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PSLAX vs. CSMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSLAX vs. CSMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Small Cap Value Fund (PSLAX) and Columbia Small Cap Value Fund I (CSMIX). The values are adjusted to include any dividend payments, if applicable.

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PSLAX vs. CSMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSLAX
Putnam Small Cap Value Fund
-0.78%5.26%6.19%23.54%-13.42%39.51%3.60%24.33%-20.19%7.55%
CSMIX
Columbia Small Cap Value Fund I
-1.68%14.65%8.66%21.42%-8.87%28.95%7.82%21.01%-18.37%13.77%

Returns By Period

In the year-to-date period, PSLAX achieves a -0.78% return, which is significantly higher than CSMIX's -1.68% return. Over the past 10 years, PSLAX has underperformed CSMIX with an annualized return of 8.92%, while CSMIX has yielded a comparatively higher 10.52% annualized return.


PSLAX

1D
-0.45%
1M
-7.88%
YTD
-0.78%
6M
0.53%
1Y
12.50%
3Y*
11.51%
5Y*
6.00%
10Y*
8.92%

CSMIX

1D
-0.09%
1M
-7.18%
YTD
-1.68%
6M
2.47%
1Y
22.20%
3Y*
13.53%
5Y*
7.44%
10Y*
10.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSLAX vs. CSMIX - Expense Ratio Comparison

PSLAX has a 1.15% expense ratio, which is lower than CSMIX's 1.26% expense ratio.


Return for Risk

PSLAX vs. CSMIX — Risk / Return Rank

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

PSLAX
PSLAX Risk / Return Rank: 2222
Overall Rank
PSLAX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PSLAX Sortino Ratio Rank: 2323
Sortino Ratio Rank
PSLAX Omega Ratio Rank: 2020
Omega Ratio Rank
PSLAX Calmar Ratio Rank: 2424
Calmar Ratio Rank
PSLAX Martin Ratio Rank: 2222
Martin Ratio Rank

CSMIX
CSMIX Risk / Return Rank: 5151
Overall Rank
CSMIX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
CSMIX Sortino Ratio Rank: 5656
Sortino Ratio Rank
CSMIX Omega Ratio Rank: 4646
Omega Ratio Rank
CSMIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
CSMIX Martin Ratio Rank: 4646
Martin Ratio Rank
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.

PSLAX vs. CSMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Small Cap Value Fund (PSLAX) 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.


PSLAXCSMIXDifference

Sharpe ratio

Return per unit of total volatility

0.55

0.97

-0.42

Sortino ratio

Return per unit of downside risk

0.93

1.48

-0.55

Omega ratio

Gain probability vs. loss probability

1.12

1.19

-0.07

Calmar ratio

Return relative to maximum drawdown

0.73

1.28

-0.55

Martin ratio

Return relative to average drawdown

2.37

4.63

-2.26

PSLAX vs. CSMIX - Sharpe Ratio Comparison

The current PSLAX Sharpe Ratio is 0.55, which is lower than the CSMIX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of PSLAX and CSMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PSLAXCSMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.97

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.35

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.44

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.47

-0.10

Correlation

The correlation between PSLAX and CSMIX 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

PSLAX vs. CSMIX - Dividend Comparison

PSLAX's dividend yield for the trailing twelve months is around 6.87%, less than CSMIX's 14.47% yield.


TTM20252024202320222021202020192018201720162015
PSLAX
Putnam Small Cap Value Fund
6.87%6.81%5.67%1.21%8.40%0.20%0.90%1.33%21.52%38.15%0.66%5.38%
CSMIX
Columbia Small Cap Value Fund I
14.47%14.23%6.67%7.57%6.02%13.34%0.50%3.58%9.79%11.56%11.58%12.73%

Drawdowns

PSLAX vs. CSMIX - Drawdown Comparison

The maximum PSLAX drawdown since its inception was -69.37%, which is greater than CSMIX's maximum drawdown of -53.37%. Use the drawdown chart below to compare losses from any high point for PSLAX and CSMIX.


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Drawdown Indicators


PSLAXCSMIXDifference

Max Drawdown

Largest peak-to-trough decline

-69.37%

-53.37%

-16.00%

Max Drawdown (1Y)

Largest decline over 1 year

-14.16%

-14.79%

+0.63%

Max Drawdown (5Y)

Largest decline over 5 years

-25.63%

-25.98%

+0.35%

Max Drawdown (10Y)

Largest decline over 10 years

-52.81%

-48.42%

-4.39%

Current Drawdown

Current decline from peak

-9.94%

-10.23%

+0.29%

Average Drawdown

Average peak-to-trough decline

-12.22%

-8.95%

-3.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

4.09%

+0.25%

Volatility

PSLAX vs. CSMIX - Volatility Comparison

Putnam Small Cap Value Fund (PSLAX) and Columbia Small Cap Value Fund I (CSMIX) have volatilities of 5.70% and 5.43%, 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


PSLAXCSMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.70%

5.43%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

13.17%

12.70%

+0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

22.71%

22.51%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.83%

21.57%

+0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.56%

23.92%

-0.36%