VRTVX vs. CSMIX
Compare and contrast key facts about Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) and Columbia Small Cap Value Fund I (CSMIX).
VRTVX is managed by Vanguard. It was launched on Jul 13, 2012. CSMIX is managed by Columbia. It was launched on Jul 25, 1986.
Performance
VRTVX vs. CSMIX - Performance Comparison
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VRTVX vs. CSMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares | 2.26% | 12.21% | 8.07% | 14.71% | -14.52% | 28.06% | 4.81% | 22.40% | -12.83% | 7.91% |
CSMIX Columbia Small Cap Value Fund I | -1.68% | 14.65% | 8.66% | 21.42% | -8.87% | 28.95% | 7.82% | 21.01% | -18.37% | 13.77% |
Returns By Period
In the year-to-date period, VRTVX achieves a 2.26% return, which is significantly higher than CSMIX's -1.68% return. Over the past 10 years, VRTVX has underperformed CSMIX with an annualized return of 9.30%, while CSMIX has yielded a comparatively higher 10.52% annualized return.
VRTVX
- 1D
- -0.89%
- 1M
- -6.11%
- YTD
- 2.26%
- 6M
- 5.59%
- 1Y
- 24.85%
- 3Y*
- 12.69%
- 5Y*
- 5.14%
- 10Y*
- 9.30%
CSMIX
- 1D
- -0.09%
- 1M
- -7.18%
- YTD
- -1.68%
- 6M
- 2.47%
- 1Y
- 22.20%
- 3Y*
- 13.53%
- 5Y*
- 7.44%
- 10Y*
- 10.52%
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VRTVX vs. CSMIX - Expense Ratio Comparison
VRTVX has a 0.08% expense ratio, which is lower than CSMIX's 1.26% expense ratio.
Return for Risk
VRTVX vs. CSMIX — Risk / Return Rank
VRTVX
CSMIX
VRTVX vs. CSMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) and Columbia Small Cap Value Fund I (CSMIX). 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.
| VRTVX | CSMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.97 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.66 | 1.48 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.19 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.28 | +0.32 |
Martin ratioReturn relative to average drawdown | 6.39 | 4.63 | +1.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VRTVX | CSMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.97 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.35 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.44 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.47 | -0.04 |
Correlation
The correlation between VRTVX and CSMIX is 0.98, 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
VRTVX vs. CSMIX - Dividend Comparison
VRTVX's dividend yield for the trailing twelve months is around 1.84%, less than CSMIX's 14.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares | 1.84% | 1.49% | 1.84% | 2.08% | 2.15% | 1.56% | 1.54% | 1.87% | 2.17% | 1.74% | 1.52% | 2.16% |
CSMIX Columbia Small Cap Value Fund I | 14.47% | 14.23% | 6.67% | 7.57% | 6.02% | 13.34% | 0.50% | 3.58% | 9.79% | 11.56% | 11.58% | 12.73% |
Drawdowns
VRTVX vs. CSMIX - Drawdown Comparison
The maximum VRTVX drawdown since its inception was -45.98%, smaller than the maximum CSMIX drawdown of -53.37%. Use the drawdown chart below to compare losses from any high point for VRTVX and CSMIX.
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Drawdown Indicators
| VRTVX | CSMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.98% | -53.37% | +7.39% |
Max Drawdown (1Y)Largest decline over 1 year | -13.82% | -14.79% | +0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -26.85% | -25.98% | -0.87% |
Max Drawdown (10Y)Largest decline over 10 years | -45.98% | -48.42% | +2.44% |
Current DrawdownCurrent decline from peak | -7.79% | -10.23% | +2.44% |
Average DrawdownAverage peak-to-trough decline | -7.85% | -8.95% | +1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 4.09% | -0.63% |
Volatility
VRTVX vs. CSMIX - Volatility Comparison
Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) has a higher volatility of 5.74% compared to Columbia Small Cap Value Fund I (CSMIX) at 5.43%. This indicates that VRTVX's price experiences larger fluctuations and is considered to be riskier than CSMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VRTVX | CSMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 5.43% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 12.70% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.95% | 22.51% | -0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.76% | 21.57% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.68% | 23.92% | -0.24% |