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SLVIX vs. CDDYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SLVIX vs. CDDYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Select Large Cap Value Fund Institutional Class 2 (SLVIX) and Columbia Dividend Income Fund Institutional 3 Class (CDDYX). The values are adjusted to include any dividend payments, if applicable.

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SLVIX vs. CDDYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLVIX
Columbia Select Large Cap Value Fund Institutional Class 2
2.66%28.02%12.90%5.90%-0.78%26.68%6.49%26.89%-12.03%19.05%
CDDYX
Columbia Dividend Income Fund Institutional 3 Class
3.28%15.95%15.17%10.65%-4.84%26.43%7.92%28.74%-4.27%20.34%

Returns By Period

In the year-to-date period, SLVIX achieves a 2.66% return, which is significantly lower than CDDYX's 3.28% return. Both investments have delivered pretty close results over the past 10 years, with SLVIX having a 12.75% annualized return and CDDYX not far behind at 12.31%.


SLVIX

1D
2.39%
1M
-6.41%
YTD
2.66%
6M
10.95%
1Y
27.78%
3Y*
16.80%
5Y*
11.26%
10Y*
12.75%

CDDYX

1D
1.60%
1M
-3.90%
YTD
3.28%
6M
5.98%
1Y
16.96%
3Y*
15.18%
5Y*
10.80%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SLVIX vs. CDDYX - Expense Ratio Comparison

SLVIX has a 0.53% expense ratio, which is lower than CDDYX's 0.55% expense ratio.


Return for Risk

SLVIX vs. CDDYX — Risk / Return Rank

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

SLVIX
SLVIX Risk / Return Rank: 8282
Overall Rank
SLVIX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SLVIX Sortino Ratio Rank: 7979
Sortino Ratio Rank
SLVIX Omega Ratio Rank: 8282
Omega Ratio Rank
SLVIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
SLVIX Martin Ratio Rank: 8686
Martin Ratio Rank

CDDYX
CDDYX Risk / Return Rank: 7272
Overall Rank
CDDYX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CDDYX Sortino Ratio Rank: 6767
Sortino Ratio Rank
CDDYX Omega Ratio Rank: 7070
Omega Ratio Rank
CDDYX Calmar Ratio Rank: 7373
Calmar Ratio Rank
CDDYX Martin Ratio Rank: 8181
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.

SLVIX vs. CDDYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Large Cap Value Fund Institutional Class 2 (SLVIX) and Columbia Dividend Income Fund Institutional 3 Class (CDDYX). 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.


SLVIXCDDYXDifference

Sharpe ratio

Return per unit of total volatility

1.63

1.23

+0.40

Sortino ratio

Return per unit of downside risk

2.18

1.75

+0.44

Omega ratio

Gain probability vs. loss probability

1.35

1.27

+0.07

Calmar ratio

Return relative to maximum drawdown

2.32

1.78

+0.54

Martin ratio

Return relative to average drawdown

9.87

8.25

+1.62

SLVIX vs. CDDYX - Sharpe Ratio Comparison

The current SLVIX Sharpe Ratio is 1.63, which is higher than the CDDYX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of SLVIX and CDDYX, 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


SLVIXCDDYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

1.23

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.82

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.79

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.86

-0.43

Correlation

The correlation between SLVIX and CDDYX is 0.89, 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

SLVIX vs. CDDYX - Dividend Comparison

SLVIX's dividend yield for the trailing twelve months is around 8.15%, more than CDDYX's 5.21% yield.


TTM20252024202320222021202020192018201720162015
SLVIX
Columbia Select Large Cap Value Fund Institutional Class 2
8.15%8.37%3.62%3.75%1.62%5.95%7.47%6.97%5.02%3.73%6.95%4.71%
CDDYX
Columbia Dividend Income Fund Institutional 3 Class
5.21%5.33%5.99%4.96%3.90%2.93%1.85%3.28%7.65%4.03%3.84%8.35%

Drawdowns

SLVIX vs. CDDYX - Drawdown Comparison

The maximum SLVIX drawdown since its inception was -59.63%, which is greater than CDDYX's maximum drawdown of -32.74%. Use the drawdown chart below to compare losses from any high point for SLVIX and CDDYX.


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Drawdown Indicators


SLVIXCDDYXDifference

Max Drawdown

Largest peak-to-trough decline

-59.63%

-32.74%

-26.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.39%

-10.17%

-2.22%

Max Drawdown (5Y)

Largest decline over 5 years

-18.35%

-16.91%

-1.44%

Max Drawdown (10Y)

Largest decline over 10 years

-41.46%

-32.74%

-8.72%

Current Drawdown

Current decline from peak

-6.82%

-3.95%

-2.87%

Average Drawdown

Average peak-to-trough decline

-8.34%

-2.79%

-5.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.19%

+0.72%

Volatility

SLVIX vs. CDDYX - Volatility Comparison

Columbia Select Large Cap Value Fund Institutional Class 2 (SLVIX) has a higher volatility of 4.68% compared to Columbia Dividend Income Fund Institutional 3 Class (CDDYX) at 3.45%. This indicates that SLVIX's price experiences larger fluctuations and is considered to be riskier than CDDYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLVIXCDDYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

3.45%

+1.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

7.00%

+2.32%

Volatility (1Y)

Calculated over the trailing 1-year period

17.06%

13.67%

+3.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.91%

13.31%

+2.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.69%

15.68%

+3.01%