SSCVX vs. PRVIX
SSCVX (Columbia Select Small Cap Value Fund) and PRVIX (T. Rowe Price Small-Cap Value Fund Class I) are both Small Cap Value Equities funds. Over the past 10 years, SSCVX returned 9.95%/yr vs 10.46%/yr for PRVIX. Their correlation of 0.94 means they have usually moved in the same direction. SSCVX charges 1.28%/yr vs 0.66%/yr for PRVIX.
Performance
SSCVX vs. PRVIX - Performance Comparison
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Returns By Period
In the year-to-date period, SSCVX achieves a 27.34% return, which is significantly higher than PRVIX's 20.02% return. Over the past 10 years, SSCVX has underperformed PRVIX with an annualized return of 9.95%, while PRVIX has yielded a comparatively higher 10.46% annualized return.
SSCVX
- 1D
- 1.14%
- 1M
- 0.52%
- 6M
- 19.06%
- YTD
- 27.34%
- 1Y
- 39.97%
- 3Y*
- 14.32%
- 5Y*
- 8.97%
- 10Y*
- 9.95%
- ALL TIME*
- 7.83%
PRVIX
- 1D
- 0.38%
- 1M
- -1.64%
- 6M
- 11.97%
- YTD
- 20.02%
- 1Y
- 34.71%
- 3Y*
- 13.78%
- 5Y*
- 7.24%
- 10Y*
- 10.46%
- ALL TIME*
- 10.74%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SSCVX vs. PRVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SSCVX Columbia Select Small Cap Value Fund | 27.34% | 5.46% | 12.33% | 12.47% | -15.35% | 31.25% | 9.61% | 18.76% | -13.70% | 12.65% |
PRVIX T. Rowe Price Small-Cap Value Fund Class I | 20.02% | 8.44% | 10.96% | 12.46% | -18.42% | 25.60% | 12.58% | 25.95% | -11.49% | 12.86% |
Correlation
The correlation between SSCVX and PRVIX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2015 | 0.94 |
The correlation between SSCVX and PRVIX has been stable across timeframes, ranging from 0.84 to 0.94 - a consistent structural relationship.
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Return for Risk
SSCVX vs. PRVIX — Risk / Return Rank
SSCVX
PRVIX
SSCVX vs. PRVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Select Small Cap Value Fund (SSCVX) and T. Rowe Price Small-Cap Value Fund Class I (PRVIX). 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.
| SSCVX | PRVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.34 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.67 | 3.66 | +1.02 |
| Martin ratioReturn relative to average drawdown | 14.87 | 13.95 | +0.92 |
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Drawdowns
SSCVX vs. PRVIX - Drawdown Comparison
The maximum SSCVX drawdown since its inception was -65.34%, which is greater than PRVIX's maximum drawdown of -40.95%. Use the drawdown chart below to compare losses from any high point for SSCVX and PRVIX.
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Drawdown Indicators
| SSCVX | PRVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.34% | -40.95% | -24.39% |
Max Drawdown (1Y)Largest decline over 1 year | -7.88% | -8.93% | +1.05% |
Max Drawdown (3Y)Largest decline over 3 years | -29.22% | -24.57% | -4.65% |
Max Drawdown (5Y)Largest decline over 5 years | -29.22% | -28.00% | -1.22% |
Max Drawdown (10Y)Largest decline over 10 years | -48.87% | -40.95% | -7.92% |
Current DrawdownCurrent decline from peak | -0.38% | -2.45% | +2.07% |
Average DrawdownAverage peak-to-trough decline | -11.79% | -8.22% | -3.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.39% | +0.13% |
Volatility
SSCVX vs. PRVIX - Volatility Comparison
Columbia Select Small Cap Value Fund (SSCVX) and T. Rowe Price Small-Cap Value Fund Class I (PRVIX) have volatilities of 3.30% and 3.27%, 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.
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Volatility by Period
| SSCVX | PRVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 3.27% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 11.93% | 12.02% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.30% | 16.88% | +0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.04% | 19.76% | +1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.35% | 21.03% | +2.32% |
SSCVX vs. PRVIX - Expense Ratio Comparison
SSCVX has a 1.28% expense ratio, which is higher than PRVIX's 0.66% expense ratio.
Dividends
SSCVX vs. PRVIX - Dividend Comparison
SSCVX's dividend yield for the trailing twelve months is around 8.61%, less than PRVIX's 10.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PRVIX T. Rowe Price Small-Cap Value Fund Class I | 10.09% | 12.11% | 9.96% | 3.40% | 5.54% | 7.15% | 2.12% | 4.72% | 9.61% | 3.79% | 3.88% | 22.61% |
SSCVX Columbia Select Small Cap Value Fund | 8.61% | 10.96% | 20.45% | 6.56% | 4.62% | 6.64% | 6.45% | 0.12% | 7.59% | 13.50% | 6.18% | 12.44% |
Frequently Asked Questions
SSCVX and PRVIX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SSCVX has higher volatility (3.30%) compared to PRVIX (3.27%). In terms of maximum drawdown, SSCVX dropped -65.34% vs PRVIX's -40.95%.
SSCVX currently has the higher Sharpe Ratio (2.13 vs 1.94), 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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