.43%

+0.11%

Max Drawdown (1Y)

Largest decline over 1 year

-14.38%

-11.67%

-2.71%

Max Drawdown (5Y)

Largest decline over 5 years

-25.91%

-22.14%

-3.77%

Max Drawdown (10Y)

Largest decline over 10 years

-44.82%

-41.99%

-2.83%

Current Drawdown

Current decline from peak

-9.29%

-10.44%

+1.15%

Average Drawdown

Average peak-to-trough decline

-8.38%

-8.90%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.73%

3.60%

+0.13%

Volatility

SFSNX vs. CAMSX - Volatility Comparison

Schwab Fundamental US Small Company Index Fund (SFSNX) and Cambiar Small Cap Fund (CAMSX) have volatilities of 5.81% 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


SFSNXCAMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.81%

5.87%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

12.50%

12.42%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

21.89%

20.10%

+1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.90%

18.66%

+2.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.25%

20.73%

+2.52%