CSMIX vs. TASCX
CSMIX (Columbia Small Cap Value Fund I) and TASCX (Third Avenue Small Cap Value Fund) are both Small Cap Value Equities funds. Over the past 10 years, CSMIX returned 11.39%/yr vs 10.94%/yr for TASCX. Their correlation of 0.88 means they have usually moved in the same direction. CSMIX charges 1.26%/yr vs 1.15%/yr for TASCX.
Performance
CSMIX vs. TASCX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CSMIX achieves a 13.05% return, which is significantly lower than TASCX's 22.73% return. Both investments have delivered pretty close results over the past 10 years, with CSMIX having a 11.39% annualized return and TASCX not far behind at 10.94%.
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%
TASCX
- 1D
- -0.16%
- 1M
- 0.92%
- 6M
- 17.49%
- YTD
- 22.73%
- 1Y
- 37.93%
- 3Y*
- 15.38%
- 5Y*
- 13.00%
- 10Y*
- 10.94%
- ALL TIME*
- 9.59%
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. TASCX - 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% |
TASCX Third Avenue Small Cap Value Fund | 22.73% | 14.79% | 3.04% | 22.49% | -1.87% | 25.92% | -2.96% | 22.92% | -12.55% | 8.89% |
Correlation
The correlation between CSMIX and TASCX is 0.80, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.80 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 1997 | 0.88 |
The correlation between CSMIX and TASCX has been stable across timeframes, ranging from 0.79 to 0.88 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CSMIX vs. TASCX — Risk / Return Rank
CSMIX
TASCX
CSMIX vs. TASCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Small Cap Value Fund I (CSMIX) and Third Avenue Small Cap Value Fund (TASCX). 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 | TASCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.46 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.47 | 5.69 | -3.23 |
| Martin ratioReturn relative to average drawdown | 8.40 | 18.55 | -10.15 |
Loading charts...
Drawdowns
CSMIX vs. TASCX - Drawdown Comparison
The maximum CSMIX drawdown since its inception was -53.37%, smaller than the maximum TASCX drawdown of -58.55%. Use the drawdown chart below to compare losses from any high point for CSMIX and TASCX.
Loading charts...
Drawdown Indicators
| CSMIX | TASCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.37% | -58.55% | +5.18% |
Max Drawdown (1Y)Largest decline over 1 year | -11.94% | -6.29% | -5.65% |
Max Drawdown (3Y)Largest decline over 3 years | -25.98% | -30.26% | +4.28% |
Max Drawdown (5Y)Largest decline over 5 years | -25.98% | -30.26% | +4.28% |
Max Drawdown (10Y)Largest decline over 10 years | -48.42% | -40.45% | -7.97% |
Current DrawdownCurrent decline from peak | -3.18% | -2.28% | -0.90% |
Average DrawdownAverage peak-to-trough decline | -8.90% | -8.57% | -0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 1.93% | +1.62% |
Volatility
CSMIX vs. TASCX - Volatility Comparison
Columbia Small Cap Value Fund I (CSMIX) has a higher volatility of 3.62% compared to Third Avenue Small Cap Value Fund (TASCX) at 2.88%. This indicates that CSMIX's price experiences larger fluctuations and is considered to be riskier than TASCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CSMIX | TASCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.62% | 2.88% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 13.48% | 8.80% | +4.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.76% | 14.05% | +4.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.51% | 25.26% | -3.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.92% | 24.05% | -0.13% |
CSMIX vs. TASCX - Expense Ratio Comparison
CSMIX has a 1.26% expense ratio, which is higher than TASCX's 1.15% expense ratio.
Dividends
CSMIX vs. TASCX - Dividend Comparison
CSMIX's dividend yield for the trailing twelve months is around 9.78%, more than TASCX's 3.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TASCX Third Avenue Small Cap Value Fund | 3.08% | 3.78% | 11.87% | 14.38% | 5.40% | 8.55% | 1.50% | 7.75% | 12.67% | 13.61% | 9.15% | 14.70% |
Frequently Asked Questions
CSMIX and TASCX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CSMIX has higher volatility (3.62%) compared to TASCX (2.88%). In terms of maximum drawdown, CSMIX dropped -53.37% vs TASCX's -58.55%.
TASCX currently has the higher Sharpe Ratio (2.56 vs 1.58), 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.
Find the right allocation for CSMIX and TASCX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer