CSMIX vs. XMVM
Compare and contrast key facts about Columbia Small Cap Value Fund I (CSMIX) and Invesco S&P MidCap Value with Momentum ETF (XMVM).
CSMIX is managed by Columbia. It was launched on Jul 25, 1986. XMVM is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 High Momentum Value Index. It was launched on Mar 3, 2005.
Performance
CSMIX vs. XMVM - Performance Comparison
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CSMIX vs. XMVM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSMIX Columbia Small Cap Value Fund I | -1.68% | 14.65% | 8.66% | 21.42% | -8.87% | 28.95% | 7.82% | 21.01% | -18.37% | 13.77% |
XMVM Invesco S&P MidCap Value with Momentum ETF | 2.15% | 18.46% | 11.73% | 16.31% | -8.21% | 35.15% | 5.68% | 30.38% | -9.62% | 2.79% |
Returns By Period
In the year-to-date period, CSMIX achieves a -1.68% return, which is significantly lower than XMVM's 2.15% return. Over the past 10 years, CSMIX has underperformed XMVM with an annualized return of 10.52%, while XMVM has yielded a comparatively higher 11.62% annualized return.
CSMIX
- 1D
- -0.09%
- 1M
- -7.18%
- YTD
- -1.68%
- 6M
- 2.47%
- 1Y
- 22.20%
- 3Y*
- 13.53%
- 5Y*
- 7.44%
- 10Y*
- 10.52%
XMVM
- 1D
- 1.48%
- 1M
- -2.46%
- YTD
- 2.15%
- 6M
- 6.81%
- 1Y
- 26.23%
- 3Y*
- 16.45%
- 5Y*
- 9.64%
- 10Y*
- 11.62%
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CSMIX vs. XMVM - Expense Ratio Comparison
CSMIX has a 1.26% expense ratio, which is higher than XMVM's 0.39% expense ratio.
Return for Risk
CSMIX vs. XMVM — Risk / Return Rank
CSMIX
XMVM
CSMIX vs. XMVM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Small Cap Value Fund I (CSMIX) and Invesco S&P MidCap Value with Momentum ETF (XMVM). 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.
| CSMIX | XMVM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.26 | -0.29 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.85 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.26 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 1.96 | -0.68 |
Martin ratioReturn relative to average drawdown | 4.63 | 7.24 | -2.60 |
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
| CSMIX | XMVM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.26 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.44 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.51 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.42 | +0.06 |
Correlation
The correlation between CSMIX and XMVM is 0.87, 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
CSMIX vs. XMVM - Dividend Comparison
CSMIX's dividend yield for the trailing twelve months is around 14.47%, more than XMVM's 2.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSMIX Columbia Small Cap Value Fund I | 14.47% | 14.23% | 6.67% | 7.57% | 6.02% | 13.34% | 0.50% | 3.58% | 9.79% | 11.56% | 11.58% | 12.73% |
XMVM Invesco S&P MidCap Value with Momentum ETF | 2.07% | 2.07% | 1.43% | 1.57% | 1.76% | 1.10% | 1.37% | 1.73% | 2.87% | 2.22% | 2.27% | 2.58% |
Drawdowns
CSMIX vs. XMVM - Drawdown Comparison
The maximum CSMIX drawdown since its inception was -53.37%, smaller than the maximum XMVM drawdown of -62.83%. Use the drawdown chart below to compare losses from any high point for CSMIX and XMVM.
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Drawdown Indicators
| CSMIX | XMVM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.37% | -62.83% | +9.46% |
Max Drawdown (1Y)Largest decline over 1 year | -14.79% | -13.61% | -1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -25.98% | -24.12% | -1.86% |
Max Drawdown (10Y)Largest decline over 10 years | -48.42% | -45.07% | -3.35% |
Current DrawdownCurrent decline from peak | -10.23% | -6.32% | -3.91% |
Average DrawdownAverage peak-to-trough decline | -8.95% | -10.34% | +1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.09% | 3.68% | +0.41% |
Volatility
CSMIX vs. XMVM - Volatility Comparison
Columbia Small Cap Value Fund I (CSMIX) has a higher volatility of 5.43% compared to Invesco S&P MidCap Value with Momentum ETF (XMVM) at 4.49%. This indicates that CSMIX's price experiences larger fluctuations and is considered to be riskier than XMVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSMIX | XMVM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 4.49% | +0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 12.70% | 11.40% | +1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.51% | 20.97% | +1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.57% | 21.79% | -0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.92% | 22.81% | +1.11% |