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TRCSX vs. CAMSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRCSX vs. CAMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Small-Cap Index Fund (TRCSX) and Cambiar Small Cap Fund (CAMSX). The values are adjusted to include any dividend payments, if applicable.

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TRCSX vs. CAMSX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TRCSX
T. Rowe Price Small-Cap Index Fund
-2.44%12.72%11.36%16.97%-20.47%4.05%
CAMSX
Cambiar Small Cap Fund
1.25%8.91%6.01%12.12%-8.70%2.90%

Returns By Period

In the year-to-date period, TRCSX achieves a -2.44% return, which is significantly lower than CAMSX's 1.25% return.


TRCSX

1D
-1.46%
1M
-8.19%
YTD
-2.44%
6M
-0.28%
1Y
21.46%
3Y*
11.73%
5Y*
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRCSX vs. CAMSX - Expense Ratio Comparison

TRCSX has a 0.14% expense ratio, which is lower than CAMSX's 1.10% expense ratio.


Return for Risk

TRCSX vs. CAMSX — Risk / Return Rank

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

TRCSX
TRCSX Risk / Return Rank: 2828
Overall Rank
TRCSX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
TRCSX Sortino Ratio Rank: 4545
Sortino Ratio Rank
TRCSX Omega Ratio Rank: 3535
Omega Ratio Rank
TRCSX Calmar Ratio Rank: 1111
Calmar Ratio Rank
TRCSX Martin Ratio Rank: 1111
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.

TRCSX vs. CAMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Cap Index Fund (TRCSX) 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.


TRCSXCAMSXDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.82

+0.03

Sortino ratio

Return per unit of downside risk

1.36

1.27

+0.09

Omega ratio

Gain probability vs. loss probability

1.17

1.17

+0.01

Calmar ratio

Return relative to maximum drawdown

0.27

1.24

-0.97

Martin ratio

Return relative to average drawdown

0.87

4.03

-3.16

TRCSX vs. CAMSX - Sharpe Ratio Comparison

The current TRCSX Sharpe Ratio is 0.86, which is comparable to the CAMSX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of TRCSX 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


TRCSXCAMSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.82

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.39

-0.23

Correlation

The correlation between TRCSX and CAMSX is 0.88, 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

TRCSX vs. CAMSX - Dividend Comparison

TRCSX's dividend yield for the trailing twelve months is around 2.45%, less than CAMSX's 10.47% yield.


TTM20252024202320222021202020192018201720162015
TRCSX
T. Rowe Price Small-Cap Index Fund
2.45%2.39%3.18%1.27%1.58%1.69%0.00%0.00%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

TRCSX vs. CAMSX - Drawdown Comparison

The maximum TRCSX drawdown since its inception was -31.94%, smaller than the maximum CAMSX drawdown of -58.43%. Use the drawdown chart below to compare losses from any high point for TRCSX and CAMSX.


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Drawdown Indicators


TRCSXCAMSXDifference

Max Drawdown

Largest peak-to-trough decline

-31.94%

-58.43%

+26.49%

Max Drawdown (1Y)

Largest decline over 1 year

-14.23%

-11.67%

-2.56%

Max Drawdown (5Y)

Largest decline over 5 years

-22.14%

Max Drawdown (10Y)

Largest decline over 10 years

-41.99%

Current Drawdown

Current decline from peak

-10.96%

-10.44%

-0.52%

Average Drawdown

Average peak-to-trough decline

-13.95%

-8.90%

-5.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.32%

3.60%

+3.72%

Volatility

TRCSX vs. CAMSX - Volatility Comparison

T. Rowe Price Small-Cap Index Fund (TRCSX) has a higher volatility of 6.65% compared to Cambiar Small Cap Fund (CAMSX) at 5.87%. This indicates that TRCSX'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


TRCSXCAMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

5.87%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

14.43%

12.42%

+2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

25.77%

20.10%

+5.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.20%

18.66%

+4.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.20%

20.73%

+2.47%