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SSCVX vs. SCHA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSCVX vs. SCHA - Performance Comparison

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

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SSCVX vs. SCHA - 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%
SCHA
Schwab U.S. Small-Cap ETF
2.24%11.60%11.16%18.46%-19.81%16.45%19.34%26.50%-11.79%14.94%

Returns By Period

In the year-to-date period, SSCVX achieves a 5.82% return, which is significantly higher than SCHA's 2.24% return. Over the past 10 years, SSCVX has underperformed SCHA with an annualized return of 8.32%, while SCHA has yielded a comparatively higher 9.84% 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%

SCHA

1D
3.56%
1M
-4.59%
YTD
2.24%
6M
4.84%
1Y
25.65%
3Y*
13.10%
5Y*
4.29%
10Y*
9.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSCVX vs. SCHA - Expense Ratio Comparison

SSCVX has a 1.28% expense ratio, which is higher than SCHA's 0.04% expense ratio.


Return for Risk

SSCVX vs. SCHA — 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

SCHA
SCHA Risk / Return Rank: 7070
Overall Rank
SCHA Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SCHA Sortino Ratio Rank: 7070
Sortino Ratio Rank
SCHA Omega Ratio Rank: 6565
Omega Ratio Rank
SCHA Calmar Ratio Rank: 7373
Calmar Ratio Rank
SCHA Martin Ratio Rank: 7575
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. SCHA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Small Cap Value Fund (SSCVX) and Schwab U.S. Small-Cap ETF (SCHA). 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.


SSCVXSCHADifference

Sharpe ratio

Return per unit of total volatility

1.00

1.13

-0.13

Sortino ratio

Return per unit of downside risk

1.51

1.69

-0.18

Omega ratio

Gain probability vs. loss probability

1.21

1.22

-0.02

Calmar ratio

Return relative to maximum drawdown

1.32

1.77

-0.45

Martin ratio

Return relative to average drawdown

5.44

7.39

-1.95

SSCVX vs. SCHA - Sharpe Ratio Comparison

The current SSCVX Sharpe Ratio is 1.00, which is comparable to the SCHA Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of SSCVX and SCHA, 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


SSCVXSCHADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.13

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.20

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.44

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.53

-0.22

Correlation

The correlation between SSCVX and SCHA is 0.95, 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. SCHA - Dividend Comparison

SSCVX's dividend yield for the trailing twelve months is around 10.36%, more than SCHA's 1.17% 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%
SCHA
Schwab U.S. Small-Cap ETF
1.17%1.26%1.51%1.42%1.37%1.19%1.05%1.39%1.58%1.24%1.50%1.48%

Drawdowns

SSCVX vs. SCHA - Drawdown Comparison

The maximum SSCVX drawdown since its inception was -65.34%, which is greater than SCHA's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for SSCVX and SCHA.


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Drawdown Indicators


SSCVXSCHADifference

Max Drawdown

Largest peak-to-trough decline

-65.34%

-42.41%

-22.93%

Max Drawdown (1Y)

Largest decline over 1 year

-15.41%

-14.35%

-1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-29.22%

-30.79%

+1.57%

Max Drawdown (10Y)

Largest decline over 10 years

-48.87%

-42.41%

-6.46%

Current Drawdown

Current decline from peak

-7.88%

-6.28%

-1.60%

Average Drawdown

Average peak-to-trough decline

-11.91%

-7.65%

-4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

3.43%

+0.31%

Volatility

SSCVX vs. SCHA - Volatility Comparison

The current volatility for Columbia Select Small Cap Value Fund (SSCVX) is 6.07%, while Schwab U.S. Small-Cap ETF (SCHA) has a volatility of 7.40%. This indicates that SSCVX experiences smaller price fluctuations and is considered to be less risky than SCHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSCVXSCHADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

7.40%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

12.52%

13.69%

-1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

22.83%

22.89%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.18%

21.95%

-0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.44%

22.67%

+0.77%