ABYSX vs. CSMIX
Compare and contrast key facts about AB Discovery Value Fund (ABYSX) and Columbia Small Cap Value Fund I (CSMIX).
ABYSX is managed by AllianceBernstein. It was launched on Mar 29, 2001. CSMIX is managed by Columbia Threadneedle. It was launched on Jul 25, 1986.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ABYSX or CSMIX.
Key characteristics
| ABYSX | CSMIX | |
|---|---|---|
| YTD Return | 9.77% | 5.74% |
| 1Y Return | 19.10% | 14.59% |
| 3Y Return (Ann) | 4.47% | 6.22% |
| 5Y Return (Ann) | 11.10% | 13.64% |
| 10Y Return (Ann) | 7.57% | 8.43% |
| Sharpe Ratio | 0.93 | 0.69 |
| Daily Std Dev | 20.22% | 20.86% |
| Max Drawdown | -60.01% | -56.91% |
| Current Drawdown | -0.61% | -2.50% |
Correlation
The correlation between ABYSX and CSMIX 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.
Performance
ABYSX vs. CSMIX - Performance Comparison
In the year-to-date period, ABYSX achieves a 9.77% return, which is significantly higher than CSMIX's 5.74% return. Over the past 10 years, ABYSX has underperformed CSMIX with an annualized return of 7.57%, while CSMIX has yielded a comparatively higher 8.43% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ABYSX vs. CSMIX - Expense Ratio Comparison
ABYSX has a 0.83% expense ratio, which is lower than CSMIX's 1.26% expense ratio.
Risk-Adjusted Performance
ABYSX vs. CSMIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Discovery Value Fund (ABYSX) and Columbia Small Cap Value Fund I (CSMIX). 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.
Dividends
ABYSX vs. CSMIX - Dividend Comparison
ABYSX's dividend yield for the trailing twelve months is around 6.18%, less than CSMIX's 10.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABYSX AB Discovery Value Fund | 6.18% | 6.79% | 7.61% | 9.48% | 0.77% | 4.15% | 12.31% | 6.54% | 3.67% | 6.50% | 14.30% | 9.75% |
CSMIX Columbia Small Cap Value Fund I | 10.18% | 7.57% | 6.02% | 13.34% | 0.50% | 3.58% | 9.79% | 11.57% | 11.58% | 12.73% | 15.70% | 15.78% |
Drawdowns
ABYSX vs. CSMIX - Drawdown Comparison
The maximum ABYSX drawdown since its inception was -60.01%, which is greater than CSMIX's maximum drawdown of -56.91%. Use the drawdown chart below to compare losses from any high point for ABYSX and CSMIX. For additional features, visit the drawdowns tool.
Volatility
ABYSX vs. CSMIX - Volatility Comparison
The current volatility for AB Discovery Value Fund (ABYSX) is 7.19%, while Columbia Small Cap Value Fund I (CSMIX) has a volatility of 7.71%. This indicates that ABYSX experiences smaller price fluctuations and is considered to be less risky than CSMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.