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RLCAX vs. VIVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RLCAX vs. VIVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Disciplined Value Fund (RLCAX) and Vanguard Value Index Fund Institutional Shares (VIVIX). The values are adjusted to include any dividend payments, if applicable.

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RLCAX vs. VIVIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RLCAX
Columbia Disciplined Value Fund
0.23%14.67%16.24%15.40%-7.33%29.54%2.11%19.23%-9.36%15.42%
VIVIX
Vanguard Value Index Fund Institutional Shares
1.63%15.30%15.99%9.23%-2.05%26.50%2.30%25.83%-5.44%17.14%

Returns By Period

In the year-to-date period, RLCAX achieves a 0.23% return, which is significantly lower than VIVIX's 1.63% return. Over the past 10 years, RLCAX has underperformed VIVIX with an annualized return of 10.23%, while VIVIX has yielded a comparatively higher 11.62% annualized return.


RLCAX

1D
-0.12%
1M
-6.09%
YTD
0.23%
6M
4.05%
1Y
14.93%
3Y*
14.42%
5Y*
10.46%
10Y*
10.23%

VIVIX

1D
-0.17%
1M
-6.36%
YTD
1.63%
6M
4.64%
1Y
14.18%
3Y*
14.46%
5Y*
10.63%
10Y*
11.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RLCAX vs. VIVIX - Expense Ratio Comparison

RLCAX has a 1.04% expense ratio, which is higher than VIVIX's 0.04% expense ratio.


Return for Risk

RLCAX vs. VIVIX — Risk / Return Rank

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

RLCAX
RLCAX Risk / Return Rank: 5252
Overall Rank
RLCAX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
RLCAX Sortino Ratio Rank: 5353
Sortino Ratio Rank
RLCAX Omega Ratio Rank: 5454
Omega Ratio Rank
RLCAX Calmar Ratio Rank: 4646
Calmar Ratio Rank
RLCAX Martin Ratio Rank: 5656
Martin Ratio Rank

VIVIX
VIVIX Risk / Return Rank: 5858
Overall Rank
VIVIX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VIVIX Sortino Ratio Rank: 5959
Sortino Ratio Rank
VIVIX Omega Ratio Rank: 6060
Omega Ratio Rank
VIVIX Calmar Ratio Rank: 5252
Calmar Ratio Rank
VIVIX Martin Ratio Rank: 6060
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.

RLCAX vs. VIVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Disciplined Value Fund (RLCAX) and Vanguard Value Index Fund Institutional Shares (VIVIX). 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.


RLCAXVIVIXDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.04

-0.03

Sortino ratio

Return per unit of downside risk

1.47

1.50

-0.03

Omega ratio

Gain probability vs. loss probability

1.22

1.22

0.00

Calmar ratio

Return relative to maximum drawdown

1.16

1.25

-0.08

Martin ratio

Return relative to average drawdown

5.48

5.67

-0.18

RLCAX vs. VIVIX - Sharpe Ratio Comparison

The current RLCAX Sharpe Ratio is 1.02, which is comparable to the VIVIX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of RLCAX and VIVIX, 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


RLCAXVIVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.04

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.77

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.70

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.39

+0.13

Correlation

The correlation between RLCAX and VIVIX 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

RLCAX vs. VIVIX - Dividend Comparison

RLCAX's dividend yield for the trailing twelve months is around 11.74%, more than VIVIX's 2.06% yield.


TTM20252024202320222021202020192018201720162015
RLCAX
Columbia Disciplined Value Fund
11.74%11.76%11.66%7.59%13.00%31.01%1.54%10.78%11.88%5.35%1.53%6.78%
VIVIX
Vanguard Value Index Fund Institutional Shares
2.06%2.04%2.31%2.46%2.52%2.15%2.55%2.50%2.73%2.30%2.46%2.61%

Drawdowns

RLCAX vs. VIVIX - Drawdown Comparison

The maximum RLCAX drawdown since its inception was -37.83%, smaller than the maximum VIVIX drawdown of -59.30%. Use the drawdown chart below to compare losses from any high point for RLCAX and VIVIX.


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Drawdown Indicators


RLCAXVIVIXDifference

Max Drawdown

Largest peak-to-trough decline

-37.83%

-59.30%

+21.47%

Max Drawdown (1Y)

Largest decline over 1 year

-12.25%

-11.29%

-0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-34.73%

-17.12%

-17.61%

Max Drawdown (10Y)

Largest decline over 10 years

-37.83%

-36.80%

-1.03%

Current Drawdown

Current decline from peak

-6.30%

-6.36%

+0.06%

Average Drawdown

Average peak-to-trough decline

-7.23%

-9.31%

+2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

2.48%

+0.12%

Volatility

RLCAX vs. VIVIX - Volatility Comparison

Columbia Disciplined Value Fund (RLCAX) and Vanguard Value Index Fund Institutional Shares (VIVIX) have volatilities of 3.17% and 3.27%, 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


RLCAXVIVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.17%

3.27%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

7.88%

7.52%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

15.75%

14.82%

+0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.44%

13.90%

+9.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.69%

16.74%

+4.95%