CLSPX vs. FAMVX

Last updated Apr 1, 2026

Compare and contrast key facts about Columbia Select Mid Cap Growth Fund (CLSPX) and FAM Value Fund (FAMVX).

CLSPX is managed by Columbia. It was launched on Nov 20, 1985. FAMVX is managed by FAM. It was launched on Jan 2, 1987.

Performance

CLSPX vs. FAMVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Select Mid Cap Growth Fund (CLSPX) and FAM Value Fund (FAMVX). The values are adjusted to include any dividend payments, if applicable.

CLSPX vs. FAMVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CLSPX Columbia Select Mid Cap Growth Fund	-7.47%	15.16%	23.97%	25.25%	-31.25%	16.39%	35.43%	35.25%	-5.22%	22.86%
FAMVX FAM Value Fund	-3.79%	4.90%	15.51%	16.09%	-14.06%	25.65%	6.81%	30.31%	-6.15%	17.34%

Returns By Period

In the year-to-date period, CLSPX achieves a -7.47% return, which is significantly lower than FAMVX's -3.79% return. Over the past 10 years, CLSPX has outperformed FAMVX with an annualized return of 11.32%, while FAMVX has yielded a comparatively lower 9.45% annualized return.

CLSPX

• 1D: -2.02%
• 1M: -11.48%
• YTD: -7.47%
• 6M: -10.69%
• 1Y: 18.53%
• 3Y*: 14.17%
• 5Y*: 5.24%
• 10Y*: 11.32%

FAMVX

• 1D: -0.15%
• 1M: -9.42%
• YTD: -3.79%
• 6M: -4.93%
• 1Y: 2.02%
• 3Y*: 9.63%
• 5Y*: 6.04%
• 10Y*: 9.45%

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

CLSPX vs. FAMVX - Expense Ratio Comparison

CLSPX has a 0.86% expense ratio, which is lower than FAMVX's 1.19% expense ratio.

FAMVX

FAM Value Fund

CLSPX

Columbia Select Mid Cap Growth Fund

Return for Risk

CLSPX vs. FAMVX — Risk / Return Rank

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

CLSPX

CLSPX Risk / Return Rank: 35
CLSPX Sharpe Ratio Rank: 31
CLSPX Sortino Ratio Rank: 33
CLSPX Omega Ratio Rank: 30
CLSPX Calmar Ratio Rank: 45
CLSPX Martin Ratio Rank: 36

FAMVX

FAMVX Risk / Return Rank: 8
FAMVX Sharpe Ratio Rank: 8
FAMVX Sortino Ratio Rank: 8
FAMVX Omega Ratio Rank: 8
FAMVX Calmar Ratio Rank: 8
FAMVX Martin Ratio Rank: 8

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.

CLSPX vs. FAMVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Mid Cap Growth Fund (CLSPX) and FAM Value Fund (FAMVX). 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.

	CLSPX	FAMVX	Difference
Sharpe ratio Return per unit of total volatility	0.71	0.15	+0.56
Sortino ratio Return per unit of downside risk	1.13	0.35	+0.78
Omega ratio Gain probability vs. loss probability	1.15	1.05	+0.11
Calmar ratio Return relative to maximum drawdown	1.13	0.10	+1.03
Martin ratio Return relative to average drawdown	3.80	0.34	+3.45
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CLSPX vs. FAMVX - Sharpe Ratio Comparison

The current CLSPX Sharpe Ratio is 0.71, which is higher than the FAMVX Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of CLSPX and FAMVX, 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

	CLSPX	FAMVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.71	0.15	+0.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.21	0.36	-0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	0.52	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.57	-0.16

Correlation

The correlation between CLSPX and FAMVX is 0.79, 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

CLSPX vs. FAMVX - Dividend Comparison

CLSPX's dividend yield for the trailing twelve months is around 12.96%, more than FAMVX's 5.09% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CLSPX Columbia Select Mid Cap Growth Fund	12.96%	11.99%	12.87%	0.00%	0.00%	21.10%	15.38%	8.30%	26.41%	13.16%	6.15%	17.11%
FAMVX FAM Value Fund	5.09%	4.90%	6.28%	5.01%	3.67%	4.99%	3.69%	6.80%	4.09%	5.06%	5.21%	9.06%

Drawdowns

CLSPX vs. FAMVX - Drawdown Comparison

The maximum CLSPX drawdown since its inception was -68.54%, which is greater than FAMVX's maximum drawdown of -51.12%. Use the drawdown chart below to compare losses from any high point for CLSPX and FAMVX.

Drawdown Indicators

	CLSPX	FAMVX	Difference
Max Drawdown Largest peak-to-trough decline	-68.54%	-51.12%	-17.42%
Max Drawdown (1Y) Largest decline over 1 year	-13.64%	-11.38%	-2.26%
Max Drawdown (5Y) Largest decline over 5 years	-43.35%	-22.77%	-20.58%
Max Drawdown (10Y) Largest decline over 10 years	-43.35%	-37.73%	-5.62%
Current Drawdown Current decline from peak	-13.64%	-9.47%	-4.17%
Average Drawdown Average peak-to-trough decline	-16.30%	-6.45%	-9.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.07%	3.22%	+0.85%

Volatility

CLSPX vs. FAMVX - Volatility Comparison

Columbia Select Mid Cap Growth Fund (CLSPX) has a higher volatility of 8.39% compared to FAM Value Fund (FAMVX) at 4.62%. This indicates that CLSPX's price experiences larger fluctuations and is considered to be riskier than FAMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CLSPX	FAMVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.39%	4.62%	+3.77%
Volatility (6M) Calculated over the trailing 6-month period	16.39%	9.88%	+6.51%
Volatility (1Y) Calculated over the trailing 1-year period	25.56%	17.77%	+7.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.87%	17.05%	+7.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.64%	18.13%	+4.51%