NSVAX vs. PRVIX
Compare and contrast key facts about Columbia Small Cap Value Fund II (NSVAX) and T. Rowe Price Small-Cap Value Fund Class I (PRVIX).
NSVAX is managed by Columbia. It was launched on May 1, 2002. PRVIX is a passively managed fund by T. Rowe Price that tracks the performance of the Russell 2000 Value Index. It was launched on Aug 28, 2015.
Performance
NSVAX vs. PRVIX - Performance Comparison
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NSVAX vs. PRVIX - 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% |
PRVIX T. Rowe Price Small-Cap Value Fund Class I | 3.80% | 21.38% | 10.96% | 12.46% | -18.42% | 25.60% | 12.58% | 25.95% | -11.49% | 12.86% |
Returns By Period
In the year-to-date period, NSVAX achieves a 5.24% return, which is significantly higher than PRVIX's 3.80% return. Over the past 10 years, NSVAX has underperformed PRVIX with an annualized return of 9.53%, while PRVIX has yielded a comparatively higher 11.04% 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%
PRVIX
- 1D
- 2.77%
- 1M
- -5.04%
- YTD
- 3.80%
- 6M
- 18.59%
- 1Y
- 33.45%
- 3Y*
- 16.22%
- 5Y*
- 7.09%
- 10Y*
- 11.04%
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NSVAX vs. PRVIX - Expense Ratio Comparison
NSVAX has a 1.02% expense ratio, which is higher than PRVIX's 0.66% expense ratio.
Return for Risk
NSVAX vs. PRVIX — Risk / Return Rank
NSVAX
PRVIX
NSVAX vs. PRVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Small Cap Value Fund II (NSVAX) and T. Rowe Price Small-Cap Value Fund Class I (PRVIX). 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 | PRVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 1.45 | -0.31 |
Sortino ratioReturn per unit of downside risk | 1.70 | 2.28 | -0.57 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.31 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 2.06 | -0.32 |
Martin ratioReturn relative to average drawdown | 6.73 | 8.59 | -1.86 |
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 | PRVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 1.45 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.35 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.52 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.51 | -0.09 |
Correlation
The correlation between NSVAX and PRVIX is 0.96, 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. PRVIX - Dividend Comparison
NSVAX's dividend yield for the trailing twelve months is around 15.10%, less than PRVIX's 22.27% 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% |
PRVIX T. Rowe Price Small-Cap Value Fund Class I | 22.27% | 23.11% | 9.96% | 3.40% | 5.54% | 7.15% | 2.12% | 4.72% | 9.61% | 3.79% | 3.88% | 22.61% |
Drawdowns
NSVAX vs. PRVIX - Drawdown Comparison
The maximum NSVAX drawdown since its inception was -59.32%, which is greater than PRVIX's maximum drawdown of -40.95%. Use the drawdown chart below to compare losses from any high point for NSVAX and PRVIX.
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Drawdown Indicators
| NSVAX | PRVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.32% | -40.95% | -18.37% |
Max Drawdown (1Y)Largest decline over 1 year | -14.17% | -14.06% | -0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -27.11% | -28.00% | +0.89% |
Max Drawdown (10Y)Largest decline over 10 years | -48.33% | -40.95% | -7.38% |
Current DrawdownCurrent decline from peak | -5.89% | -5.60% | -0.29% |
Average DrawdownAverage peak-to-trough decline | -9.80% | -8.44% | -1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 3.67% | 0.00% |
Volatility
NSVAX vs. PRVIX - Volatility Comparison
The current volatility for Columbia Small Cap Value Fund II (NSVAX) is 6.18%, while T. Rowe Price Small-Cap Value Fund Class I (PRVIX) has a volatility of 6.73%. This indicates that NSVAX experiences smaller price fluctuations and is considered to be less risky than PRVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NSVAX | PRVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.18% | 6.73% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 12.47% | 16.15% | -3.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.72% | 23.96% | -2.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.56% | 20.47% | +2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.87% | 21.30% | +2.57% |