CSMIX vs. ABYSX
Compare and contrast key facts about Columbia Small Cap Value Fund I (CSMIX) and AB Discovery Value Fund (ABYSX).
CSMIX is managed by Columbia Threadneedle. It was launched on Jul 25, 1986. ABYSX is managed by AllianceBernstein. It was launched on Mar 29, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSMIX or ABYSX.
Key characteristics
| CSMIX | ABYSX | |
|---|---|---|
| YTD Return | 5.06% | 8.33% |
| 1Y Return | 18.84% | 22.03% |
| 3Y Return (Ann) | 6.78% | 5.09% |
| 5Y Return (Ann) | 11.75% | 9.63% |
| 10Y Return (Ann) | 8.66% | 7.64% |
| Sharpe Ratio | 0.88 | 1.07 |
| Daily Std Dev | 20.99% | 20.36% |
| Max Drawdown | -56.91% | -60.01% |
| Current Drawdown | -3.13% | -1.92% |
Correlation
The correlation between CSMIX and ABYSX is 0.95, 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.
Performance
CSMIX vs. ABYSX - Performance Comparison
In the year-to-date period, CSMIX achieves a 5.06% return, which is significantly lower than ABYSX's 8.33% return. Over the past 10 years, CSMIX has outperformed ABYSX with an annualized return of 8.66%, while ABYSX has yielded a comparatively lower 7.64% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CSMIX vs. ABYSX - Expense Ratio Comparison
CSMIX has a 1.26% expense ratio, which is higher than ABYSX's 0.83% expense ratio.
Risk-Adjusted Performance
CSMIX vs. ABYSX - Risk-Adjusted Performance 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.
Dividends
CSMIX vs. ABYSX - Dividend Comparison
CSMIX's dividend yield for the trailing twelve months is around 10.24%, more than ABYSX's 6.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSMIX Columbia Small Cap Value Fund I | 10.24% | 7.57% | 6.02% | 13.34% | 0.50% | 3.58% | 9.79% | 11.57% | 11.58% | 12.73% | 15.70% | 15.78% |
ABYSX AB Discovery Value Fund | 6.27% | 6.79% | 7.61% | 9.48% | 0.77% | 4.15% | 12.31% | 6.54% | 3.67% | 6.50% | 14.30% | 9.75% |
Drawdowns
CSMIX vs. ABYSX - Drawdown Comparison
The maximum CSMIX drawdown since its inception was -56.91%, 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. For additional features, visit the drawdowns tool.
Volatility
CSMIX vs. ABYSX - Volatility Comparison
Columbia Small Cap Value Fund I (CSMIX) has a higher volatility of 6.07% compared to AB Discovery Value Fund (ABYSX) at 5.64%. This indicates that CSMIX's price experiences larger fluctuations and is considered to be riskier than ABYSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.