NSVAX vs. FTIHX
Compare and contrast key facts about Columbia Small Cap Value Fund II (NSVAX) and Fidelity Total International Index Fund (FTIHX).
NSVAX is managed by Columbia Threadneedle. It was launched on May 1, 2002. FTIHX is a passively managed fund by Fidelity that tracks the performance of the MSCI ACWI (All Country World Index) ex USA Investable Market Index. It was launched on Jun 7, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NSVAX or FTIHX.
Performance
NSVAX vs. FTIHX - Performance Comparison
Returns By Period
In the year-to-date period, NSVAX achieves a 2.58% return, which is significantly lower than FTIHX's 6.46% return.
NSVAX
2.58%
2.76%
-2.09%
10.38%
3.99%
-0.15%
FTIHX
6.46%
-4.83%
-0.85%
12.40%
5.39%
N/A
Key characteristics
| NSVAX | FTIHX | |
|---|---|---|
| Sharpe Ratio | 0.46 | 1.00 |
| Sortino Ratio | 0.71 | 1.47 |
| Omega Ratio | 1.12 | 1.19 |
| Calmar Ratio | 0.32 | 1.13 |
| Martin Ratio | 1.48 | 5.09 |
| Ulcer Index | 7.19% | 2.57% |
| Daily Std Dev | 23.25% | 13.13% |
| Max Drawdown | -60.15% | -35.75% |
| Current Drawdown | -22.24% | -7.10% |
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NSVAX vs. FTIHX - Expense Ratio Comparison
NSVAX has a 1.02% expense ratio, which is higher than FTIHX's 0.06% expense ratio.
Correlation
The correlation between NSVAX and FTIHX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
NSVAX vs. FTIHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Small Cap Value Fund II (NSVAX) and Fidelity Total International Index Fund (FTIHX). 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. FTIHX - Dividend Comparison
NSVAX's dividend yield for the trailing twelve months is around 1.94%, less than FTIHX's 2.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSVAX Columbia Small Cap Value Fund II | 1.94% | 1.60% | 0.58% | 0.37% | 0.48% | 0.96% | 0.35% | 0.35% | 0.40% | 0.17% | 0.43% | 8.37% |
FTIHX Fidelity Total International Index Fund | 2.61% | 2.78% | 2.51% | 2.55% | 1.62% | 2.61% | 2.21% | 1.36% | 0.40% | 0.00% | 0.00% | 0.00% |
Drawdowns
NSVAX vs. FTIHX - Drawdown Comparison
The maximum NSVAX drawdown since its inception was -60.15%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for NSVAX and FTIHX. For additional features, visit the drawdowns tool.
Volatility
NSVAX vs. FTIHX - Volatility Comparison
Columbia Small Cap Value Fund II (NSVAX) has a higher volatility of 7.10% compared to Fidelity Total International Index Fund (FTIHX) at 3.70%. This indicates that NSVAX's price experiences larger fluctuations and is considered to be riskier than FTIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.