PFSVX vs. SSCVX

Last updated Jun 4, 2026

PFSVX (iMGP SBH Focused Small Value Fund) and SSCVX (Columbia Select Small Cap Value Fund) are both Small Cap Value Equities funds. Over the past 5 years, PFSVX returned 5.61%/yr vs 6.94%/yr for SSCVX. Their correlation of 0.93 suggests significant overlap in exposure. PFSVX charges 1.15%/yr vs 1.28%/yr for SSCVX.

Performance

PFSVX vs. SSCVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iMGP SBH Focused Small Value Fund (PFSVX) and Columbia Select Small Cap Value Fund (SSCVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PFSVX achieves a 7.42% return, which is significantly lower than SSCVX's 21.10% return.

PFSVX

• 1D: 0.94%
• 1M: 3.15%
• YTD: 7.42%
• 6M: 5.95%
• 1Y: 19.05%
• 3Y*: 13.46%
• 5Y*: 5.61%
• 10Y*: —

SSCVX

• 1D: 1.61%
• 1M: 3.17%
• YTD: 21.10%
• 6M: 19.02%
• 1Y: 36.19%
• 3Y*: 16.06%
• 5Y*: 6.94%
• 10Y*: 9.68%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PFSVX vs. SSCVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
PFSVX iMGP SBH Focused Small Value Fund	7.42%	-0.02%	14.04%	24.90%	-13.39%	19.74%	27.10%
SSCVX Columbia Select Small Cap Value Fund	21.10%	5.46%	12.33%	12.47%	-15.35%	31.25%	26.96%

Correlation

The correlation between PFSVX and SSCVX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (All Time) Calculated using the full available price history since Aug 3, 2020	0.93

The correlation between PFSVX and SSCVX has been stable across timeframes, ranging from 0.86 to 0.93 - a consistent structural relationship.

Return for Risk

PFSVX vs. SSCVX — Risk / Return Rank

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

PFSVX

PFSVX Risk / Return Rank: 17
PFSVX Sharpe Ratio Rank: 15
PFSVX Sortino Ratio Rank: 17
PFSVX Omega Ratio Rank: 15
PFSVX Calmar Ratio Rank: 18
PFSVX Martin Ratio Rank: 18

SSCVX

SSCVX Risk / Return Rank: 66
SSCVX Sharpe Ratio Rank: 56
SSCVX Sortino Ratio Rank: 56
SSCVX Omega Ratio Rank: 48
SSCVX Calmar Ratio Rank: 91
SSCVX Martin Ratio Rank: 80

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.

PFSVX vs. SSCVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iMGP SBH Focused Small Value Fund (PFSVX) and Columbia Select Small Cap Value Fund (SSCVX). 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.

	PFSVX	SSCVX	Difference
Sharpe ratio: Return per unit of total volatility	1.10	2.20	-1.10
Sortino ratio: Return per unit of downside risk	1.73	3.16	-1.42
Omega ratio: Gain probability vs. loss probability	1.20	1.38	-0.18
Calmar ratio: Return relative to maximum drawdown	1.53	4.86	-3.33
Martin ratio: Return relative to average drawdown	4.85	15.00	-10.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PFSVX vs. SSCVX - Sharpe Ratio Comparison

The current PFSVX Sharpe Ratio is 1.10, which is lower than the SSCVX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of PFSVX and SSCVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PFSVX	SSCVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.10	2.20	-1.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.25	0.33	-0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.41	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.33	+0.24

Drawdowns

PFSVX vs. SSCVX - Drawdown Comparison

The maximum PFSVX drawdown since its inception was -30.18%, smaller than the maximum SSCVX drawdown of -65.34%. Use the drawdown chart below to compare losses from any high point for PFSVX and SSCVX.

Drawdown Indicators

	PFSVX	SSCVX	Difference
Max Drawdown Largest peak-to-trough decline	-30.18%	-65.34%	+35.16%
Max Drawdown (1Y) Largest decline over 1 year	-14.16%	-7.88%	-6.28%
Max Drawdown (3Y) Largest decline over 3 years	-30.18%	-29.22%	-0.96%
Max Drawdown (5Y) Largest decline over 5 years	-30.18%	-29.22%	-0.96%
Max Drawdown (10Y) Largest decline over 10 years	—	-48.87%	—
Current Drawdown Current decline from peak	-2.01%	-0.98%	-1.03%
Average Drawdown Average peak-to-trough decline	-9.14%	-11.85%	+2.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.45%	2.55%	+1.90%

Volatility

PFSVX vs. SSCVX - Volatility Comparison

iMGP SBH Focused Small Value Fund (PFSVX) and Columbia Select Small Cap Value Fund (SSCVX) have volatilities of 4.73% and 4.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PFSVX	SSCVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.73%	4.75%	-0.02%
Volatility (6M) Calculated over the trailing 6-month period	13.80%	11.89%	+1.91%
Volatility (1Y) Calculated over the trailing 1-year period	19.64%	17.41%	+2.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.52%	21.20%	+1.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.54%	23.46%	-0.92%

PFSVX vs. SSCVX - Expense Ratio Comparison

PFSVX has a 1.15% expense ratio, which is lower than SSCVX's 1.28% expense ratio.

Dividends

PFSVX vs. SSCVX - Dividend Comparison

PFSVX's dividend yield for the trailing twelve months is around 3.96%, less than SSCVX's 9.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PFSVX iMGP SBH Focused Small Value Fund	3.96%	4.26%	17.23%	7.81%	0.00%	2.27%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SSCVX Columbia Select Small Cap Value Fund	9.05%	10.96%	20.45%	6.56%	4.62%	6.64%	6.45%	0.12%	7.59%	13.50%	6.18%	12.44%

Frequently Asked Questions

Can I hold both PFSVX and SSCVX in my portfolio?

PFSVX and SSCVX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PFSVX or SSCVX?

SSCVX has higher volatility (4.75%) compared to PFSVX (4.73%). In terms of maximum drawdown, PFSVX dropped -30.18% vs SSCVX's -65.34%.

Which has better risk-adjusted returns?

SSCVX currently has the higher Sharpe Ratio (2.20 vs 1.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.