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PVCMX vs. CSMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PVCMX vs. CSMIX - Performance Comparison

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

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PVCMX vs. CSMIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PVCMX
Palm Valley Capital Fund Investor Class
0.58%4.45%4.24%9.47%3.17%3.72%19.13%1.22%
CSMIX
Columbia Small Cap Value Fund I
-1.68%14.65%8.66%21.42%-8.87%28.95%7.82%10.25%

Returns By Period

In the year-to-date period, PVCMX achieves a 0.58% return, which is significantly higher than CSMIX's -1.68% return.


PVCMX

1D
0.25%
1M
-1.05%
YTD
0.58%
6M
1.23%
1Y
4.45%
3Y*
5.18%
5Y*
4.37%
10Y*

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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PVCMX vs. CSMIX - Expense Ratio Comparison

PVCMX has a 1.30% expense ratio, which is higher than CSMIX's 1.26% expense ratio.


Return for Risk

PVCMX vs. CSMIX — Risk / Return Rank

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

PVCMX
PVCMX Risk / Return Rank: 4949
Overall Rank
PVCMX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
PVCMX Sortino Ratio Rank: 5353
Sortino Ratio Rank
PVCMX Omega Ratio Rank: 3636
Omega Ratio Rank
PVCMX Calmar Ratio Rank: 6767
Calmar Ratio Rank
PVCMX Martin Ratio Rank: 4040
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.

PVCMX vs. CSMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Palm Valley Capital Fund Investor Class (PVCMX) 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.


PVCMXCSMIXDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.97

-0.04

Sortino ratio

Return per unit of downside risk

1.44

1.48

-0.04

Omega ratio

Gain probability vs. loss probability

1.17

1.19

-0.02

Calmar ratio

Return relative to maximum drawdown

1.52

1.28

+0.24

Martin ratio

Return relative to average drawdown

4.20

4.63

-0.44

PVCMX vs. CSMIX - Sharpe Ratio Comparison

The current PVCMX Sharpe Ratio is 0.92, which is comparable to the CSMIX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of PVCMX 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


PVCMXCSMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.97

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.35

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.47

+0.57

Correlation

The correlation between PVCMX and CSMIX is 0.72, 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

PVCMX vs. CSMIX - Dividend Comparison

PVCMX's dividend yield for the trailing twelve months is around 4.77%, less than CSMIX's 14.47% yield.


TTM20252024202320222021202020192018201720162015
PVCMX
Palm Valley Capital Fund Investor Class
4.77%4.80%6.95%4.84%2.30%1.98%2.70%0.71%0.00%0.00%0.00%0.00%
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

PVCMX vs. CSMIX - Drawdown Comparison

The maximum PVCMX drawdown since its inception was -7.44%, smaller than the maximum CSMIX drawdown of -53.37%. Use the drawdown chart below to compare losses from any high point for PVCMX and CSMIX.


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Drawdown Indicators


PVCMXCSMIXDifference

Max Drawdown

Largest peak-to-trough decline

-7.44%

-53.37%

+45.93%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-14.79%

+11.98%

Max Drawdown (5Y)

Largest decline over 5 years

-7.44%

-25.98%

+18.54%

Max Drawdown (10Y)

Largest decline over 10 years

-48.42%

Current Drawdown

Current decline from peak

-1.85%

-10.23%

+8.38%

Average Drawdown

Average peak-to-trough decline

-1.29%

-8.95%

+7.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

4.09%

-3.07%

Volatility

PVCMX vs. CSMIX - Volatility Comparison

The current volatility for Palm Valley Capital Fund Investor Class (PVCMX) is 0.95%, while Columbia Small Cap Value Fund I (CSMIX) has a volatility of 5.43%. This indicates that PVCMX experiences smaller price fluctuations and is considered to be less risky than CSMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PVCMXCSMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

5.43%

-4.48%

Volatility (6M)

Calculated over the trailing 6-month period

2.94%

12.70%

-9.76%

Volatility (1Y)

Calculated over the trailing 1-year period

4.75%

22.51%

-17.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.20%

21.57%

-16.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.37%

23.92%

-17.55%