SLVIX vs. WHGLX
SLVIX (Columbia Select Large Cap Value Fund Institutional Class 2) and WHGLX (Westwood Quality Value Fund) are both Large Cap Value Equities funds. Over the past 10 years, SLVIX returned 13.76%/yr vs 9.83%/yr for WHGLX. Their correlation of 0.92 suggests significant overlap in exposure. SLVIX charges 0.53%/yr vs 0.65%/yr for WHGLX.
Performance
SLVIX vs. WHGLX - Performance Comparison
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Returns By Period
In the year-to-date period, SLVIX achieves a 13.57% return, which is significantly higher than WHGLX's 5.72% return. Over the past 10 years, SLVIX has outperformed WHGLX with an annualized return of 13.76%, while WHGLX has yielded a comparatively lower 9.83% annualized return.
SLVIX
- 1D
- 0.00%
- 1M
- 1.55%
- YTD
- 13.57%
- 6M
- 12.64%
- 1Y
- 35.85%
- 3Y*
- 20.73%
- 5Y*
- 12.38%
- 10Y*
- 13.76%
WHGLX
- 1D
- 0.32%
- 1M
- -0.16%
- YTD
- 5.72%
- 6M
- 4.70%
- 1Y
- 10.47%
- 3Y*
- 10.10%
- 5Y*
- 6.64%
- 10Y*
- 9.83%
SLVIX vs. WHGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SLVIX Columbia Select Large Cap Value Fund Institutional Class 2 | 13.57% | 28.02% | 12.90% | 5.90% | -0.78% | 26.68% | 6.49% | 26.89% | -12.03% | 19.05% |
WHGLX Westwood Quality Value Fund | 5.72% | 5.73% | 10.52% | 8.91% | -5.64% | 23.73% | 2.71% | 27.34% | -6.18% | 20.86% |
Correlation
The correlation between SLVIX and WHGLX is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2006 | 0.92 |
The correlation between SLVIX and WHGLX shifts across timeframes, from 0.79 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SLVIX vs. WHGLX — Risk / Return Rank
SLVIX
WHGLX
SLVIX vs. WHGLX - 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 Westwood Quality Value Fund (WHGLX). 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.
| SLVIX | WHGLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.95 | ||
| Sortino ratioReturn per unit of downside risk | +2.64 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.17 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 3.97 | 1.42 | +2.55 |
| Martin ratioReturn relative to average drawdown | 16.20 | 5.37 | +10.83 |
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Drawdowns
SLVIX vs. WHGLX - Drawdown Comparison
The maximum SLVIX drawdown since its inception was -59.63%, which is greater than WHGLX's maximum drawdown of -51.00%. Use the drawdown chart below to compare losses from any high point for SLVIX and WHGLX.
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Drawdown Indicators
| SLVIX | WHGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.63% | -51.00% | -8.63% |
Max Drawdown (1Y)Largest decline over 1 year | -9.00% | -6.96% | -2.04% |
Max Drawdown (3Y)Largest decline over 3 years | -14.71% | -15.00% | +0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -18.35% | -16.62% | -1.73% |
Max Drawdown (10Y)Largest decline over 10 years | -41.46% | -36.32% | -5.14% |
Current DrawdownCurrent decline from peak | -1.34% | -0.88% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -8.28% | -7.64% | -0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 1.83% | +0.37% |
Volatility
SLVIX vs. WHGLX - Volatility Comparison
Columbia Select Large Cap Value Fund Institutional Class 2 (SLVIX) has a higher volatility of 4.00% compared to Westwood Quality Value Fund (WHGLX) at 3.21%. This indicates that SLVIX's price experiences larger fluctuations and is considered to be riskier than WHGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SLVIX | WHGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.00% | 3.21% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 9.30% | 7.81% | +1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.21% | 10.07% | +2.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.92% | 13.77% | +2.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.65% | 16.23% | +2.42% |
SLVIX vs. WHGLX - Expense Ratio Comparison
SLVIX has a 0.53% expense ratio, which is lower than WHGLX's 0.65% expense ratio.
Dividends
SLVIX vs. WHGLX - Dividend Comparison
SLVIX's dividend yield for the trailing twelve months is around 7.37%, less than WHGLX's 20.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLVIX Columbia Select Large Cap Value Fund Institutional Class 2 | 7.37% | 8.37% | 3.62% | 3.75% | 1.62% | 5.95% | 7.47% | 6.97% | 5.02% | 3.73% | 6.95% | 4.71% |
WHGLX Westwood Quality Value Fund | 20.72% | 21.91% | 7.64% | 3.78% | 1.52% | 17.70% | 5.86% | 4.63% | 12.36% | 6.53% | 4.04% | 10.08% |
Frequently Asked Questions
SLVIX and WHGLX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SLVIX has higher volatility (4.00%) compared to WHGLX (3.21%). In terms of maximum drawdown, SLVIX dropped -59.63% vs WHGLX's -51.00%.
SLVIX currently has the higher Sharpe Ratio (2.93 vs 0.98), 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.
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