CDDYX vs. LSVVX
CDDYX (Columbia Dividend Income Fund Institutional 3 Class) and LSVVX (LSV Conservative Value Equity Fund) are both Large Cap Value Equities funds. Over the past 10 years, CDDYX returned 12.74%/yr vs 11.26%/yr for LSVVX. Their correlation of 0.91 means they have usually moved in the same direction. CDDYX charges 0.55%/yr vs 0.35%/yr for LSVVX.
Performance
CDDYX vs. LSVVX - Performance Comparison
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Returns By Period
In the year-to-date period, CDDYX achieves a 12.30% return, which is significantly lower than LSVVX's 21.02% return. Over the past 10 years, CDDYX has outperformed LSVVX with an annualized return of 12.74%, while LSVVX has yielded a comparatively lower 11.26% annualized return.
CDDYX
- 1D
- 0.00%
- 1M
- 0.73%
- 6M
- 7.24%
- YTD
- 12.30%
- 1Y
- 22.14%
- 3Y*
- 15.50%
- 5Y*
- 11.19%
- 10Y*
- 12.74%
- ALL TIME*
- 13.11%
LSVVX
- 1D
- 0.35%
- 1M
- 3.76%
- 6M
- 15.85%
- YTD
- 21.02%
- 1Y
- 39.58%
- 3Y*
- 15.88%
- 5Y*
- 11.32%
- 10Y*
- 11.26%
- ALL TIME*
- 7.19%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CDDYX vs. LSVVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CDDYX Columbia Dividend Income Fund Institutional 3 Class | 12.30% | 15.95% | 15.17% | 10.65% | -4.84% | 26.43% | 7.92% | 28.74% | -4.27% | 20.34% |
LSVVX LSV Conservative Value Equity Fund | 21.02% | 19.63% | 3.97% | 12.19% | -4.02% | 28.57% | -3.46% | 25.29% | -11.10% | 16.18% |
Correlation
The correlation between CDDYX and LSVVX is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2012 | 0.91 |
The correlation between CDDYX and LSVVX has been stable across timeframes, ranging from 0.82 to 0.91 - a consistent structural relationship.
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Return for Risk
CDDYX vs. LSVVX — Risk / Return Rank
CDDYX
LSVVX
CDDYX vs. LSVVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Income Fund Institutional 3 Class (CDDYX) and LSV Conservative Value Equity Fund (LSVVX). 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.
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.
| CDDYX | LSVVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.62 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.91 | 6.10 | -2.18 |
| Martin ratioReturn relative to average drawdown | 14.96 | 24.16 | -9.21 |
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Drawdowns
CDDYX vs. LSVVX - Drawdown Comparison
The maximum CDDYX drawdown since its inception was -32.74%, smaller than the maximum LSVVX drawdown of -61.62%. Use the drawdown chart below to compare losses from any high point for CDDYX and LSVVX.
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Drawdown Indicators
| CDDYX | LSVVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.74% | -61.62% | +28.88% |
Max Drawdown (1Y)Largest decline over 1 year | -5.51% | -6.23% | +0.72% |
Max Drawdown (3Y)Largest decline over 3 years | -12.99% | -24.61% | +11.62% |
Max Drawdown (5Y)Largest decline over 5 years | -16.91% | -24.61% | +7.70% |
Max Drawdown (10Y)Largest decline over 10 years | -32.74% | -40.61% | +7.87% |
Current DrawdownCurrent decline from peak | -1.17% | -0.41% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -2.74% | -12.10% | +9.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 1.57% | -0.12% |
Volatility
CDDYX vs. LSVVX - Volatility Comparison
The current volatility for Columbia Dividend Income Fund Institutional 3 Class (CDDYX) is 2.41%, while LSV Conservative Value Equity Fund (LSVVX) has a volatility of 2.67%. This indicates that CDDYX experiences smaller price fluctuations and is considered to be less risky than LSVVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CDDYX | LSVVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.41% | 2.67% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 6.73% | 8.14% | -1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.20% | 11.20% | -2.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.22% | 15.84% | -2.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.66% | 18.42% | -2.76% |
CDDYX vs. LSVVX - Expense Ratio Comparison
CDDYX has a 0.55% expense ratio, which is higher than LSVVX's 0.35% expense ratio.
Dividends
CDDYX vs. LSVVX - Dividend Comparison
CDDYX's dividend yield for the trailing twelve months is around 4.79%, less than LSVVX's 11.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CDDYX Columbia Dividend Income Fund Institutional 3 Class | 4.79% | 5.33% | 5.99% | 4.96% | 3.90% | 2.93% | 1.85% | 3.28% | 7.65% | 4.03% | 3.84% | 8.35% |
LSVVX LSV Conservative Value Equity Fund | 11.31% | 13.69% | 2.45% | 6.57% | 5.41% | 3.67% | 2.40% | 21.48% | 3.91% | 1.98% | 2.37% | 2.38% |
Frequently Asked Questions
CDDYX and LSVVX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSVVX has higher volatility (2.67%) compared to CDDYX (2.41%). In terms of maximum drawdown, CDDYX dropped -32.74% vs LSVVX's -61.62%.
LSVVX currently has the higher Sharpe Ratio (3.40 vs 2.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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