CSVZX vs. AVLVX
CSVZX (Columbia Select Large Cap Value Fund Institutional Class) and AVLVX (Avantis U.S. Large Cap Value Fund Institutional Class) are both Large Cap Value Equities funds. Both are actively managed. Over the past 3 years, CSVZX returned 19.82%/yr vs 23.58%/yr for AVLVX. Their correlation of 0.91 suggests significant overlap in exposure. CSVZX charges 0.60%/yr vs 0.15%/yr for AVLVX.
Performance
CSVZX vs. AVLVX - Performance Comparison
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Returns By Period
In the year-to-date period, CSVZX achieves a 13.56% return, which is significantly lower than AVLVX's 23.32% return.
CSVZX
- 1D
- 0.00%
- 1M
- 2.20%
- YTD
- 13.56%
- 6M
- 13.03%
- 1Y
- 36.42%
- 3Y*
- 19.82%
- 5Y*
- 13.08%
- 10Y*
- 13.45%
AVLVX
- 1D
- 0.88%
- 1M
- 3.89%
- YTD
- 23.32%
- 6M
- 22.17%
- 1Y
- 41.21%
- 3Y*
- 23.58%
- 5Y*
- —
- 10Y*
- —
CSVZX vs. AVLVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CSVZX Columbia Select Large Cap Value Fund Institutional Class | 13.56% | 27.92% | 12.82% | 5.78% | 12.53% |
AVLVX Avantis U.S. Large Cap Value Fund Institutional Class | 23.32% | 15.23% | 16.93% | 16.75% | 8.38% |
Correlation
The correlation between CSVZX and AVLVX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2022 | 0.91 |
The correlation between CSVZX and AVLVX has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.
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Return for Risk
CSVZX vs. AVLVX — Risk / Return Rank
CSVZX
AVLVX
CSVZX vs. AVLVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Select Large Cap Value Fund Institutional Class (CSVZX) and Avantis U.S. Large Cap Value Fund Institutional Class (AVLVX). 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.
| CSVZX | AVLVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.59 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.15 | 7.02 | -2.87 |
| Martin ratioReturn relative to average drawdown | 16.96 | 27.87 | -10.91 |
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Drawdowns
CSVZX vs. AVLVX - Drawdown Comparison
The maximum CSVZX drawdown since its inception was -41.46%, which is greater than AVLVX's maximum drawdown of -19.51%. Use the drawdown chart below to compare losses from any high point for CSVZX and AVLVX.
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Drawdown Indicators
| CSVZX | AVLVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.46% | -19.51% | -21.95% |
Max Drawdown (1Y)Largest decline over 1 year | -9.00% | -6.01% | -2.99% |
Max Drawdown (3Y)Largest decline over 3 years | -14.76% | -19.51% | +4.75% |
Max Drawdown (5Y)Largest decline over 5 years | -18.36% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.46% | — | — |
Current DrawdownCurrent decline from peak | -1.34% | -0.15% | -1.19% |
Average DrawdownAverage peak-to-trough decline | -4.74% | -3.17% | -1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 1.51% | +0.69% |
Volatility
CSVZX vs. AVLVX - Volatility Comparison
Columbia Select Large Cap Value Fund Institutional Class (CSVZX) and Avantis U.S. Large Cap Value Fund Institutional Class (AVLVX) have volatilities of 4.15% and 4.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSVZX | AVLVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 4.06% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.30% | 9.42% | -0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.20% | 12.70% | -0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.93% | 16.54% | -0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.71% | 16.54% | +2.17% |
CSVZX vs. AVLVX - Expense Ratio Comparison
CSVZX has a 0.60% expense ratio, which is higher than AVLVX's 0.15% expense ratio.
Dividends
CSVZX vs. AVLVX - Dividend Comparison
CSVZX's dividend yield for the trailing twelve months is around 7.32%, more than AVLVX's 2.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVLVX Avantis U.S. Large Cap Value Fund Institutional Class | 2.69% | 3.32% | 1.61% | 1.59% | 1.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSVZX Columbia Select Large Cap Value Fund Institutional Class | 7.32% | 8.31% | 3.54% | 3.67% | 1.56% | 5.89% | 7.41% | 6.92% | 4.95% | 3.73% | 6.95% | 4.61% |
Frequently Asked Questions
CSVZX and AVLVX 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.
CSVZX has higher volatility (4.15%) compared to AVLVX (4.06%). In terms of maximum drawdown, CSVZX dropped -41.46% vs AVLVX's -19.51%.
AVLVX currently has the higher Sharpe Ratio (3.33 vs 3.06), 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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