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HSMYX vs. SSCVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HSMYX vs. SSCVX - Performance Comparison

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

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HSMYX vs. SSCVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HSMYX
Hartford Small Cap Value Fund
-0.00%2.45%11.99%17.29%-12.02%31.98%4.41%28.25%-10.65%10.04%
SSCVX
Columbia Select Small Cap Value Fund
5.82%5.46%12.33%12.47%-15.35%31.25%9.61%18.76%-13.70%12.65%

Returns By Period

Over the past 10 years, HSMYX has outperformed SSCVX with an annualized return of 9.24%, while SSCVX has yielded a comparatively lower 8.32% annualized return.


HSMYX

1D
-0.31%
1M
-5.81%
YTD
-0.00%
6M
1.70%
1Y
11.63%
3Y*
9.54%
5Y*
4.75%
10Y*
9.24%

SSCVX

1D
-1.40%
1M
-6.22%
YTD
5.82%
6M
6.09%
1Y
22.66%
3Y*
11.20%
5Y*
5.67%
10Y*
8.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HSMYX vs. SSCVX - Expense Ratio Comparison

HSMYX has a 0.85% expense ratio, which is lower than SSCVX's 1.28% expense ratio.


Return for Risk

HSMYX vs. SSCVX — Risk / Return Rank

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

HSMYX
HSMYX Risk / Return Rank: 1919
Overall Rank
HSMYX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
HSMYX Sortino Ratio Rank: 2020
Sortino Ratio Rank
HSMYX Omega Ratio Rank: 1818
Omega Ratio Rank
HSMYX Calmar Ratio Rank: 2121
Calmar Ratio Rank
HSMYX Martin Ratio Rank: 1919
Martin Ratio Rank

SSCVX
SSCVX Risk / Return Rank: 5555
Overall Rank
SSCVX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SSCVX Sortino Ratio Rank: 5757
Sortino Ratio Rank
SSCVX Omega Ratio Rank: 5151
Omega Ratio Rank
SSCVX Calmar Ratio Rank: 5656
Calmar Ratio Rank
SSCVX Martin Ratio Rank: 5656
Martin Ratio Rank
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.

HSMYX vs. SSCVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Small Cap Value Fund (HSMYX) 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.


HSMYXSSCVXDifference

Sharpe ratio

Return per unit of total volatility

0.51

1.00

-0.49

Sortino ratio

Return per unit of downside risk

0.87

1.51

-0.64

Omega ratio

Gain probability vs. loss probability

1.11

1.21

-0.09

Calmar ratio

Return relative to maximum drawdown

0.64

1.32

-0.67

Martin ratio

Return relative to average drawdown

1.95

5.44

-3.49

HSMYX vs. SSCVX - Sharpe Ratio Comparison

The current HSMYX Sharpe Ratio is 0.51, which is lower than the SSCVX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of HSMYX and SSCVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HSMYXSSCVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

1.00

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.27

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.36

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.31

+0.02

Correlation

The correlation between HSMYX and SSCVX is 0.93, 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

HSMYX vs. SSCVX - Dividend Comparison

HSMYX's dividend yield for the trailing twelve months is around 6.68%, less than SSCVX's 10.36% yield.


TTM20252024202320222021202020192018201720162015
HSMYX
Hartford Small Cap Value Fund
6.68%6.68%2.91%3.35%9.64%6.82%1.27%12.08%36.32%5.07%1.16%6.70%
SSCVX
Columbia Select Small Cap Value Fund
10.36%10.96%20.45%6.56%4.62%6.64%6.45%0.12%7.59%13.50%6.18%12.44%

Drawdowns

HSMYX vs. SSCVX - Drawdown Comparison

The maximum HSMYX drawdown since its inception was -60.81%, smaller than the maximum SSCVX drawdown of -65.34%. Use the drawdown chart below to compare losses from any high point for HSMYX and SSCVX.


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Drawdown Indicators


HSMYXSSCVXDifference

Max Drawdown

Largest peak-to-trough decline

-60.81%

-65.34%

+4.53%

Max Drawdown (1Y)

Largest decline over 1 year

-14.64%

-15.41%

+0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-27.70%

-29.22%

+1.52%

Max Drawdown (10Y)

Largest decline over 10 years

-46.51%

-48.87%

+2.36%

Current Drawdown

Current decline from peak

-9.18%

-7.88%

-1.30%

Average Drawdown

Average peak-to-trough decline

-9.85%

-11.91%

+2.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.84%

3.74%

+1.10%

Volatility

HSMYX vs. SSCVX - Volatility Comparison

The current volatility for Hartford Small Cap Value Fund (HSMYX) is 4.96%, while Columbia Select Small Cap Value Fund (SSCVX) has a volatility of 6.07%. This indicates that HSMYX 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.


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Volatility by Period


HSMYXSSCVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

6.07%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

13.41%

12.52%

+0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

23.13%

22.83%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.24%

21.18%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.72%

23.44%

+0.28%