PRVIX vs. CSMIX
PRVIX (T. Rowe Price Small-Cap Value Fund Class I) and CSMIX (Columbia Small Cap Value Fund I) are both Small Cap Value Equities funds. Over the past 10 years, PRVIX returned 11.27%/yr vs 11.99%/yr for CSMIX. Their correlation of 0.95 suggests significant overlap in exposure. PRVIX charges 0.66%/yr vs 1.26%/yr for CSMIX.
Performance
PRVIX vs. CSMIX - Performance Comparison
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Returns By Period
In the year-to-date period, PRVIX achieves a 20.22% return, which is significantly higher than CSMIX's 15.08% return. Over the past 10 years, PRVIX has underperformed CSMIX with an annualized return of 11.27%, while CSMIX has yielded a comparatively higher 11.99% annualized return.
PRVIX
- 1D
- 0.51%
- 1M
- 4.64%
- YTD
- 20.22%
- 6M
- 18.27%
- 1Y
- 34.61%
- 3Y*
- 17.43%
- 5Y*
- 7.17%
- 10Y*
- 11.27%
CSMIX
- 1D
- 1.38%
- 1M
- 3.48%
- YTD
- 15.08%
- 6M
- 13.85%
- 1Y
- 36.80%
- 3Y*
- 17.68%
- 5Y*
- 10.54%
- 10Y*
- 11.99%
PRVIX vs. CSMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRVIX T. Rowe Price Small-Cap Value Fund Class I | 20.22% | 8.44% | 10.96% | 12.46% | -18.42% | 25.60% | 12.58% | 25.95% | -11.49% | 12.86% |
CSMIX Columbia Small Cap Value Fund I | 15.08% | 14.65% | 8.66% | 21.42% | -8.87% | 28.95% | 7.82% | 21.01% | -18.37% | 13.77% |
Correlation
The correlation between PRVIX and CSMIX is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2015 | 0.95 |
The correlation between PRVIX and CSMIX has been stable across timeframes, ranging from 0.87 to 0.95 - a consistent structural relationship.
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Return for Risk
PRVIX vs. CSMIX — Risk / Return Rank
PRVIX
CSMIX
PRVIX vs. CSMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Cap Value Fund Class I (PRVIX) and Columbia Small Cap Value Fund I (CSMIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PRVIX | CSMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.35 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.19 | 3.15 | +1.05 |
| Martin ratioReturn relative to average drawdown | 15.68 | 11.11 | +4.57 |
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Drawdowns
PRVIX vs. CSMIX - Drawdown Comparison
The maximum PRVIX drawdown since its inception was -40.95%, smaller than the maximum CSMIX drawdown of -53.37%. Use the drawdown chart below to compare losses from any high point for PRVIX and CSMIX.
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Drawdown Indicators
| PRVIX | CSMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.95% | -53.37% | +12.42% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -11.94% | +3.01% |
Max Drawdown (3Y)Largest decline over 3 years | -24.57% | -25.98% | +1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -28.00% | -25.98% | -2.02% |
Max Drawdown (10Y)Largest decline over 10 years | -40.95% | -48.42% | +7.47% |
Current DrawdownCurrent decline from peak | 0.00% | -1.44% | +1.44% |
Average DrawdownAverage peak-to-trough decline | -8.29% | -8.91% | +0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 3.37% | -1.00% |
Volatility
PRVIX vs. CSMIX - Volatility Comparison
T. Rowe Price Small-Cap Value Fund Class I (PRVIX) and Columbia Small Cap Value Fund I (CSMIX) have volatilities of 5.18% and 4.95%, 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.
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Volatility by Period
| PRVIX | CSMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.18% | 4.95% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 12.49% | 12.06% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.16% | 18.15% | -0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.88% | 21.48% | -1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.10% | 23.94% | -2.84% |
PRVIX vs. CSMIX - Expense Ratio Comparison
PRVIX has a 0.66% expense ratio, which is lower than CSMIX's 1.26% expense ratio.
Dividends
PRVIX vs. CSMIX - Dividend Comparison
PRVIX's dividend yield for the trailing twelve months is around 10.08%, less than CSMIX's 12.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSMIX Columbia Small Cap Value Fund I | 12.36% | 14.23% | 6.67% | 7.57% | 6.02% | 13.34% | 0.50% | 3.58% | 9.79% | 11.56% | 11.58% | 12.73% |
PRVIX T. Rowe Price Small-Cap Value Fund Class I | 10.08% | 12.11% | 9.96% | 3.40% | 5.54% | 7.15% | 2.12% | 4.72% | 9.61% | 3.79% | 3.88% | 22.61% |
Frequently Asked Questions
PRVIX and CSMIX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRVIX has higher volatility (5.18%) compared to CSMIX (4.95%). In terms of maximum drawdown, PRVIX dropped -40.95% vs CSMIX's -53.37%.
PRVIX currently has the higher Sharpe Ratio (2.19 vs 2.07), 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.
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