NSVAX vs. HWSIX
Compare and contrast key facts about Columbia Small Cap Value Fund II (NSVAX) and Hotchkis & Wiley Small Cap Value Fund (HWSIX).
NSVAX is managed by Columbia. It was launched on May 1, 2002. HWSIX is managed by Hotchkis & Wiley. It was launched on Sep 20, 1985.
Performance
NSVAX vs. HWSIX - Performance Comparison
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NSVAX vs. HWSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
NSVAX
HWSIX
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.
| NSVAX | HWSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.79 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.70 | 1.24 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.18 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.18 | +0.56 |
Martin ratioReturn relative to average drawdown | 6.73 | 4.41 | +2.32 |
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
| NSVAX | HWSIX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| NSVAX | HWSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.89% | -1.06% | -4.83% |
Average DrawdownAverage peak-to-trough decline | -9.80% | -12.12% | +2.32% |
Ulcer IndexDepth 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
| NSVAX | HWSIX | Difference | |
|---|---|---|---|
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% |