SSCVX vs. DHSIX

Last updated Apr 1, 2026

Compare and contrast key facts about Columbia Select Small Cap Value Fund (SSCVX) and Diamond Hill Small Cap Fund Class I (DHSIX).

SSCVX is managed by Columbia. It was launched on Apr 25, 1997. DHSIX is an actively managed fund by Diamond Hill. It was launched on Dec 29, 2000.

Performance

SSCVX vs. DHSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Select Small Cap Value Fund (SSCVX) and Diamond Hill Small Cap Fund Class I (DHSIX). The values are adjusted to include any dividend payments, if applicable.

SSCVX vs. DHSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SSCVX Columbia Select Small Cap Value Fund	5.82%	5.46%	12.33%	12.47%	-15.35%	31.25%	9.61%	18.76%	-13.70%	12.65%
DHSIX Diamond Hill Small Cap Fund Class I	0.83%	11.83%	13.10%	24.25%	-14.85%	32.69%	-0.27%	21.83%	-15.00%	10.89%

Returns By Period

In the year-to-date period, SSCVX achieves a 5.82% return, which is significantly higher than DHSIX's 0.83% return. Over the past 10 years, SSCVX has underperformed DHSIX with an annualized return of 8.32%, while DHSIX has yielded a comparatively higher 8.87% annualized return.

SSCVX

• 1D: -1.40%
• 1M: -6.22%
• YTD: 5.82%
• 6M: 6.09%
• 1Y: 22.66%
• 3Y*: 11.20%
• 5Y*: 5.67%
• 10Y*: 8.32%

DHSIX

• 1D: -0.08%
• 1M: -7.18%
• YTD: 0.83%
• 6M: 5.72%
• 1Y: 27.50%
• 3Y*: 14.23%
• 5Y*: 9.07%
• 10Y*: 8.87%

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

SSCVX vs. DHSIX - Expense Ratio Comparison

SSCVX has a 1.28% expense ratio, which is higher than DHSIX's 0.97% expense ratio.

SSCVX

Columbia Select Small Cap Value Fund

DHSIX

Diamond Hill Small Cap Fund Class I

Return for Risk

SSCVX vs. DHSIX — Risk / Return Rank

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

SSCVX

SSCVX Risk / Return Rank: 55
SSCVX Sharpe Ratio Rank: 53
SSCVX Sortino Ratio Rank: 57
SSCVX Omega Ratio Rank: 51
SSCVX Calmar Ratio Rank: 56
SSCVX Martin Ratio Rank: 56

DHSIX

DHSIX Risk / Return Rank: 68
DHSIX Sharpe Ratio Rank: 65
DHSIX Sortino Ratio Rank: 71
DHSIX Omega Ratio Rank: 57
DHSIX Calmar Ratio Rank: 80
DHSIX Martin Ratio Rank: 68

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.

SSCVX vs. DHSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Small Cap Value Fund (SSCVX) and Diamond Hill Small Cap Fund Class I (DHSIX). 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.

	SSCVX	DHSIX	Difference
Sharpe ratio Return per unit of total volatility	1.00	1.18	-0.18
Sortino ratio Return per unit of downside risk	1.51	1.81	-0.30
Omega ratio Gain probability vs. loss probability	1.21	1.23	-0.02
Calmar ratio Return relative to maximum drawdown	1.32	1.95	-0.63
Martin ratio Return relative to average drawdown	5.44	6.50	-1.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SSCVX vs. DHSIX - Sharpe Ratio Comparison

The current SSCVX Sharpe Ratio is 1.00, which is comparable to the DHSIX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of SSCVX and DHSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SSCVX	DHSIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.00	1.18	-0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.27	0.43	-0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.36	0.40	-0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.37	-0.05

Correlation

The correlation between SSCVX and DHSIX is 0.91, 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

SSCVX vs. DHSIX - Dividend Comparison

SSCVX's dividend yield for the trailing twelve months is around 10.36%, more than DHSIX's 5.69% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SSCVX Columbia Select Small Cap Value Fund	10.36%	10.96%	20.45%	6.56%	4.62%	6.64%	6.45%	0.12%	7.59%	13.50%	6.18%	12.44%
DHSIX Diamond Hill Small Cap Fund Class I	5.69%	5.74%	15.81%	30.09%	18.06%	17.39%	0.61%	7.13%	10.46%	6.90%	2.68%	1.95%

Drawdowns

SSCVX vs. DHSIX - Drawdown Comparison

The maximum SSCVX drawdown since its inception was -65.34%, which is greater than DHSIX's maximum drawdown of -52.83%. Use the drawdown chart below to compare losses from any high point for SSCVX and DHSIX.

Drawdown Indicators

	SSCVX	DHSIX	Difference
Max Drawdown Largest peak-to-trough decline	-65.34%	-52.83%	-12.51%
Max Drawdown (1Y) Largest decline over 1 year	-15.41%	-12.91%	-2.50%
Max Drawdown (5Y) Largest decline over 5 years	-29.22%	-28.33%	-0.89%
Max Drawdown (10Y) Largest decline over 10 years	-48.87%	-45.96%	-2.91%
Current Drawdown Current decline from peak	-7.88%	-10.16%	+2.28%
Average Drawdown Average peak-to-trough decline	-11.91%	-8.43%	-3.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.74%	3.87%	-0.13%

Volatility

SSCVX vs. DHSIX - Volatility Comparison

Columbia Select Small Cap Value Fund (SSCVX) and Diamond Hill Small Cap Fund Class I (DHSIX) have volatilities of 6.07% and 6.12%, 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

	SSCVX	DHSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.07%	6.12%	-0.05%
Volatility (6M) Calculated over the trailing 6-month period	12.52%	14.00%	-1.48%
Volatility (1Y) Calculated over the trailing 1-year period	22.83%	23.80%	-0.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.18%	21.43%	-0.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.44%	22.13%	+1.31%