NSVAX vs. FSCRX
Compare and contrast key facts about Columbia Small Cap Value Fund II (NSVAX) and Fidelity Small Cap Discovery Fund (FSCRX).
NSVAX is managed by Columbia Threadneedle. It was launched on May 1, 2002. FSCRX is managed by Fidelity. It was launched on Sep 26, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NSVAX or FSCRX.
Performance
NSVAX vs. FSCRX - Performance Comparison
Returns By Period
In the year-to-date period, NSVAX achieves a 4.31% return, which is significantly higher than FSCRX's -0.19% return. Over the past 10 years, NSVAX has outperformed FSCRX with an annualized return of -0.07%, while FSCRX has yielded a comparatively lower -0.55% annualized return.
NSVAX
4.31%
6.62%
1.77%
12.82%
4.21%
-0.07%
FSCRX
-0.19%
1.88%
-2.75%
7.39%
2.85%
-0.55%
Key characteristics
| NSVAX | FSCRX | |
|---|---|---|
| Sharpe Ratio | 0.59 | 0.40 |
| Sortino Ratio | 0.86 | 0.65 |
| Omega Ratio | 1.14 | 1.09 |
| Calmar Ratio | 0.41 | 0.33 |
| Martin Ratio | 1.90 | 1.03 |
| Ulcer Index | 7.19% | 7.77% |
| Daily Std Dev | 23.26% | 20.10% |
| Max Drawdown | -60.15% | -61.11% |
| Current Drawdown | -20.92% | -16.75% |
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NSVAX vs. FSCRX - Expense Ratio Comparison
NSVAX has a 1.02% expense ratio, which is higher than FSCRX's 0.98% expense ratio.
Correlation
The correlation between NSVAX and FSCRX 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.
Risk-Adjusted Performance
NSVAX vs. FSCRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Small Cap Value Fund II (NSVAX) and Fidelity Small Cap Discovery Fund (FSCRX). 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.
Dividends
NSVAX vs. FSCRX - Dividend Comparison
NSVAX's dividend yield for the trailing twelve months is around 1.91%, more than FSCRX's 0.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSVAX Columbia Small Cap Value Fund II | 1.91% | 1.60% | 0.58% | 0.37% | 0.48% | 0.96% | 0.35% | 0.35% | 0.40% | 0.17% | 0.43% | 8.37% |
FSCRX Fidelity Small Cap Discovery Fund | 0.11% | 0.11% | 0.19% | 0.09% | 0.40% | 0.80% | 1.14% | 0.63% | 0.44% | 7.89% | 0.28% | 0.11% |
Drawdowns
NSVAX vs. FSCRX - Drawdown Comparison
The maximum NSVAX drawdown since its inception was -60.15%, roughly equal to the maximum FSCRX drawdown of -61.11%. Use the drawdown chart below to compare losses from any high point for NSVAX and FSCRX. For additional features, visit the drawdowns tool.
Volatility
NSVAX vs. FSCRX - Volatility Comparison
Columbia Small Cap Value Fund II (NSVAX) has a higher volatility of 7.16% compared to Fidelity Small Cap Discovery Fund (FSCRX) at 6.64%. This indicates that NSVAX's price experiences larger fluctuations and is considered to be riskier than FSCRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.