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AXBAX vs. BWBIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AXBAX vs. BWBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Capital Allocation Aggressive Portfolio (AXBAX) and Baron WealthBuilder Fund (BWBIX). The values are adjusted to include any dividend payments, if applicable.

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AXBAX vs. BWBIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AXBAX
Columbia Capital Allocation Aggressive Portfolio
-4.42%19.12%15.47%19.89%-19.11%16.33%14.11%23.88%-11.00%
BWBIX
Baron WealthBuilder Fund
-9.86%10.23%19.62%25.77%-32.58%14.76%62.85%36.41%-12.02%

Returns By Period

In the year-to-date period, AXBAX achieves a -4.42% return, which is significantly higher than BWBIX's -9.86% return.


AXBAX

1D
-0.22%
1M
-7.52%
YTD
-4.42%
6M
-1.67%
1Y
16.36%
3Y*
14.09%
5Y*
7.04%
10Y*
9.34%

BWBIX

1D
-0.10%
1M
-8.51%
YTD
-9.86%
6M
-5.37%
1Y
7.86%
3Y*
10.63%
5Y*
2.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AXBAX vs. BWBIX - Expense Ratio Comparison

AXBAX has a 0.39% expense ratio, which is higher than BWBIX's 0.05% expense ratio.


Return for Risk

AXBAX vs. BWBIX — Risk / Return Rank

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

AXBAX
AXBAX Risk / Return Rank: 6767
Overall Rank
AXBAX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
AXBAX Sortino Ratio Rank: 6767
Sortino Ratio Rank
AXBAX Omega Ratio Rank: 6767
Omega Ratio Rank
AXBAX Calmar Ratio Rank: 6363
Calmar Ratio Rank
AXBAX Martin Ratio Rank: 7373
Martin Ratio Rank

BWBIX
BWBIX Risk / Return Rank: 1616
Overall Rank
BWBIX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
BWBIX Sortino Ratio Rank: 1717
Sortino Ratio Rank
BWBIX Omega Ratio Rank: 1616
Omega Ratio Rank
BWBIX Calmar Ratio Rank: 1616
Calmar Ratio Rank
BWBIX Martin Ratio Rank: 1717
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.

AXBAX vs. BWBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Capital Allocation Aggressive Portfolio (AXBAX) and Baron WealthBuilder Fund (BWBIX). 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.


AXBAXBWBIXDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.41

+0.74

Sortino ratio

Return per unit of downside risk

1.67

0.75

+0.92

Omega ratio

Gain probability vs. loss probability

1.25

1.10

+0.15

Calmar ratio

Return relative to maximum drawdown

1.45

0.46

+0.99

Martin ratio

Return relative to average drawdown

6.98

1.76

+5.22

AXBAX vs. BWBIX - Sharpe Ratio Comparison

The current AXBAX Sharpe Ratio is 1.15, which is higher than the BWBIX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of AXBAX and BWBIX, 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


AXBAXBWBIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.41

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.13

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.47

+0.01

Correlation

The correlation between AXBAX and BWBIX is 0.89, 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

AXBAX vs. BWBIX - Dividend Comparison

AXBAX's dividend yield for the trailing twelve months is around 10.26%, more than BWBIX's 8.44% yield.


TTM20252024202320222021202020192018201720162015
AXBAX
Columbia Capital Allocation Aggressive Portfolio
10.26%9.81%5.23%5.43%7.50%13.35%5.91%7.55%10.64%7.46%3.76%7.23%
BWBIX
Baron WealthBuilder Fund
8.44%7.61%0.77%0.06%3.21%3.75%1.24%3.51%0.14%0.00%0.00%0.00%

Drawdowns

AXBAX vs. BWBIX - Drawdown Comparison

The maximum AXBAX drawdown since its inception was -50.83%, which is greater than BWBIX's maximum drawdown of -39.14%. Use the drawdown chart below to compare losses from any high point for AXBAX and BWBIX.


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Drawdown Indicators


AXBAXBWBIXDifference

Max Drawdown

Largest peak-to-trough decline

-50.83%

-39.14%

-11.69%

Max Drawdown (1Y)

Largest decline over 1 year

-10.14%

-12.76%

+2.62%

Max Drawdown (5Y)

Largest decline over 5 years

-25.78%

-39.14%

+13.36%

Max Drawdown (10Y)

Largest decline over 10 years

-31.27%

Current Drawdown

Current decline from peak

-8.03%

-11.65%

+3.62%

Average Drawdown

Average peak-to-trough decline

-6.82%

-11.88%

+5.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

3.35%

-1.24%

Volatility

AXBAX vs. BWBIX - Volatility Comparison

Columbia Capital Allocation Aggressive Portfolio (AXBAX) and Baron WealthBuilder Fund (BWBIX) have volatilities of 4.43% and 4.45%, 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


AXBAXBWBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.43%

4.45%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.12%

11.07%

-2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

14.43%

19.80%

-5.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.02%

21.17%

-7.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.76%

23.30%

-8.54%