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SLVP vs. SLVRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLVP vs. SLVRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Global Silver Miners ETF (SLVP) and Columbia Select Large Cap Value Fund Class R (SLVRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SLVP achieves a 7.35% return, which is significantly higher than SLVRX's 3.51% return. Over the past 10 years, SLVP has outperformed SLVRX with an annualized return of 18.15%, while SLVRX has yielded a comparatively lower 12.51% annualized return.


SLVP

1D
-0.81%
1M
-9.09%
YTD
7.35%
6M
37.09%
1Y
189.27%
3Y*
48.77%
5Y*
20.47%
10Y*
18.15%

SLVRX

1D
0.20%
1M
-2.83%
YTD
3.51%
6M
11.32%
1Y
43.86%
3Y*
16.29%
5Y*
10.86%
10Y*
12.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLVP vs. SLVRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLVP
iShares MSCI Global Silver Miners ETF
7.35%202.84%14.47%-2.31%-18.06%-23.53%56.45%37.71%-22.10%4.53%
SLVRX
Columbia Select Large Cap Value Fund Class R
3.51%27.32%12.24%5.25%-1.30%26.02%5.92%26.26%-12.52%18.96%

Correlation

The correlation between SLVP and SLVRX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners. Combining low-correlation assets is one of the most reliable ways to reduce portfolio risk without sacrificing expected returns.


SLVP vs. SLVRX - Expense Ratio Comparison

SLVP has a 0.39% expense ratio, which is lower than SLVRX's 1.05% expense ratio.


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Return for Risk

SLVP vs. SLVRX — Risk / Return Rank

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

SLVP
SLVP Risk / Return Rank: 9393
Overall Rank
SLVP Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SLVP Sortino Ratio Rank: 9292
Sortino Ratio Rank
SLVP Omega Ratio Rank: 9090
Omega Ratio Rank
SLVP Calmar Ratio Rank: 9494
Calmar Ratio Rank
SLVP Martin Ratio Rank: 9292
Martin Ratio Rank

SLVRX
SLVRX Risk / Return Rank: 8080
Overall Rank
SLVRX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SLVRX Sortino Ratio Rank: 7777
Sortino Ratio Rank
SLVRX Omega Ratio Rank: 8080
Omega Ratio Rank
SLVRX Calmar Ratio Rank: 8080
Calmar Ratio Rank
SLVRX Martin Ratio Rank: 8282
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.

SLVP vs. SLVRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Silver Miners ETF (SLVP) and Columbia Select Large Cap Value Fund Class R (SLVRX). 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.


SLVPSLVRXDifference

Sharpe ratio

Return per unit of total volatility

2.80

1.62

+1.18

Sortino ratio

Return per unit of downside risk

2.85

2.17

+0.68

Omega ratio

Gain probability vs. loss probability

1.40

1.34

+0.06

Calmar ratio

Return relative to maximum drawdown

4.54

2.28

+2.26

Martin ratio

Return relative to average drawdown

15.07

9.54

+5.53

SLVP vs. SLVRX - Sharpe Ratio Comparison

The current SLVP Sharpe Ratio is 2.80, which is higher than the SLVRX Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of SLVP and SLVRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SLVPSLVRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.80

1.62

+1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.69

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.67

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.46

-0.36

Drawdowns

SLVP vs. SLVRX - Drawdown Comparison

The maximum SLVP drawdown since its inception was -80.47%, which is greater than SLVRX's maximum drawdown of -60.20%. Use the drawdown chart below to compare losses from any high point for SLVP and SLVRX.


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Drawdown Indicators


SLVPSLVRXDifference

Max Drawdown

Largest peak-to-trough decline

-80.47%

-60.20%

-20.27%

Max Drawdown (1Y)

Largest decline over 1 year

-33.57%

-9.03%

-24.54%

Max Drawdown (5Y)

Largest decline over 5 years

-55.36%

-18.53%

-36.83%

Max Drawdown (10Y)

Largest decline over 10 years

-62.03%

-41.51%

-20.52%

Current Drawdown

Current decline from peak

-22.56%

-5.95%

-16.61%

Average Drawdown

Average peak-to-trough decline

-47.12%

-7.47%

-39.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.12%

2.97%

+7.15%

Volatility

SLVP vs. SLVRX - Volatility Comparison

iShares MSCI Global Silver Miners ETF (SLVP) has a higher volatility of 18.19% compared to Columbia Select Large Cap Value Fund Class R (SLVRX) at 4.67%. This indicates that SLVP's price experiences larger fluctuations and is considered to be riskier than SLVRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLVPSLVRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.19%

4.67%

+13.52%

Volatility (6M)

Calculated over the trailing 6-month period

45.16%

9.30%

+35.86%

Volatility (1Y)

Calculated over the trailing 1-year period

54.07%

17.08%

+36.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.40%

15.89%

+26.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.45%

18.69%

+23.76%

Dividends

SLVP vs. SLVRX - Dividend Comparison

SLVP's dividend yield for the trailing twelve months is around 1.66%, less than SLVRX's 8.21% yield.


TTM20252024202320222021202020192018201720162015
SLVP
iShares MSCI Global Silver Miners ETF
1.66%1.78%1.05%0.88%0.63%1.63%2.39%2.03%1.28%0.85%2.32%0.72%
SLVRX
Columbia Select Large Cap Value Fund Class R
8.21%8.50%3.27%3.42%1.15%5.83%7.46%6.83%4.60%3.92%8.22%4.27%