NMSCX vs. VSCIX
Compare and contrast key facts about Columbia Small Cap Index Fund (NMSCX) and Vanguard Small-Cap Index Fund Institutional Shares (VSCIX).
NMSCX is managed by Columbia. It was launched on Oct 15, 1996. VSCIX is managed by Vanguard. It was launched on Jul 7, 1997.
Performance
NMSCX vs. VSCIX - Performance Comparison
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NMSCX vs. VSCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NMSCX Columbia Small Cap Index Fund | 0.60% | 5.98% | 8.53% | 15.78% | -16.25% | 26.36% | 11.20% | 22.70% | -8.76% | 11.77% |
VSCIX Vanguard Small-Cap Index Fund Institutional Shares | -1.21% | 8.85% | 12.96% | 19.52% | -17.60% | 17.74% | 19.07% | 27.40% | -9.33% | 16.25% |
Returns By Period
In the year-to-date period, NMSCX achieves a 0.60% return, which is significantly higher than VSCIX's -1.21% return. Over the past 10 years, NMSCX has underperformed VSCIX with an annualized return of 9.25%, while VSCIX has yielded a comparatively higher 10.16% annualized return.
NMSCX
- 1D
- -0.73%
- 1M
- -6.74%
- YTD
- 0.60%
- 6M
- 2.46%
- 1Y
- 17.18%
- 3Y*
- 9.33%
- 5Y*
- 3.73%
- 10Y*
- 9.25%
VSCIX
- 1D
- -0.97%
- 1M
- -8.09%
- YTD
- -1.21%
- 6M
- 0.59%
- 1Y
- 16.09%
- 3Y*
- 11.86%
- 5Y*
- 5.03%
- 10Y*
- 10.16%
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NMSCX vs. VSCIX - Expense Ratio Comparison
NMSCX has a 0.20% expense ratio, which is higher than VSCIX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
NMSCX vs. VSCIX — Risk / Return Rank
NMSCX
VSCIX
NMSCX vs. VSCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Small Cap Index Fund (NMSCX) and Vanguard Small-Cap Index Fund Institutional Shares (VSCIX). 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.
| NMSCX | VSCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.75 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.19 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.16 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 0.97 | +0.06 |
Martin ratioReturn relative to average drawdown | 4.17 | 4.21 | -0.04 |
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
| NMSCX | VSCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.75 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.24 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.47 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.38 | +0.04 |
Correlation
The correlation between NMSCX and VSCIX is 0.97, 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
NMSCX vs. VSCIX - Dividend Comparison
NMSCX's dividend yield for the trailing twelve months is around 12.04%, more than VSCIX's 1.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NMSCX Columbia Small Cap Index Fund | 12.04% | 12.11% | 15.80% | 5.44% | 10.78% | 8.22% | 3.07% | 6.37% | 11.64% | 6.43% | 7.28% | 11.25% |
VSCIX Vanguard Small-Cap Index Fund Institutional Shares | 1.39% | 1.34% | 1.31% | 1.55% | 1.55% | 1.25% | 1.15% | 1.40% | 1.68% | 1.36% | 1.50% | 1.49% |
Drawdowns
NMSCX vs. VSCIX - Drawdown Comparison
The maximum NMSCX drawdown since its inception was -54.97%, smaller than the maximum VSCIX drawdown of -59.66%. Use the drawdown chart below to compare losses from any high point for NMSCX and VSCIX.
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Drawdown Indicators
| NMSCX | VSCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.97% | -59.66% | +4.69% |
Max Drawdown (1Y)Largest decline over 1 year | -14.82% | -14.30% | -0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -27.92% | -28.13% | +0.21% |
Max Drawdown (10Y)Largest decline over 10 years | -44.31% | -41.81% | -2.50% |
Current DrawdownCurrent decline from peak | -8.35% | -8.97% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -8.66% | -10.18% | +1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.65% | 3.29% | +0.36% |
Volatility
NMSCX vs. VSCIX - Volatility Comparison
The current volatility for Columbia Small Cap Index Fund (NMSCX) is 5.55%, while Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) has a volatility of 5.90%. This indicates that NMSCX experiences smaller price fluctuations and is considered to be less risky than VSCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NMSCX | VSCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 5.90% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 12.78% | 12.22% | +0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.63% | 21.62% | +1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.56% | 20.70% | +0.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.18% | 21.53% | +1.65% |