DRSVX vs. SSCVX
DRSVX (North Square 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 9.56%/yr vs 9.95%/yr for SSCVX. Their correlation of 0.93 means they have usually moved in the same direction. Both charge a 1.28% expense ratio.
Performance
DRSVX vs. SSCVX - Performance Comparison
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Returns By Period
In the year-to-date period, DRSVX achieves a 22.81% return, which is significantly lower than SSCVX's 27.34% return. Both investments have delivered pretty close results over the past 10 years, with DRSVX having a 9.56% annualized return and SSCVX not far ahead at 9.95%.
DRSVX
- 1D
- 0.35%
- 1M
- 0.78%
- 6M
- 14.89%
- YTD
- 22.81%
- 1Y
- 36.84%
- 3Y*
- 12.76%
- 5Y*
- 10.57%
- 10Y*
- 9.56%
- ALL TIME*
- 9.92%
SSCVX
- 1D
- 1.14%
- 1M
- 0.52%
- 6M
- 19.06%
- YTD
- 27.34%
- 1Y
- 39.97%
- 3Y*
- 14.32%
- 5Y*
- 8.97%
- 10Y*
- 9.95%
- ALL TIME*
- 7.83%
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 |
DRSVX vs. SSCVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRSVX North Square Small Cap Value Fund | 22.81% | 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 | 27.34% | 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 0.86, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.86 |
Correlation (3Y) Balances recent behavior with more history. | 0.92 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2003 | 0.93 |
The correlation between DRSVX and SSCVX has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.
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Return for Risk
DRSVX vs. SSCVX — Risk / Return Rank
DRSVX
SSCVX
DRSVX vs. SSCVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for North Square 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.
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.
| DRSVX | SSCVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.37 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 4.67 | -1.38 |
| Martin ratioReturn relative to average drawdown | 10.05 | 14.87 | -4.82 |
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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.
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Drawdown Indicators
| DRSVX | SSCVX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.94% | -0.38% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -7.85% | -11.79% | +3.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 2.52% | +0.70% |
Volatility
DRSVX vs. SSCVX - Volatility Comparison
North Square Small Cap Value Fund (DRSVX) and Columbia Select Small Cap Value Fund (SSCVX) have volatilities of 3.27% and 3.30%, 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
| DRSVX | SSCVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 3.30% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.87% | 11.93% | -1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.36% | 17.30% | -0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.74% | 21.04% | -0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.23% | 23.35% | -0.12% |
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 0.79%, less than SSCVX's 8.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRSVX North Square Small Cap Value Fund | 0.79% | 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 | 8.61% | 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
DRSVX and SSCVX 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.
SSCVX has higher volatility (3.30%) compared to DRSVX (3.27%). In terms of maximum drawdown, DRSVX dropped -54.75% vs SSCVX's -65.34%.
SSCVX currently has the higher Sharpe Ratio (2.13 vs 1.98), 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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