NSVAX vs. VSIIX
Compare and contrast key facts about Columbia Small Cap Value Fund II (NSVAX) and Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX).
NSVAX is managed by Columbia. It was launched on May 1, 2002. VSIIX is managed by Vanguard. It was launched on Dec 7, 1999.
Performance
NSVAX vs. VSIIX - Performance Comparison
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NSVAX vs. VSIIX - 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% |
VSIIX Vanguard Small-Cap Value Index Fund Institutional Shares | 3.11% | 9.10% | 11.37% | 17.06% | -9.31% | 28.12% | 5.81% | 22.81% | -12.24% | 11.80% |
Returns By Period
In the year-to-date period, NSVAX achieves a 5.24% return, which is significantly higher than VSIIX's 3.11% return. Over the past 10 years, NSVAX has underperformed VSIIX with an annualized return of 9.53%, while VSIIX has yielded a comparatively higher 10.09% 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%
VSIIX
- 1D
- 2.29%
- 1M
- -5.20%
- YTD
- 3.11%
- 6M
- 4.83%
- 1Y
- 18.58%
- 3Y*
- 13.37%
- 5Y*
- 7.56%
- 10Y*
- 10.09%
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NSVAX vs. VSIIX - Expense Ratio Comparison
NSVAX has a 1.02% expense ratio, which is higher than VSIIX's 0.06% expense ratio.
Return for Risk
NSVAX vs. VSIIX — Risk / Return Rank
NSVAX
VSIIX
NSVAX vs. VSIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Small Cap Value Fund II (NSVAX) and Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX). 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 | VSIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.92 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.70 | 1.42 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.19 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.37 | +0.38 |
Martin ratioReturn relative to average drawdown | 6.73 | 5.63 | +1.09 |
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 | VSIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 0.92 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.38 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.46 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.43 | 0.00 |
Correlation
The correlation between NSVAX and VSIIX is 0.97, 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. VSIIX - Dividend Comparison
NSVAX's dividend yield for the trailing twelve months is around 15.10%, more than VSIIX's 1.91% 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% |
VSIIX Vanguard Small-Cap Value Index Fund Institutional Shares | 1.91% | 1.96% | 1.99% | 2.10% | 2.04% | 1.76% | 1.69% | 2.07% | 2.36% | 1.80% | 1.77% | 1.99% |
Drawdowns
NSVAX vs. VSIIX - Drawdown Comparison
The maximum NSVAX drawdown since its inception was -59.32%, roughly equal to the maximum VSIIX drawdown of -62.05%. Use the drawdown chart below to compare losses from any high point for NSVAX and VSIIX.
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Drawdown Indicators
| NSVAX | VSIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.32% | -62.05% | +2.73% |
Max Drawdown (1Y)Largest decline over 1 year | -14.17% | -14.16% | -0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -27.11% | -24.09% | -3.02% |
Max Drawdown (10Y)Largest decline over 10 years | -48.33% | -45.38% | -2.95% |
Current DrawdownCurrent decline from peak | -5.89% | -6.14% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -9.80% | -8.57% | -1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 3.44% | +0.23% |
Volatility
NSVAX vs. VSIIX - Volatility Comparison
Columbia Small Cap Value Fund II (NSVAX) has a higher volatility of 6.18% compared to Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX) at 5.53%. This indicates that NSVAX's price experiences larger fluctuations and is considered to be riskier than VSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NSVAX | VSIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.18% | 5.53% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 12.47% | 11.24% | +1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.72% | 20.68% | +1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.56% | 19.85% | +2.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.87% | 21.83% | +2.04% |