CSMDX vs. SIVIX
Compare and contrast key facts about Copeland SMID Cap Dividend Growth Fund (CSMDX) and State Street Institutional Small-Cap Equity Fund (SIVIX).
CSMDX is managed by Copeland Funds. It was launched on Feb 27, 2017. SIVIX is managed by State Street. It was launched on Aug 3, 1998.
Performance
CSMDX vs. SIVIX - Performance Comparison
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CSMDX vs. SIVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSMDX Copeland SMID Cap Dividend Growth Fund | 1.51% | 2.72% | 2.24% | 18.89% | -14.89% | 22.60% | 8.29% | 29.90% | -5.20% | 10.44% |
SIVIX State Street Institutional Small-Cap Equity Fund | -3.53% | 0.64% | 10.83% | 14.23% | -14.99% | 21.48% | 15.19% | 26.69% | -10.13% | 8.84% |
Returns By Period
In the year-to-date period, CSMDX achieves a 1.51% return, which is significantly higher than SIVIX's -3.53% return.
CSMDX
- 1D
- -0.39%
- 1M
- -8.78%
- YTD
- 1.51%
- 6M
- 1.88%
- 1Y
- 9.49%
- 3Y*
- 5.94%
- 5Y*
- 3.80%
- 10Y*
- —
SIVIX
- 1D
- -0.63%
- 1M
- -8.80%
- YTD
- -3.53%
- 6M
- -3.97%
- 1Y
- 5.91%
- 3Y*
- 5.96%
- 5Y*
- 2.39%
- 10Y*
- 8.69%
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CSMDX vs. SIVIX - Expense Ratio Comparison
CSMDX has a 0.95% expense ratio, which is higher than SIVIX's 0.75% expense ratio.
Return for Risk
CSMDX vs. SIVIX — Risk / Return Rank
CSMDX
SIVIX
CSMDX vs. SIVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Copeland SMID Cap Dividend Growth Fund (CSMDX) and State Street Institutional Small-Cap Equity Fund (SIVIX). 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.
| CSMDX | SIVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.51 | 0.26 | +0.25 |
Sortino ratioReturn per unit of downside risk | 0.89 | 0.54 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.07 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.58 | 0.26 | +0.32 |
Martin ratioReturn relative to average drawdown | 2.19 | 0.89 | +1.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSMDX | SIVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 0.26 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.12 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.41 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.41 | -0.01 |
Correlation
The correlation between CSMDX and SIVIX is 0.94, 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
CSMDX vs. SIVIX - Dividend Comparison
CSMDX's dividend yield for the trailing twelve months is around 3.09%, less than SIVIX's 18.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSMDX Copeland SMID Cap Dividend Growth Fund | 3.09% | 3.14% | 1.33% | 0.81% | 4.07% | 6.67% | 0.38% | 2.61% | 4.40% | 0.13% | 0.00% | 0.00% |
SIVIX State Street Institutional Small-Cap Equity Fund | 18.23% | 17.59% | 10.99% | 7.77% | 4.87% | 16.56% | 3.16% | 6.27% | 19.92% | 9.35% | 3.38% | 13.07% |
Drawdowns
CSMDX vs. SIVIX - Drawdown Comparison
The maximum CSMDX drawdown since its inception was -37.28%, smaller than the maximum SIVIX drawdown of -56.52%. Use the drawdown chart below to compare losses from any high point for CSMDX and SIVIX.
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Drawdown Indicators
| CSMDX | SIVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.28% | -56.52% | +19.24% |
Max Drawdown (1Y)Largest decline over 1 year | -13.33% | -13.88% | +0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -24.60% | -26.51% | +1.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.92% | — |
Current DrawdownCurrent decline from peak | -9.20% | -10.92% | +1.72% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -8.87% | +3.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 3.98% | -0.46% |
Volatility
CSMDX vs. SIVIX - Volatility Comparison
The current volatility for Copeland SMID Cap Dividend Growth Fund (CSMDX) is 4.58%, while State Street Institutional Small-Cap Equity Fund (SIVIX) has a volatility of 5.42%. This indicates that CSMDX experiences smaller price fluctuations and is considered to be less risky than SIVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSMDX | SIVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 5.42% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 10.22% | 12.13% | -1.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.31% | 21.99% | -2.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.12% | 20.30% | -2.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.25% | 21.09% | -1.84% |