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SLVAX vs. VOOV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SLVAX vs. VOOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Select Large Cap Value Fund (SLVAX) and Vanguard S&P 500 Value ETF (VOOV). The values are adjusted to include any dividend payments, if applicable.

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SLVAX vs. VOOV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLVAX
Columbia Select Large Cap Value Fund
2.58%27.60%12.53%5.56%-1.09%26.34%6.12%26.57%-12.32%18.98%
VOOV
Vanguard S&P 500 Value ETF
0.14%13.10%12.21%22.15%-5.37%24.87%1.23%31.75%-9.09%15.26%

Returns By Period

In the year-to-date period, SLVAX achieves a 2.58% return, which is significantly higher than VOOV's 0.14% return. Over the past 10 years, SLVAX has outperformed VOOV with an annualized return of 12.45%, while VOOV has yielded a comparatively lower 11.36% annualized return.


SLVAX

1D
2.40%
1M
-6.43%
YTD
2.58%
6M
10.79%
1Y
27.42%
3Y*
16.42%
5Y*
10.91%
10Y*
12.45%

VOOV

1D
0.20%
1M
-4.34%
YTD
0.14%
6M
3.03%
1Y
13.11%
3Y*
13.86%
5Y*
10.44%
10Y*
11.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SLVAX vs. VOOV - Expense Ratio Comparison

SLVAX has a 0.80% expense ratio, which is higher than VOOV's 0.10% expense ratio.


Return for Risk

SLVAX vs. VOOV — Risk / Return Rank

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

SLVAX
SLVAX Risk / Return Rank: 8282
Overall Rank
SLVAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SLVAX Sortino Ratio Rank: 7979
Sortino Ratio Rank
SLVAX Omega Ratio Rank: 8181
Omega Ratio Rank
SLVAX Calmar Ratio Rank: 8484
Calmar Ratio Rank
SLVAX Martin Ratio Rank: 8585
Martin Ratio Rank

VOOV
VOOV Risk / Return Rank: 4545
Overall Rank
VOOV Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VOOV Sortino Ratio Rank: 4343
Sortino Ratio Rank
VOOV Omega Ratio Rank: 4747
Omega Ratio Rank
VOOV Calmar Ratio Rank: 4040
Calmar Ratio Rank
VOOV Martin Ratio Rank: 5050
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.

SLVAX vs. VOOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Large Cap Value Fund (SLVAX) and Vanguard S&P 500 Value ETF (VOOV). 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.


SLVAXVOOVDifference

Sharpe ratio

Return per unit of total volatility

1.61

0.84

+0.76

Sortino ratio

Return per unit of downside risk

2.16

1.27

+0.89

Omega ratio

Gain probability vs. loss probability

1.34

1.19

+0.15

Calmar ratio

Return relative to maximum drawdown

2.28

1.08

+1.21

Martin ratio

Return relative to average drawdown

9.70

5.03

+4.67

SLVAX vs. VOOV - Sharpe Ratio Comparison

The current SLVAX Sharpe Ratio is 1.61, which is higher than the VOOV Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of SLVAX and VOOV, 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


SLVAXVOOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

0.84

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.72

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.67

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.72

-0.33

Correlation

The correlation between SLVAX and VOOV is 0.92, 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

SLVAX vs. VOOV - Dividend Comparison

SLVAX's dividend yield for the trailing twelve months is around 8.33%, more than VOOV's 1.80% yield.


TTM20252024202320222021202020192018201720162015
SLVAX
Columbia Select Large Cap Value Fund
8.33%8.54%3.46%3.60%1.38%5.91%7.52%6.96%4.83%3.86%7.19%4.49%
VOOV
Vanguard S&P 500 Value ETF
1.80%1.76%2.10%1.69%2.19%1.87%2.45%2.10%2.65%2.13%2.24%2.36%

Drawdowns

SLVAX vs. VOOV - Drawdown Comparison

The maximum SLVAX drawdown since its inception was -60.01%, which is greater than VOOV's maximum drawdown of -37.31%. Use the drawdown chart below to compare losses from any high point for SLVAX and VOOV.


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Drawdown Indicators


SLVAXVOOVDifference

Max Drawdown

Largest peak-to-trough decline

-60.01%

-37.31%

-22.70%

Max Drawdown (1Y)

Largest decline over 1 year

-12.40%

-11.99%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-18.44%

-18.10%

-0.34%

Max Drawdown (10Y)

Largest decline over 10 years

-41.50%

-37.31%

-4.19%

Current Drawdown

Current decline from peak

-6.85%

-4.48%

-2.37%

Average Drawdown

Average peak-to-trough decline

-9.36%

-3.88%

-5.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

2.57%

+0.35%

Volatility

SLVAX vs. VOOV - Volatility Comparison

Columbia Select Large Cap Value Fund (SLVAX) has a higher volatility of 4.69% compared to Vanguard S&P 500 Value ETF (VOOV) at 3.82%. This indicates that SLVAX's price experiences larger fluctuations and is considered to be riskier than VOOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLVAXVOOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

3.82%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

9.33%

7.77%

+1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

17.07%

15.59%

+1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.91%

14.50%

+1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.69%

16.96%

+1.73%