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AQEAX vs. LBSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AQEAX vs. LBSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Disciplined Core Fund (AQEAX) and Columbia Dividend Income Fund Class A (LBSAX). The values are adjusted to include any dividend payments, if applicable.

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AQEAX vs. LBSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AQEAX
Columbia Disciplined Core Fund
-4.97%14.25%25.67%24.11%-19.03%32.22%13.79%36.92%-3.97%22.22%
LBSAX
Columbia Dividend Income Fund Class A
3.18%15.58%14.73%10.26%-5.19%25.97%7.48%27.84%-4.62%19.96%

Returns By Period

In the year-to-date period, AQEAX achieves a -4.97% return, which is significantly lower than LBSAX's 3.18% return. Over the past 10 years, AQEAX has outperformed LBSAX with an annualized return of 13.53%, while LBSAX has yielded a comparatively lower 11.87% annualized return.


AQEAX

1D
2.87%
1M
-4.47%
YTD
-4.97%
6M
-2.44%
1Y
15.23%
3Y*
16.13%
5Y*
10.43%
10Y*
13.53%

LBSAX

1D
1.61%
1M
-3.90%
YTD
3.18%
6M
5.80%
1Y
16.55%
3Y*
14.78%
5Y*
10.40%
10Y*
11.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AQEAX vs. LBSAX - Expense Ratio Comparison

AQEAX has a 0.97% expense ratio, which is higher than LBSAX's 0.90% expense ratio.


Return for Risk

AQEAX vs. LBSAX — Risk / Return Rank

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

AQEAX
AQEAX Risk / Return Rank: 4343
Overall Rank
AQEAX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
AQEAX Sortino Ratio Rank: 3939
Sortino Ratio Rank
AQEAX Omega Ratio Rank: 4040
Omega Ratio Rank
AQEAX Calmar Ratio Rank: 4848
Calmar Ratio Rank
AQEAX Martin Ratio Rank: 5656
Martin Ratio Rank

LBSAX
LBSAX Risk / Return Rank: 7070
Overall Rank
LBSAX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
LBSAX Sortino Ratio Rank: 6565
Sortino Ratio Rank
LBSAX Omega Ratio Rank: 6868
Omega Ratio Rank
LBSAX Calmar Ratio Rank: 7272
Calmar Ratio Rank
LBSAX Martin Ratio Rank: 7979
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.

AQEAX vs. LBSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Disciplined Core Fund (AQEAX) and Columbia Dividend Income Fund Class A (LBSAX). 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.


AQEAXLBSAXDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.20

-0.36

Sortino ratio

Return per unit of downside risk

1.32

1.71

-0.39

Omega ratio

Gain probability vs. loss probability

1.19

1.26

-0.07

Calmar ratio

Return relative to maximum drawdown

1.31

1.74

-0.43

Martin ratio

Return relative to average drawdown

5.76

8.03

-2.27

AQEAX vs. LBSAX - Sharpe Ratio Comparison

The current AQEAX Sharpe Ratio is 0.84, which is comparable to the LBSAX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of AQEAX and LBSAX, 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


AQEAXLBSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.20

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.79

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.76

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.62

-0.08

Correlation

The correlation between AQEAX and LBSAX is 0.92, 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

AQEAX vs. LBSAX - Dividend Comparison

AQEAX's dividend yield for the trailing twelve months is around 11.94%, more than LBSAX's 4.99% yield.


TTM20252024202320222021202020192018201720162015
AQEAX
Columbia Disciplined Core Fund
11.94%11.34%11.89%3.91%7.58%17.49%4.96%19.02%8.62%4.62%1.28%1.28%
LBSAX
Columbia Dividend Income Fund Class A
4.99%5.11%5.78%4.72%3.62%2.65%1.52%2.68%7.36%3.83%3.60%8.01%

Drawdowns

AQEAX vs. LBSAX - Drawdown Comparison

The maximum AQEAX drawdown since its inception was -57.90%, which is greater than LBSAX's maximum drawdown of -47.89%. Use the drawdown chart below to compare losses from any high point for AQEAX and LBSAX.


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Drawdown Indicators


AQEAXLBSAXDifference

Max Drawdown

Largest peak-to-trough decline

-57.90%

-47.89%

-10.01%

Max Drawdown (1Y)

Largest decline over 1 year

-12.54%

-10.19%

-2.35%

Max Drawdown (5Y)

Largest decline over 5 years

-34.13%

-17.16%

-16.97%

Max Drawdown (10Y)

Largest decline over 10 years

-34.22%

-32.82%

-1.40%

Current Drawdown

Current decline from peak

-6.40%

-3.98%

-2.42%

Average Drawdown

Average peak-to-trough decline

-8.87%

-5.29%

-3.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

2.20%

+0.65%

Volatility

AQEAX vs. LBSAX - Volatility Comparison

Columbia Disciplined Core Fund (AQEAX) has a higher volatility of 5.23% compared to Columbia Dividend Income Fund Class A (LBSAX) at 3.47%. This indicates that AQEAX's price experiences larger fluctuations and is considered to be riskier than LBSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AQEAXLBSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.23%

3.47%

+1.76%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

7.01%

+2.84%

Volatility (1Y)

Calculated over the trailing 1-year period

18.85%

13.68%

+5.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.07%

13.30%

+6.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.97%

15.69%

+4.28%