SLVAX vs. SABTX

Last updated Jul 1, 2026

SLVAX (Columbia Select Large Cap Value Fund) and SABTX (SA U.S. Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, SLVAX returned 13.41%/yr vs 11.64%/yr for SABTX. Their correlation of 0.93 suggests significant overlap in exposure. SLVAX charges 0.80%/yr vs 0.73%/yr for SABTX.

Performance

SLVAX vs. SABTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Select Large Cap Value Fund (SLVAX) and SA U.S. Value Fund (SABTX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SLVAX achieves a 15.60% return, which is significantly lower than SABTX's 18.98% return. Over the past 10 years, SLVAX has outperformed SABTX with an annualized return of 13.41%, while SABTX has yielded a comparatively lower 11.64% annualized return.

SLVAX

• 1D: 0.16%
• 1M: 3.23%
• YTD: 15.60%
• 6M: 14.79%
• 1Y: 35.32%
• 3Y*: 19.85%
• 5Y*: 12.58%
• 10Y*: 13.41%

SABTX

• 1D: 0.03%
• 1M: 2.49%
• YTD: 18.98%
• 6M: 18.07%
• 1Y: 33.52%
• 3Y*: 18.88%
• 5Y*: 11.52%
• 10Y*: 11.64%

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

SLVAX vs. SABTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SLVAX Columbia Select Large Cap Value Fund	15.60%	27.60%	12.53%	5.56%	-1.09%	26.34%	6.12%	26.57%	-12.32%	18.98%
SABTX SA U.S. Value Fund	18.98%	17.69%	11.32%	11.82%	-6.35%	27.06%	-2.04%	24.85%	-12.14%	18.45%

Correlation

The correlation between SLVAX and SABTX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (10Y) Calculated over the trailing 10-year period	0.92
Correlation (All Time) Calculated using the full available price history since Jan 3, 2000	0.93

The correlation between SLVAX and SABTX shifts across timeframes, from 0.77 (1 year) to 0.93 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SLVAX vs. SABTX — Risk / Return Rank

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

SLVAX

SLVAX Risk / Return Rank: 92
SLVAX Sharpe Ratio Rank: 96
SLVAX Sortino Ratio Rank: 92
SLVAX Omega Ratio Rank: 87
SLVAX Calmar Ratio Rank: 91
SLVAX Martin Ratio Rank: 93

SABTX

SABTX Risk / Return Rank: 95
SABTX Sharpe Ratio Rank: 97
SABTX Sortino Ratio Rank: 94
SABTX Omega Ratio Rank: 89
SABTX Calmar Ratio Rank: 97
SABTX Martin Ratio Rank: 97

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.

SLVAX vs. SABTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Large Cap Value Fund (SLVAX) and SA U.S. Value Fund (SABTX). 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.

	SLVAX	SABTX	Difference
Sharpe ratio: Return per unit of total volatility	2.96	3.15	-0.19
Sortino ratio: Return per unit of downside risk	4.13	4.41	-0.28
Omega ratio: Gain probability vs. loss probability	1.52	1.55	-0.03
Calmar ratio: Return relative to maximum drawdown	4.02	5.94	-1.92
Martin ratio: Return relative to average drawdown	16.33	21.41	-5.07

SLVAX vs. SABTX - Sharpe Ratio Comparison

The current SLVAX Sharpe Ratio is 2.96, which is comparable to the SABTX Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of SLVAX and SABTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SLVAX vs. SABTX - Drawdown Comparison

The maximum SLVAX drawdown since its inception was -60.01%, smaller than the maximum SABTX drawdown of -66.96%. Use the drawdown chart below to compare losses from any high point for SLVAX and SABTX.

Drawdown Indicators

	SLVAX	SABTX	Difference
Max Drawdown Largest peak-to-trough decline	-60.01%	-66.96%	+6.95%
Max Drawdown (1Y) Largest decline over 1 year	-9.03%	-6.36%	-2.67%
Max Drawdown (3Y) Largest decline over 3 years	-14.83%	-16.63%	+1.80%
Max Drawdown (5Y) Largest decline over 5 years	-18.44%	-20.42%	+1.98%
Max Drawdown (10Y) Largest decline over 10 years	-41.50%	-42.00%	+0.50%
Current Drawdown Current decline from peak	0.00%	-0.58%	+0.58%
Average Drawdown Average peak-to-trough decline	-9.29%	-11.29%	+2.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.21%	1.70%	+0.51%

Volatility

SLVAX vs. SABTX - Volatility Comparison

Columbia Select Large Cap Value Fund (SLVAX) and SA U.S. Value Fund (SABTX) have volatilities of 4.29% and 4.28%, 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

	SLVAX	SABTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.29%	4.28%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	9.36%	8.80%	+0.56%
Volatility (1Y) Calculated over the trailing 1-year period	12.28%	12.04%	+0.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.94%	16.39%	-0.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.63%	19.10%	-0.47%

SLVAX vs. SABTX - Expense Ratio Comparison

SLVAX has a 0.80% expense ratio, which is higher than SABTX's 0.73% expense ratio.

Dividends

SLVAX vs. SABTX - Dividend Comparison

SLVAX's dividend yield for the trailing twelve months is around 7.39%, more than SABTX's 3.26% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SABTX SA U.S. Value Fund	3.26%	3.88%	2.60%	1.67%	7.66%	4.25%	1.52%	5.14%	9.80%	10.36%	5.08%	6.83%
SLVAX Columbia Select Large Cap Value Fund	7.39%	8.54%	3.46%	3.60%	1.38%	5.91%	7.52%	6.96%	4.83%	3.86%	7.19%	4.49%

Frequently Asked Questions

Can I hold both SLVAX and SABTX in my portfolio?

SLVAX and SABTX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SLVAX or SABTX?

SLVAX has higher volatility (4.29%) compared to SABTX (4.28%). In terms of maximum drawdown, SLVAX dropped -60.01% vs SABTX's -66.96%.

Which has better risk-adjusted returns?

SABTX currently has the higher Sharpe Ratio (3.15 vs 2.96), 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.