CCOYX vs. LBSAX

Last updated Jun 3, 2026

CCOYX (Columbia Seligman Technology and Information Fund Institutional 3 Class) and LBSAX (Columbia Dividend Income Fund Class A) are both mutual funds - CCOYX is a Technology Equities fund actively managed by Columbia, while LBSAX is a Large Cap Value Equities fund managed by Columbia. Over the past 5 years, CCOYX returned 26.14%/yr vs 10.19%/yr for LBSAX. A 0.71 correlation means they provide meaningful diversification when combined. CCOYX charges 0.82%/yr vs 0.90%/yr for LBSAX.

Performance

CCOYX vs. LBSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Seligman Technology and Information Fund Institutional 3 Class (CCOYX) and Columbia Dividend Income Fund Class A (LBSAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CCOYX achieves a 53.24% return, which is significantly higher than LBSAX's 6.98% return.

CCOYX

• 1D: 1.95%
• 1M: 11.58%
• YTD: 53.24%
• 6M: 51.40%
• 1Y: 123.10%
• 3Y*: 46.35%
• 5Y*: 26.14%
• 10Y*: —

LBSAX

• 1D: -0.57%
• 1M: -0.16%
• YTD: 6.98%
• 6M: 8.33%
• 1Y: 19.46%
• 3Y*: 15.93%
• 5Y*: 10.19%
• 10Y*: 12.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CCOYX vs. LBSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CCOYX Columbia Seligman Technology and Information Fund Institutional 3 Class	53.24%	37.79%	27.11%	44.77%	-30.92%	39.45%	44.92%	54.68%	-7.78%	19.33%
LBSAX Columbia Dividend Income Fund Class A	6.98%	15.58%	14.73%	10.26%	-5.19%	25.97%	7.48%	27.84%	-4.62%	12.76%

Correlation

The correlation between CCOYX and LBSAX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (5Y) Calculated over the trailing 5-year period	0.67
Correlation (All Time) Calculated using the full available price history since Mar 2, 2017	0.71

Over the past year, the correlation between CCOYX and LBSAX has dropped to 0.45 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

Return for Risk

CCOYX vs. LBSAX — Risk / Return Rank

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

CCOYX

CCOYX Risk / Return Rank: 97
CCOYX Sharpe Ratio Rank: 99
CCOYX Sortino Ratio Rank: 95
CCOYX Omega Ratio Rank: 92
CCOYX Calmar Ratio Rank: 99
CCOYX Martin Ratio Rank: 98

LBSAX

LBSAX Risk / Return Rank: 62
LBSAX Sharpe Ratio Rank: 55
LBSAX Sortino Ratio Rank: 56
LBSAX Omega Ratio Rank: 50
LBSAX Calmar Ratio Rank: 80
LBSAX Martin Ratio Rank: 72

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.

CCOYX vs. LBSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Technology and Information Fund Institutional 3 Class (CCOYX) 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.

	CCOYX	LBSAX	Difference
Sharpe ratio Return per unit of total volatility	4.85	2.19	+2.65
Sortino ratio Return per unit of downside risk	5.07	3.15	+1.93
Omega ratio Gain probability vs. loss probability	1.69	1.39	+0.30
Calmar ratio Return relative to maximum drawdown	10.03	3.64	+6.39
Martin ratio Return relative to average drawdown	39.02	13.69	+25.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CCOYX vs. LBSAX - Sharpe Ratio Comparison

The current CCOYX Sharpe Ratio is 4.85, which is higher than the LBSAX Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of CCOYX and LBSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CCOYX	LBSAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.85	2.19	+2.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.00	0.77	+0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.77	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.02	0.63	+0.39

Drawdowns

CCOYX vs. LBSAX - Drawdown Comparison

The maximum CCOYX drawdown since its inception was -37.16%, smaller than the maximum LBSAX drawdown of -47.89%. Use the drawdown chart below to compare losses from any high point for CCOYX and LBSAX.

Drawdown Indicators

	CCOYX	LBSAX	Difference
Max Drawdown Largest peak-to-trough decline	-37.16%	-47.89%	+10.73%
Max Drawdown (1Y) Largest decline over 1 year	-12.31%	-5.52%	-6.79%
Max Drawdown (3Y) Largest decline over 3 years	-29.08%	-13.03%	-16.05%
Max Drawdown (5Y) Largest decline over 5 years	-37.16%	-17.16%	-20.00%
Max Drawdown (10Y) Largest decline over 10 years	—	-32.82%	—
Current Drawdown Current decline from peak	0.00%	-1.23%	+1.23%
Average Drawdown Average peak-to-trough decline	-7.69%	-5.26%	-2.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.17%	1.47%	+1.70%

Volatility

CCOYX vs. LBSAX - Volatility Comparison

Columbia Seligman Technology and Information Fund Institutional 3 Class (CCOYX) has a higher volatility of 6.60% compared to Columbia Dividend Income Fund Class A (LBSAX) at 2.34%. This indicates that CCOYX'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.

Volatility by Period

	CCOYX	LBSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.60%	2.34%	+4.26%
Volatility (6M) Calculated over the trailing 6-month period	19.85%	6.86%	+12.99%
Volatility (1Y) Calculated over the trailing 1-year period	25.93%	9.06%	+16.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.16%	13.26%	+12.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.74%	15.69%	+11.05%

CCOYX vs. LBSAX - Expense Ratio Comparison

CCOYX has a 0.82% expense ratio, which is lower than LBSAX's 0.90% expense ratio.

Dividends

CCOYX vs. LBSAX - Dividend Comparison

CCOYX's dividend yield for the trailing twelve months is around 5.27%, more than LBSAX's 4.81% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCOYX Columbia Seligman Technology and Information Fund Institutional 3 Class	5.27%	8.08%	12.32%	4.60%	8.17%	10.62%	9.52%	10.61%	11.42%	10.60%	0.00%	0.00%
LBSAX Columbia Dividend Income Fund Class A	4.81%	5.11%	5.78%	4.72%	3.62%	2.65%	1.52%	2.68%	7.36%	3.83%	3.60%	8.01%

Frequently Asked Questions

Can I hold both CCOYX and LBSAX in my portfolio?

CCOYX and LBSAX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CCOYX or LBSAX?

CCOYX has higher volatility (6.60%) compared to LBSAX (2.34%). In terms of maximum drawdown, CCOYX dropped -37.16% vs LBSAX's -47.89%.

Which has better risk-adjusted returns?

CCOYX currently has the higher Sharpe Ratio (4.85 vs 2.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.