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Columbia Small Cap Value Fund I (CSMIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS19765N5914
CUSIP19765N591
IssuerColumbia Threadneedle
Inception DateJul 25, 1986
CategorySmall Cap Value Equities
Min. Investment$2,000
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Value

Expense Ratio

CSMIX has a high expense ratio of 1.26%, indicating higher-than-average management fees.


Expense ratio chart for CSMIX: current value at 1.26% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.26%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Columbia Small Cap Value Fund I

Popular comparisons: CSMIX vs. FXAIX, CSMIX vs. ABYSX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Columbia Small Cap Value Fund I, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


1,400.00%1,600.00%1,800.00%2,000.00%2,200.00%FebruaryMarchAprilMayJuneJuly
1,510.78%
2,117.88%
CSMIX (Columbia Small Cap Value Fund I)
Benchmark (^GSPC)

S&P 500

Returns By Period

Columbia Small Cap Value Fund I had a return of 4.67% year-to-date (YTD) and 12.91% in the last 12 months. Over the past 10 years, Columbia Small Cap Value Fund I had an annualized return of 8.46%, while the S&P 500 had an annualized return of 10.77%, indicating that Columbia Small Cap Value Fund I did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date4.67%15.41%
1 month7.22%0.33%
6 months9.77%13.74%
1 year12.91%21.39%
5 years (annualized)11.91%13.11%
10 years (annualized)8.46%10.77%

Monthly Returns

The table below presents the monthly returns of CSMIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.16%2.97%5.30%-6.52%5.63%-3.46%4.67%
202310.92%-1.89%-6.59%-1.98%-2.08%10.32%6.61%-2.34%-5.73%-5.90%8.79%12.29%21.42%
2022-4.10%2.31%0.09%-6.66%1.66%-10.07%9.84%-2.45%-9.66%12.05%4.47%-4.03%-8.87%
20212.60%12.90%5.38%2.79%3.53%-2.49%-2.74%2.23%-1.09%3.27%-3.47%3.84%28.95%
2020-6.66%-10.35%-23.58%14.81%4.02%3.28%0.42%6.59%-4.27%4.03%19.22%7.59%7.82%
201912.65%3.81%-3.89%3.53%-9.94%7.51%0.29%-7.97%6.46%1.39%3.12%4.55%21.01%
20180.89%-5.45%0.35%1.72%5.18%0.98%0.90%2.04%-3.79%-9.71%1.14%-12.37%-18.03%
20170.00%1.26%-0.26%-0.19%-2.67%4.56%2.00%-2.23%7.99%0.63%3.22%-0.85%13.78%
2016-7.28%0.70%10.04%3.02%0.61%-2.47%6.19%4.02%1.05%-4.48%14.39%4.23%32.02%
2015-4.82%6.15%1.71%-1.10%-0.33%1.31%-2.99%-3.16%-4.80%7.31%1.97%-6.79%-6.39%
2014-4.00%4.38%2.05%-1.23%0.44%4.11%-6.29%4.95%-6.55%4.60%-1.11%2.57%2.98%
20135.44%0.87%3.65%-0.24%3.99%-0.08%6.66%-3.60%5.19%2.77%3.02%2.34%33.89%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CSMIX is 24, indicating that it is in the bottom 24% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of CSMIX is 2424
CSMIX (Columbia Small Cap Value Fund I)
The Sharpe Ratio Rank of CSMIX is 1515Sharpe Ratio Rank
The Sortino Ratio Rank of CSMIX is 1717Sortino Ratio Rank
The Omega Ratio Rank of CSMIX is 1515Omega Ratio Rank
The Calmar Ratio Rank of CSMIX is 5151Calmar Ratio Rank
The Martin Ratio Rank of CSMIX is 2323Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Columbia Small Cap Value Fund I (CSMIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CSMIX
Sharpe ratio
The chart of Sharpe ratio for CSMIX, currently valued at 0.62, compared to the broader market-1.000.001.002.003.004.005.000.62
Sortino ratio
The chart of Sortino ratio for CSMIX, currently valued at 1.05, compared to the broader market0.005.0010.001.05
Omega ratio
The chart of Omega ratio for CSMIX, currently valued at 1.12, compared to the broader market1.002.003.004.001.12
Calmar ratio
The chart of Calmar ratio for CSMIX, currently valued at 0.78, compared to the broader market0.005.0010.0015.0020.000.78
Martin ratio
The chart of Martin ratio for CSMIX, currently valued at 2.14, compared to the broader market0.0020.0040.0060.0080.00100.002.14
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.005.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market0.005.0010.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market1.002.003.004.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0020.0040.0060.0080.00100.006.82

Sharpe Ratio

The current Columbia Small Cap Value Fund I Sharpe ratio is 0.62. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Columbia Small Cap Value Fund I with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.62
1.82
CSMIX (Columbia Small Cap Value Fund I)
Benchmark (^GSPC)

Dividends

Dividend History

Columbia Small Cap Value Fund I granted a 10.28% dividend yield in the last twelve months. The annual payout for that period amounted to $4.40 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$4.40$3.24$2.30$5.95$0.20$1.31$3.08$4.84$4.78$4.51$6.65$7.53

Dividend yield

10.28%7.57%6.02%13.34%0.50%3.58%9.79%11.57%11.58%12.73%15.70%15.78%

Monthly Dividends

The table displays the monthly dividend distributions for Columbia Small Cap Value Fund I. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$1.86$0.00$1.86
2023$0.00$0.00$0.00$0.00$0.00$0.69$0.00$0.00$0.00$0.00$0.00$2.54$3.24
2022$0.00$0.00$0.00$0.00$0.00$2.17$0.00$0.00$0.00$0.00$0.00$0.13$2.30
2021$0.00$0.00$0.00$0.00$0.00$1.89$0.00$0.00$0.00$0.00$0.00$4.07$5.95
2020$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$0.15$0.20
2019$0.00$0.00$0.00$0.00$0.00$1.03$0.00$0.00$0.00$0.00$0.00$0.28$1.31
2018$0.00$0.00$0.00$0.00$0.00$0.96$0.00$0.00$0.00$0.00$0.00$2.12$3.08
2017$0.00$0.00$0.00$0.00$0.00$2.80$0.00$0.00$0.00$0.00$0.00$2.04$4.84
2016$0.00$0.00$0.00$0.00$0.00$2.34$0.00$0.00$0.00$0.00$0.00$2.44$4.78
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.51$0.00$4.51
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.65$6.65
2013$7.53$7.53

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-3.04%
-2.86%
CSMIX (Columbia Small Cap Value Fund I)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Columbia Small Cap Value Fund I. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Columbia Small Cap Value Fund I was 56.91%, occurring on Mar 9, 2009. Recovery took 452 trading sessions.

The current Columbia Small Cap Value Fund I drawdown is 3.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.91%Jul 13, 2007416Mar 9, 2009452Dec 21, 2010868
-48.21%Jul 10, 2018429Mar 23, 2020194Dec 28, 2020623
-42.59%Apr 22, 1998122Oct 8, 1998667May 17, 2001789
-39.01%Aug 24, 198748Oct 28, 1987504Oct 3, 1989552
-37.39%Apr 17, 2002227Mar 12, 2003215Jan 20, 2004442

Volatility

Volatility Chart

The current Columbia Small Cap Value Fund I volatility is 6.13%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%FebruaryMarchAprilMayJuneJuly
6.13%
2.76%
CSMIX (Columbia Small Cap Value Fund I)
Benchmark (^GSPC)