CDDYX vs. IUSV

Last updated Apr 2, 2026

Compare and contrast key facts about Columbia Dividend Income Fund Institutional 3 Class (CDDYX) and iShares Core S&P U.S. Value ETF (IUSV).

CDDYX is managed by Columbia. It was launched on Nov 8, 2012. IUSV is a passively managed fund by iShares that tracks the performance of the S&P 900 Value Index. It was launched on Jul 24, 2000.

Performance

CDDYX vs. IUSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Dividend Income Fund Institutional 3 Class (CDDYX) and iShares Core S&P U.S. Value ETF (IUSV). The values are adjusted to include any dividend payments, if applicable.

CDDYX vs. IUSV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CDDYX Columbia Dividend Income Fund Institutional 3 Class	3.28%	15.95%	15.17%	10.65%	-4.84%	26.43%	7.92%	28.74%	-4.27%	20.34%
IUSV iShares Core S&P U.S. Value ETF	0.24%	12.85%	12.18%	21.73%	-5.40%	25.22%	1.56%	31.47%	-9.21%	15.09%

Returns By Period

In the year-to-date period, CDDYX achieves a 3.28% return, which is significantly higher than IUSV's 0.24% return. Over the past 10 years, CDDYX has outperformed IUSV with an annualized return of 12.31%, while IUSV has yielded a comparatively lower 11.61% annualized return.

CDDYX

• 1D: 1.60%
• 1M: -3.90%
• YTD: 3.28%
• 6M: 5.98%
• 1Y: 16.96%
• 3Y*: 15.18%
• 5Y*: 10.80%
• 10Y*: 12.31%

IUSV

• 1D: 0.14%
• 1M: -4.43%
• YTD: 0.24%
• 6M: 3.09%
• 1Y: 13.16%
• 3Y*: 13.74%
• 5Y*: 10.28%
• 10Y*: 11.61%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CDDYX vs. IUSV - Expense Ratio Comparison

CDDYX has a 0.55% expense ratio, which is higher than IUSV's 0.04% expense ratio.

CDDYX

Columbia Dividend Income Fund Institutional 3 Class

IUSV

iShares Core S&P U.S. Value ETF

Return for Risk

CDDYX vs. IUSV — Risk / Return Rank

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

CDDYX

CDDYX Risk / Return Rank: 72
CDDYX Sharpe Ratio Rank: 67
CDDYX Sortino Ratio Rank: 67
CDDYX Omega Ratio Rank: 70
CDDYX Calmar Ratio Rank: 73
CDDYX Martin Ratio Rank: 81

IUSV

IUSV Risk / Return Rank: 45
IUSV Sharpe Ratio Rank: 43
IUSV Sortino Ratio Rank: 43
IUSV Omega Ratio Rank: 47
IUSV Calmar Ratio Rank: 40
IUSV Martin Ratio Rank: 50

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.

CDDYX vs. IUSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Income Fund Institutional 3 Class (CDDYX) and iShares Core S&P U.S. Value ETF (IUSV). 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.

	CDDYX	IUSV	Difference
Sharpe ratio Return per unit of total volatility	1.23	0.84	+0.39
Sortino ratio Return per unit of downside risk	1.75	1.27	+0.48
Omega ratio Gain probability vs. loss probability	1.27	1.19	+0.08
Calmar ratio Return relative to maximum drawdown	1.78	1.07	+0.71
Martin ratio Return relative to average drawdown	8.25	4.98	+3.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CDDYX vs. IUSV - Sharpe Ratio Comparison

The current CDDYX Sharpe Ratio is 1.23, which is higher than the IUSV Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of CDDYX and IUSV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CDDYX	IUSV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.23	0.84	+0.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.82	0.71	+0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.79	0.68	+0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	0.59	+0.27

Correlation

The correlation between CDDYX and IUSV is 0.93, 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

CDDYX vs. IUSV - Dividend Comparison

CDDYX's dividend yield for the trailing twelve months is around 5.21%, more than IUSV's 1.80% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CDDYX Columbia Dividend Income Fund Institutional 3 Class	5.21%	5.33%	5.99%	4.96%	3.90%	2.93%	1.85%	3.28%	7.65%	4.03%	3.84%	8.35%
IUSV iShares Core S&P U.S. Value ETF	1.80%	1.78%	2.15%	1.75%	2.22%	1.87%	2.40%	2.19%	2.67%	1.93%	4.44%	7.63%

Drawdowns

CDDYX vs. IUSV - Drawdown Comparison

The maximum CDDYX drawdown since its inception was -32.74%, smaller than the maximum IUSV drawdown of -56.88%. Use the drawdown chart below to compare losses from any high point for CDDYX and IUSV.

Drawdown Indicators

	CDDYX	IUSV	Difference
Max Drawdown Largest peak-to-trough decline	-32.74%	-56.88%	+24.14%
Max Drawdown (1Y) Largest decline over 1 year	-10.17%	-12.13%	+1.96%
Max Drawdown (5Y) Largest decline over 5 years	-16.91%	-17.95%	+1.04%
Max Drawdown (10Y) Largest decline over 10 years	-32.74%	-37.54%	+4.80%
Current Drawdown Current decline from peak	-3.95%	-4.51%	+0.56%
Average Drawdown Average peak-to-trough decline	-2.79%	-6.33%	+3.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.19%	2.61%	-0.42%

Volatility

CDDYX vs. IUSV - Volatility Comparison

The current volatility for Columbia Dividend Income Fund Institutional 3 Class (CDDYX) is 3.45%, while iShares Core S&P U.S. Value ETF (IUSV) has a volatility of 3.86%. This indicates that CDDYX experiences smaller price fluctuations and is considered to be less risky than IUSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CDDYX	IUSV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.45%	3.86%	-0.41%
Volatility (6M) Calculated over the trailing 6-month period	7.00%	7.79%	-0.79%
Volatility (1Y) Calculated over the trailing 1-year period	13.67%	15.67%	-2.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.31%	14.60%	-1.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.68%	17.08%	-1.40%