- ISIN
- US19765J7643
- Issuer
- Columbia
- Inception Date
- May 1, 2002
- Category
- Small Cap Value Equities
- Min. Investment
- $2,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
NSVAX Performance Chart
Columbia Small Cap Value Fund II (NSVAX) is up 21.4% since the beginning of the year. NSVAX is currently trading at $16 per share. Investors who bought $1,000 worth of NSVAX shares 5 years ago would now be looking at an investment worth $1,577.
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Returns By Period
Columbia Small Cap Value Fund II (NSVAX) has returned 21.35% so far this year and 40.43% over the past 12 months. Over the last ten years, NSVAX has returned 10.85% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Columbia Small Cap Value Fund II
- 1D
- 1.57%
- 1M
- 5.54%
- YTD
- 21.35%
- 6M
- 19.03%
- 1Y
- 40.43%
- 3Y*
- 16.86%
- 5Y*
- 9.54%
- 10Y*
- 10.85%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
NSVAX Monthly Returns History
Based on dividend-adjusted daily data since May 1, 2002, NSVAX's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, an investment would double in approximately 5.7 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +20.0%, while the worst month was Mar 2020 at -25.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, NSVAX closed higher 52% of trading days. The best single day was Jun 14, 2024 with a return of +13.0%, while the worst single day was Mar 16, 2020 at -14.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.99% | 2.83% | -3.44% | 8.61% | 1.38% | 4.72% | 21.35% | ||||||
| 2025 | 2.09% | -4.36% | -6.48% | -3.96% | 5.00% | 4.86% | 1.20% | 8.25% | 0.69% | -1.30% | 2.70% | 0.23% | 8.20% |
| 2024 | -4.17% | 4.29% | 4.83% | -4.61% | 4.71% | -2.57% | 9.41% | -1.16% | 0.62% | -0.25% | 9.65% | -8.32% | 11.25% |
| 2023 | 7.84% | -1.06% | -5.27% | -0.44% | -3.33% | 8.11% | 5.83% | -3.98% | -5.43% | -5.23% | 8.03% | 10.27% | 14.10% |
| 2022 | -5.73% | 2.66% | 0.53% | -7.89% | 2.34% | -9.98% | 8.54% | -3.08% | -9.52% | 11.40% | 5.39% | -6.46% | -13.70% |
| 2021 | 5.23% | 9.83% | 4.11% | 3.45% | 2.56% | -0.57% | -3.45% | 2.40% | -0.35% | 6.86% | -2.62% | 3.17% | 34.27% |
Benchmark Metrics
Columbia Small Cap Value Fund II has an annualized alpha of 2.43%, beta of 1.09, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since May 01, 2002.
- This fund captured 121.03% of S&P 500 Index gains and 109.14% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This fund generated an annualized alpha of 2.43% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.09 and R2 of 0.75, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.43%
- Beta
- 1.09
- R²
- 0.75
- Upside Capture
- 121.03%
- Downside Capture
- 109.14%
Expense Ratio
NSVAX has a high expense ratio of 1.02%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
NSVAX ranks 79 for risk / return — better than 79% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Columbia Small Cap Value Fund II (NSVAX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NSVAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.37 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.26 | 2.78 | +1.48 |
| Martin ratioReturn relative to average drawdown | 14.91 | 12.44 | +2.48 |
Dividends
Dividend History
Columbia Small Cap Value Fund II provided a 9.52% dividend yield over the last twelve months, with an annual payout of $1.54 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.54 | $2.12 | $4.23 | $1.16 | $1.02 | $2.73 | $0.14 | $0.56 | $1.96 | $1.64 | $0.93 | $1.93 |
Dividend yield | 9.52% | 15.89% | 29.38% | 6.93% | 6.46% | 13.95% | 0.83% | 3.68% | 14.97% | 9.10% | 5.23% | 12.66% |
Monthly Dividends
The table displays the monthly dividend distributions for Columbia Small Cap Value Fund II. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.58 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.54 | $2.12 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.11 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.12 | $4.23 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.66 | $1.16 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.55 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.47 | $1.02 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.84 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.88 | $2.73 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Columbia Small Cap Value Fund II. 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 II was 59.32%, occurring on Mar 9, 2009. Recovery took 485 trading sessions.
The current Columbia Small Cap Value Fund II drawdown is 0.49%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -59.32%Mar 2009 | 1y 8mo | 1y 11mo | 3y 7moJul 2007 - Feb 2011 |
COVID crash2020 | -48.33%Mar 2020 | 1y 7mo | 8mo 16d | 2y 3moAug 2018 - Dec 2020 |
2011 bear market2011 | -30.43%Oct 2011 | 5mo 4d | 1y 3mo | 1y 8moMay 2011 - Jan 2013 |
Dot-com crash2000–2002 | -28.12%Oct 2002 | 5mo 9d | 10mo 23d | 1y 3moMay 2002 - Aug 2003 |
2025 selloff2025 | -27.11%Apr 2025 | 4mo 13d | 8mo 6d | 1y 14dNov 2024 - Dec 2025 |
Drawdown Indicators
| NSVAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.32% | -56.78% | -2.54% |
Max Drawdown (1Y)Largest decline over 1 year | -9.51% | -9.10% | -0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -27.11% | -18.90% | -8.21% |
Max Drawdown (5Y)Largest decline over 5 years | -27.11% | -25.43% | -1.68% |
Max Drawdown (10Y)Largest decline over 10 years | -48.33% | -33.92% | -14.41% |
Current DrawdownCurrent decline from peak | -0.49% | -1.80% | +1.31% |
Average DrawdownAverage peak-to-trough decline | -9.72% | -10.71% | +0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 2.03% | +0.68% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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