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SSCVX vs. MXLSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSCVX vs. MXLSX - Performance Comparison

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

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Returns By Period

In the year-to-date period, SSCVX achieves a 9.23% return, which is significantly higher than MXLSX's 4.60% return. Both investments have delivered pretty close results over the past 10 years, with SSCVX having a 8.78% annualized return and MXLSX not far behind at 8.58%.


SSCVX

1D
0.11%
1M
-1.88%
YTD
9.23%
6M
8.69%
1Y
41.54%
3Y*
12.38%
5Y*
6.11%
10Y*
8.78%

MXLSX

1D
0.05%
1M
-2.76%
YTD
4.60%
6M
5.23%
1Y
23.77%
3Y*
10.87%
5Y*
6.33%
10Y*
8.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSCVX vs. MXLSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSCVX
Columbia Select Small Cap Value Fund
9.23%5.46%12.33%12.47%-15.35%31.25%9.61%18.76%-13.70%12.65%
MXLSX
Great-West Small Cap Value Fund
4.60%4.08%8.20%17.81%-10.07%31.12%2.84%24.67%-16.64%8.44%

Correlation

The correlation between SSCVX and MXLSX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.


SSCVX vs. MXLSX - Expense Ratio Comparison

SSCVX has a 1.28% expense ratio, which is higher than MXLSX's 1.09% expense ratio.


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Return for Risk

SSCVX vs. MXLSX — Risk / Return Rank

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

SSCVX
SSCVX Risk / Return Rank: 5151
Overall Rank
SSCVX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SSCVX Sortino Ratio Rank: 5050
Sortino Ratio Rank
SSCVX Omega Ratio Rank: 4545
Omega Ratio Rank
SSCVX Calmar Ratio Rank: 5757
Calmar Ratio Rank
SSCVX Martin Ratio Rank: 5757
Martin Ratio Rank

MXLSX
MXLSX Risk / Return Rank: 2525
Overall Rank
MXLSX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
MXLSX Sortino Ratio Rank: 2424
Sortino Ratio Rank
MXLSX Omega Ratio Rank: 2222
Omega Ratio Rank
MXLSX Calmar Ratio Rank: 2626
Calmar Ratio Rank
MXLSX Martin Ratio Rank: 3030
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.

SSCVX vs. MXLSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Small Cap Value Fund (SSCVX) and Great-West Small Cap Value Fund (MXLSX). 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.


SSCVXMXLSXDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.68

+0.39

Sortino ratio

Return per unit of downside risk

1.61

1.10

+0.50

Omega ratio

Gain probability vs. loss probability

1.22

1.15

+0.07

Calmar ratio

Return relative to maximum drawdown

1.71

1.08

+0.64

Martin ratio

Return relative to average drawdown

6.98

4.12

+2.87

SSCVX vs. MXLSX - Sharpe Ratio Comparison

The current SSCVX Sharpe Ratio is 1.07, which is higher than the MXLSX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of SSCVX and MXLSX, 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


SSCVXMXLSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.68

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.31

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.39

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.26

+0.06

Drawdowns

SSCVX vs. MXLSX - Drawdown Comparison

The maximum SSCVX drawdown since its inception was -65.34%, which is greater than MXLSX's maximum drawdown of -60.41%. Use the drawdown chart below to compare losses from any high point for SSCVX and MXLSX.


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Drawdown Indicators


SSCVXMXLSXDifference

Max Drawdown

Largest peak-to-trough decline

-65.34%

-60.41%

-4.93%

Max Drawdown (1Y)

Largest decline over 1 year

-7.88%

-9.84%

+1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-29.22%

-26.04%

-3.18%

Max Drawdown (10Y)

Largest decline over 10 years

-48.87%

-43.52%

-5.35%

Current Drawdown

Current decline from peak

-4.91%

-6.38%

+1.47%

Average Drawdown

Average peak-to-trough decline

-11.91%

-12.19%

+0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

4.25%

-0.47%

Volatility

SSCVX vs. MXLSX - Volatility Comparison

Columbia Select Small Cap Value Fund (SSCVX) has a higher volatility of 6.31% compared to Great-West Small Cap Value Fund (MXLSX) at 5.65%. This indicates that SSCVX's price experiences larger fluctuations and is considered to be riskier than MXLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSCVXMXLSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.31%

5.65%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

12.75%

12.16%

+0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

22.93%

23.41%

-0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.20%

20.91%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.44%

22.28%

+1.16%

Dividends

SSCVX vs. MXLSX - Dividend Comparison

SSCVX's dividend yield for the trailing twelve months is around 10.04%, more than MXLSX's 0.46% yield.


TTM20252024202320222021202020192018201720162015
SSCVX
Columbia Select Small Cap Value Fund
10.04%10.96%20.45%6.56%4.62%6.64%6.45%0.12%7.59%13.50%6.18%12.44%
MXLSX
Great-West Small Cap Value Fund
0.46%0.48%1.07%2.24%2.93%6.23%0.23%0.47%2.92%5.29%0.00%0.00%