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SSCVX vs. PCFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSCVX vs. PCFIX - Performance Comparison

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

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SSCVX vs. PCFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
PCFIX
PIMCO RAE PLUS Small Fund
-2.10%6.78%20.88%18.04%-12.46%-36.92%9.77%21.53%-12.19%12.90%

Returns By Period

In the year-to-date period, SSCVX achieves a 5.82% return, which is significantly higher than PCFIX's -2.10% return. Over the past 10 years, SSCVX has outperformed PCFIX with an annualized return of 8.32%, while PCFIX has yielded a comparatively lower 3.59% 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%

PCFIX

1D
-0.95%
1M
-7.45%
YTD
-2.10%
6M
1.30%
1Y
14.37%
3Y*
14.75%
5Y*
-8.08%
10Y*
3.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSCVX vs. PCFIX - Expense Ratio Comparison

SSCVX has a 1.28% expense ratio, which is higher than PCFIX's 0.85% expense ratio.


Return for Risk

SSCVX vs. PCFIX — Risk / Return Rank

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

SSCVX
SSCVX Risk / Return Rank: 5555
Overall Rank
SSCVX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SSCVX Sortino Ratio Rank: 5757
Sortino Ratio Rank
SSCVX Omega Ratio Rank: 5151
Omega Ratio Rank
SSCVX Calmar Ratio Rank: 5656
Calmar Ratio Rank
SSCVX Martin Ratio Rank: 5656
Martin Ratio Rank

PCFIX
PCFIX Risk / Return Rank: 2828
Overall Rank
PCFIX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
PCFIX Sortino Ratio Rank: 3030
Sortino Ratio Rank
PCFIX Omega Ratio Rank: 2626
Omega Ratio Rank
PCFIX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PCFIX 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. PCFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Small Cap Value Fund (SSCVX) and PIMCO RAE PLUS Small Fund (PCFIX). 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.


SSCVXPCFIXDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.66

+0.34

Sortino ratio

Return per unit of downside risk

1.51

1.07

+0.44

Omega ratio

Gain probability vs. loss probability

1.21

1.14

+0.07

Calmar ratio

Return relative to maximum drawdown

1.32

0.80

+0.51

Martin ratio

Return relative to average drawdown

5.44

3.22

+2.22

SSCVX vs. PCFIX - Sharpe Ratio Comparison

The current SSCVX Sharpe Ratio is 1.00, which is higher than the PCFIX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of SSCVX and PCFIX, 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


SSCVXPCFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.66

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

-0.24

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.12

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.29

+0.03

Correlation

The correlation between SSCVX and PCFIX 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. PCFIX - Dividend Comparison

SSCVX's dividend yield for the trailing twelve months is around 10.36%, more than PCFIX's 3.05% yield.


TTM20252024202320222021202020192018201720162015
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%
PCFIX
PIMCO RAE PLUS Small Fund
3.05%2.24%6.12%2.12%13.29%96.19%18.00%2.63%12.78%9.33%0.00%26.50%

Drawdowns

SSCVX vs. PCFIX - Drawdown Comparison

The maximum SSCVX drawdown since its inception was -65.34%, roughly equal to the maximum PCFIX drawdown of -67.77%. Use the drawdown chart below to compare losses from any high point for SSCVX and PCFIX.


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Drawdown Indicators


SSCVXPCFIXDifference

Max Drawdown

Largest peak-to-trough decline

-65.34%

-67.77%

+2.43%

Max Drawdown (1Y)

Largest decline over 1 year

-15.41%

-15.69%

+0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-29.22%

-67.77%

+38.55%

Max Drawdown (10Y)

Largest decline over 10 years

-48.87%

-67.77%

+18.90%

Current Drawdown

Current decline from peak

-7.88%

-45.84%

+37.96%

Average Drawdown

Average peak-to-trough decline

-11.91%

-21.20%

+9.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

3.92%

-0.18%

Volatility

SSCVX vs. PCFIX - Volatility Comparison

Columbia Select Small Cap Value Fund (SSCVX) has a higher volatility of 6.07% compared to PIMCO RAE PLUS Small Fund (PCFIX) at 5.43%. This indicates that SSCVX's price experiences larger fluctuations and is considered to be riskier than PCFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSCVXPCFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

5.43%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

12.52%

12.64%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

22.83%

22.79%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.18%

33.66%

-12.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.44%

30.13%

-6.69%