CSMIX vs. ABYSX
CSMIX (Columbia Small Cap Value Fund I) and ABYSX (AB Discovery Value Fund) are both Small Cap Value Equities funds. Over the past 10 years, CSMIX returned 11.39%/yr vs 9.20%/yr for ABYSX. Their correlation of 0.94 means they have usually moved in the same direction. CSMIX charges 1.26%/yr vs 0.83%/yr for ABYSX.
Performance
CSMIX vs. ABYSX - Performance Comparison
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Returns By Period
In the year-to-date period, CSMIX achieves a 13.05% return, which is significantly lower than ABYSX's 18.36% return. Over the past 10 years, CSMIX has outperformed ABYSX with an annualized return of 11.39%, while ABYSX has yielded a comparatively lower 9.20% annualized return.
CSMIX
- 1D
- -0.24%
- 1M
- 0.20%
- 6M
- 7.52%
- YTD
- 13.05%
- 1Y
- 32.80%
- 3Y*
- 14.23%
- 5Y*
- 10.28%
- 10Y*
- 11.39%
- ALL TIME*
- 10.24%
ABYSX
- 1D
- -0.68%
- 1M
- -1.16%
- 6M
- 11.34%
- YTD
- 18.36%
- 1Y
- 24.39%
- 3Y*
- 11.72%
- 5Y*
- 7.25%
- 10Y*
- 9.20%
- ALL TIME*
- 10.14%
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 |
CSMIX vs. ABYSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSMIX Columbia Small Cap Value Fund I | 13.05% | 14.65% | 8.66% | 21.42% | -8.87% | 28.95% | 7.82% | 21.01% | -18.37% | 13.77% |
ABYSX AB Discovery Value Fund | 18.36% | 2.84% | 9.84% | 17.04% | -16.10% | 35.67% | 3.34% | 20.10% | -15.10% | 12.88% |
Correlation
The correlation between CSMIX and ABYSX is 0.86, 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. | 0.86 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2001 | 0.95 |
The correlation between CSMIX and ABYSX has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.
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Return for Risk
CSMIX vs. ABYSX — Risk / Return Rank
CSMIX
ABYSX
CSMIX vs. ABYSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Small Cap Value Fund I (CSMIX) and AB Discovery Value Fund (ABYSX). 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.
| CSMIX | ABYSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.24 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.47 | 2.04 | +0.43 |
| Martin ratioReturn relative to average drawdown | 8.40 | 6.63 | +1.76 |
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Drawdowns
CSMIX vs. ABYSX - Drawdown Comparison
The maximum CSMIX drawdown since its inception was -53.37%, smaller than the maximum ABYSX drawdown of -60.01%. Use the drawdown chart below to compare losses from any high point for CSMIX and ABYSX.
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Drawdown Indicators
| CSMIX | ABYSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.37% | -60.01% | +6.64% |
Max Drawdown (1Y)Largest decline over 1 year | -11.94% | -10.44% | -1.50% |
Max Drawdown (3Y)Largest decline over 3 years | -25.98% | -24.81% | -1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -25.98% | -24.81% | -1.17% |
Max Drawdown (10Y)Largest decline over 10 years | -48.42% | -48.86% | +0.44% |
Current DrawdownCurrent decline from peak | -3.18% | -2.44% | -0.74% |
Average DrawdownAverage peak-to-trough decline | -8.90% | -8.66% | -0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 3.22% | +0.33% |
Volatility
CSMIX vs. ABYSX - Volatility Comparison
The current volatility for Columbia Small Cap Value Fund I (CSMIX) is 3.62%, while AB Discovery Value Fund (ABYSX) has a volatility of 4.07%. This indicates that CSMIX experiences smaller price fluctuations and is considered to be less risky than ABYSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSMIX | ABYSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.62% | 4.07% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 13.48% | 11.48% | +2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.76% | 16.09% | +2.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.51% | 20.72% | +0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.92% | 22.79% | +1.13% |
CSMIX vs. ABYSX - Expense Ratio Comparison
CSMIX has a 1.26% expense ratio, which is higher than ABYSX's 0.83% expense ratio.
Dividends
CSMIX vs. ABYSX - Dividend Comparison
CSMIX's dividend yield for the trailing twelve months is around 9.78%, more than ABYSX's 5.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABYSX AB Discovery Value Fund | 5.07% | 6.00% | 14.12% | 6.27% | 7.61% | 9.48% | 0.77% | 4.15% | 12.31% | 6.54% | 3.67% | 6.50% |
CSMIX Columbia Small Cap Value Fund I | 9.78% | 14.23% | 6.67% | 7.57% | 6.02% | 13.34% | 0.50% | 3.58% | 9.79% | 11.56% | 11.58% | 12.73% |
Frequently Asked Questions
CSMIX and ABYSX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABYSX has higher volatility (4.07%) compared to CSMIX (3.62%). In terms of maximum drawdown, CSMIX dropped -53.37% vs ABYSX's -60.01%.
CSMIX currently has the higher Sharpe Ratio (1.58 vs 1.33), 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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