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Columbia Large Cap Growth Opportunity Fund (NFEPX) Sharpe Ratio: 0.69

Mutual Fund · Currency in USD · Last updated Aug 1, 2026

The fund invests at least 80% of its net assets (including the amount of any borrowings for investment purposes) in equity securities of large-capitalization companies, primarily common stocks and securities that can be converted into common stocks. It invests primarily in common stocks of companies that the investment manager believes have the potential for long-term, above-average earnings growth. The fund may invest up to 20% of its total assets in foreign securities. It may invest directly in foreign securities or indirectly through depositary receipts.

NFEPX's Sharpe Ratio of 0.69 indicates that for each unit of volatility, it generates 0.69 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

NFEPX Sharpe Ratio Rank

NFEPX Sharpe Ratio Rank: 17.417
Concerning

NFEPX ranks above 17.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

NFEPX Sharpe Ratio Market Positioning

The chart shows NFEPX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.94 or lower
  • Yellow zone (middle 50%): 0.94 to 1.81
  • Green zone (top 25%): 1.81 or higher
  • Top 1%: 3.71+
  • Median: 1.45 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Columbia Large Cap Growth Opportunity Fund's Sharpe Ratio with other mutual funds in the Large Cap Growth Equities category across multiple time periods, showing how NFEPX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 1, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
DNVYXDavis New York Venture Fund Class Y2.34
VPMCXVanguard PRIMECAP Fund Investor Shares2.28
VHCAXVanguard Capital Opportunity Fund Admiral Shares1.99
IOLZXICON Equity Fund1.95
FSSKXFidelity Advisor Stock Selector All Cap Fund Class K1.83
FZAPXFidelity Advisor Stock Selector All Cap Fund Class Z1.83
FDSSXFidelity Stock Selector All Cap Fund1.82
FBRNXFidelity Advisor Stock Selector All Cap Fund Class I1.82
CHASXChase Growth Fund1.81
CHAIXChase Growth Fund Institutional Class1.81
NFEPXColumbia Large Cap Growth Opportunity Fund0.69
Benchmark

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Time Period

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Historical Sharpe Ratio

The chart shows NFEPX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when NFEPX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does NFEPX fit in your portfolio?

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