DRSVX vs. SSCVX

Last updated Jun 4, 2026

DRSVX (Foundry Partners Fundamental Small Cap Value Fund) and SSCVX (Columbia Select Small Cap Value Fund) are both Small Cap Value Equities funds. Over the past 10 years, DRSVX returned 9.67%/yr vs 9.68%/yr for SSCVX. Their correlation of 0.93 suggests significant overlap in exposure. Both charge a 1.28% expense ratio.

Performance

DRSVX vs. SSCVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Foundry Partners Fundamental Small Cap Value Fund (DRSVX) and Columbia Select Small Cap Value Fund (SSCVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DRSVX achieves a 19.10% return, which is significantly lower than SSCVX's 21.10% return. Both investments have delivered pretty close results over the past 10 years, with DRSVX having a 9.67% annualized return and SSCVX not far ahead at 9.68%.

DRSVX

• 1D: 1.31%
• 1M: 3.08%
• YTD: 19.10%
• 6M: 19.67%
• 1Y: 35.07%
• 3Y*: 15.47%
• 5Y*: 8.43%
• 10Y*: 9.67%

SSCVX

• 1D: 1.61%
• 1M: 3.17%
• YTD: 21.10%
• 6M: 19.02%
• 1Y: 36.19%
• 3Y*: 16.06%
• 5Y*: 6.94%
• 10Y*: 9.68%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DRSVX vs. SSCVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DRSVX Foundry Partners Fundamental Small Cap Value Fund	19.10%	7.88%	3.48%	16.49%	-3.94%	31.23%	-1.97%	22.52%	-16.58%	7.52%
SSCVX Columbia Select Small Cap Value Fund	21.10%	5.46%	12.33%	12.47%	-15.35%	31.25%	9.61%	18.76%	-13.70%	12.65%

Correlation

The correlation between DRSVX and SSCVX is 0.89, 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	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.94
Correlation (All Time) Calculated using the full available price history since Jan 2, 2004	0.93

The correlation between DRSVX and SSCVX has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.

Return for Risk

DRSVX vs. SSCVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DRSVX

DRSVX Risk / Return Rank: 61
DRSVX Sharpe Ratio Rank: 57
DRSVX Sortino Ratio Rank: 58
DRSVX Omega Ratio Rank: 50
DRSVX Calmar Ratio Rank: 82
DRSVX Martin Ratio Rank: 56

SSCVX

SSCVX Risk / Return Rank: 66
SSCVX Sharpe Ratio Rank: 56
SSCVX Sortino Ratio Rank: 56
SSCVX Omega Ratio Rank: 48
SSCVX Calmar Ratio Rank: 91
SSCVX Martin Ratio Rank: 80

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DRSVX vs. SSCVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Foundry Partners Fundamental Small Cap Value Fund (DRSVX) and Columbia Select Small Cap Value Fund (SSCVX). 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.

	DRSVX	SSCVX	Difference
Sharpe ratio Return per unit of total volatility	2.25	2.20	+0.05
Sortino ratio Return per unit of downside risk	3.23	3.16	+0.07
Omega ratio Gain probability vs. loss probability	1.39	1.38	+0.01
Calmar ratio Return relative to maximum drawdown	3.82	4.86	-1.04
Martin ratio Return relative to average drawdown	11.30	15.00	-3.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DRSVX vs. SSCVX - Sharpe Ratio Comparison

The current DRSVX Sharpe Ratio is 2.25, which is comparable to the SSCVX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of DRSVX and SSCVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DRSVX	SSCVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.25	2.20	+0.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.40	0.33	+0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.41	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.33	+0.11

Drawdowns

DRSVX vs. SSCVX - Drawdown Comparison

The maximum DRSVX drawdown since its inception was -54.75%, smaller than the maximum SSCVX drawdown of -65.34%. Use the drawdown chart below to compare losses from any high point for DRSVX and SSCVX.

Drawdown Indicators

	DRSVX	SSCVX	Difference
Max Drawdown Largest peak-to-trough decline	-54.75%	-65.34%	+10.59%
Max Drawdown (1Y) Largest decline over 1 year	-9.82%	-7.88%	-1.94%
Max Drawdown (3Y) Largest decline over 3 years	-25.81%	-29.22%	+3.41%
Max Drawdown (5Y) Largest decline over 5 years	-25.81%	-29.22%	+3.41%
Max Drawdown (10Y) Largest decline over 10 years	-47.46%	-48.87%	+1.41%
Current Drawdown Current decline from peak	0.00%	-0.98%	+0.98%
Average Drawdown Average peak-to-trough decline	-7.90%	-11.85%	+3.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.32%	2.55%	+0.77%

Volatility

DRSVX vs. SSCVX - Volatility Comparison

The current volatility for Foundry Partners Fundamental Small Cap Value Fund (DRSVX) is 4.06%, while Columbia Select Small Cap Value Fund (SSCVX) has a volatility of 4.75%. This indicates that DRSVX experiences smaller price fluctuations and is considered to be less risky than SSCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DRSVX	SSCVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.06%	4.75%	-0.69%
Volatility (6M) Calculated over the trailing 6-month period	10.94%	11.89%	-0.95%
Volatility (1Y) Calculated over the trailing 1-year period	16.71%	17.41%	-0.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.99%	21.20%	-0.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.30%	23.46%	-0.16%

DRSVX vs. SSCVX - Expense Ratio Comparison

Both DRSVX and SSCVX have an expense ratio of 1.28%.

Dividends

DRSVX vs. SSCVX - Dividend Comparison

DRSVX's dividend yield for the trailing twelve months is around 0.81%, less than SSCVX's 9.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DRSVX Foundry Partners Fundamental Small Cap Value Fund	0.81%	0.97%	25.59%	11.12%	11.47%	15.14%	0.77%	3.45%	9.93%	3.39%	2.55%	13.22%
SSCVX Columbia Select Small Cap Value Fund	9.05%	10.96%	20.45%	6.56%	4.62%	6.64%	6.45%	0.12%	7.59%	13.50%	6.18%	12.44%

Frequently Asked Questions

Can I hold both DRSVX and SSCVX in my portfolio?

DRSVX and SSCVX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DRSVX or SSCVX?

SSCVX has higher volatility (4.75%) compared to DRSVX (4.06%). In terms of maximum drawdown, DRSVX dropped -54.75% vs SSCVX's -65.34%.

Which has better risk-adjusted returns?

DRSVX currently has the higher Sharpe Ratio (2.25 vs 2.20), 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.