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NSVAX vs. HWSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NSVAX vs. HWSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Small Cap Value Fund II (NSVAX) and Hotchkis & Wiley Small Cap Value Fund (HWSIX). The values are adjusted to include any dividend payments, if applicable.

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NSVAX vs. HWSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NSVAX
Columbia Small Cap Value Fund II
5.24%8.20%11.25%14.10%-13.70%34.27%10.11%20.65%-17.48%10.46%
HWSIX
Hotchkis & Wiley Small Cap Value Fund
9.06%1.60%5.00%18.85%2.97%35.54%-0.31%20.54%-15.03%7.66%

Returns By Period

In the year-to-date period, NSVAX achieves a 5.24% return, which is significantly lower than HWSIX's 9.06% return. Over the past 10 years, NSVAX has underperformed HWSIX with an annualized return of 9.53%, while HWSIX has yielded a comparatively higher 10.20% annualized return.


NSVAX

1D
2.33%
1M
-4.16%
YTD
5.24%
6M
6.70%
1Y
24.24%
3Y*
12.66%
5Y*
6.48%
10Y*
9.53%

HWSIX

1D
1.75%
1M
0.97%
YTD
9.06%
6M
7.50%
1Y
18.87%
3Y*
10.40%
5Y*
9.25%
10Y*
10.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NSVAX vs. HWSIX - Expense Ratio Comparison

NSVAX has a 1.02% expense ratio, which is lower than HWSIX's 1.06% expense ratio.


Return for Risk

NSVAX vs. HWSIX — Risk / Return Rank

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

NSVAX
NSVAX Risk / Return Rank: 6060
Overall Rank
NSVAX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
NSVAX Sortino Ratio Rank: 6161
Sortino Ratio Rank
NSVAX Omega Ratio Rank: 5050
Omega Ratio Rank
NSVAX Calmar Ratio Rank: 6767
Calmar Ratio Rank
NSVAX Martin Ratio Rank: 6363
Martin Ratio Rank

HWSIX
HWSIX Risk / Return Rank: 3333
Overall Rank
HWSIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
HWSIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
HWSIX Omega Ratio Rank: 3131
Omega Ratio Rank
HWSIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
HWSIX Martin Ratio Rank: 3636
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.

NSVAX vs. HWSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Small Cap Value Fund II (NSVAX) and Hotchkis & Wiley Small Cap Value Fund (HWSIX). 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.


NSVAXHWSIXDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.79

+0.35

Sortino ratio

Return per unit of downside risk

1.70

1.24

+0.47

Omega ratio

Gain probability vs. loss probability

1.23

1.18

+0.05

Calmar ratio

Return relative to maximum drawdown

1.74

1.18

+0.56

Martin ratio

Return relative to average drawdown

6.73

4.41

+2.32

NSVAX vs. HWSIX - Sharpe Ratio Comparison

The current NSVAX Sharpe Ratio is 1.14, which is higher than the HWSIX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of NSVAX and HWSIX, 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


NSVAXHWSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.79

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.43

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.41

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.45

-0.02

Correlation

The correlation between NSVAX and HWSIX 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

NSVAX vs. HWSIX - Dividend Comparison

NSVAX's dividend yield for the trailing twelve months is around 15.10%, more than HWSIX's 0.92% yield.


TTM20252024202320222021202020192018201720162015
NSVAX
Columbia Small Cap Value Fund II
15.10%15.89%29.38%6.93%6.46%13.95%0.83%3.68%14.97%9.10%5.23%12.66%
HWSIX
Hotchkis & Wiley Small Cap Value Fund
0.92%1.01%8.35%1.90%13.44%0.36%0.80%4.89%9.84%5.07%0.41%11.78%

Drawdowns

NSVAX vs. HWSIX - Drawdown Comparison

The maximum NSVAX drawdown since its inception was -59.32%, smaller than the maximum HWSIX drawdown of -72.00%. Use the drawdown chart below to compare losses from any high point for NSVAX and HWSIX.


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Drawdown Indicators


NSVAXHWSIXDifference

Max Drawdown

Largest peak-to-trough decline

-59.32%

-72.00%

+12.68%

Max Drawdown (1Y)

Largest decline over 1 year

-14.17%

-16.44%

+2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-27.11%

-26.92%

-0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-48.33%

-53.67%

+5.34%

Current Drawdown

Current decline from peak

-5.89%

-1.06%

-4.83%

Average Drawdown

Average peak-to-trough decline

-9.80%

-12.12%

+2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

4.42%

-0.75%

Volatility

NSVAX vs. HWSIX - Volatility Comparison

Columbia Small Cap Value Fund II (NSVAX) has a higher volatility of 6.18% compared to Hotchkis & Wiley Small Cap Value Fund (HWSIX) at 4.45%. This indicates that NSVAX's price experiences larger fluctuations and is considered to be riskier than HWSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NSVAXHWSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.18%

4.45%

+1.73%

Volatility (6M)

Calculated over the trailing 6-month period

12.47%

12.99%

-0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

21.72%

23.98%

-2.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.56%

21.71%

+0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.87%

24.67%

-0.80%