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VY Columbia Small Cap Value II Portfolio (ICISX) Sharpe Ratio: 2.70

Mutual Fund · Currency in USD · Last updated Jun 27, 2026

The investment seeks long-term growth of capital. Under normal market conditions, the Portfolio invests at least 80% of its net assets (plus borrowings for investment purposes) in equity securities of companies that have market capitalizations in the range of the companies within the Russell 2000 Value Index (which measures the performance of the small-cap value segment of the U.S. equity universe), at the time of purchase, that the sub-adviser ("Sub-Adviser") believes are undervalued and have the potential for long-term growth.

ICISX's Sharpe Ratio of 2.70 indicates that for each unit of volatility, it generates 2.70 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 27, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

ICISX Sharpe Ratio Rank

ICISX Sharpe Ratio Rank: 91.992
Exceptional

ICISX ranks above 91.9% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

ICISX Sharpe Ratio Market Positioning

The chart shows ICISX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.20 or lower
  • Yellow zone (middle 50%): 1.20 to 2.14
  • Green zone (top 25%): 2.14 or higher
  • Top 1%: 4.00+
  • Median: 1.74 — half of all investments score higher

How it compares to other similar mutual funds

The table compares VY Columbia Small Cap Value II Portfolio's Sharpe Ratio with other mutual funds in the Small Cap Value Equities category across multiple time periods, showing how ICISX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 27, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
MMEYXVictory Integrity Discovery Fund2.88
TSLTXTransamerica Small Cap Value2.87
WSCVXWalthausen Small Cap Value Fund2.84
AVALXAegis Value Fund2.76
FESCXFirst Eagle Small Cap Opportunity Fund2.75
ICISXVY Columbia Small Cap Value II Portfolio2.70
VSCAXInvesco Small Cap Value Fund2.68
BSCMXBrandes Small Cap Value Fund2.61
GSITXGoldman Sachs Small Cap Value Insights Fund2.58
TASVXPGIM Quant Solutions Small-Cap Value Fund2.58

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows ICISX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when ICISX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does ICISX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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