CCSZX vs. LBSAX
CCSZX (Columbia Commodity Strategy Fund) and LBSAX (Columbia Dividend Income Fund Class A) are both mutual funds - CCSZX is a Commodities fund managed by Columbia, while LBSAX is a Large Cap Value Equities fund managed by Columbia. Over the past 10 years, CCSZX returned 8.11%/yr vs 12.30%/yr for LBSAX. Their 0.21 correlation means their historical movements had little consistent relationship. CCSZX charges 0.86%/yr vs 0.90%/yr for LBSAX.
Performance
CCSZX vs. LBSAX - Performance Comparison
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Returns By Period
In the year-to-date period, CCSZX achieves a 27.43% return, which is significantly higher than LBSAX's 12.07% return. Over the past 10 years, CCSZX has underperformed LBSAX with an annualized return of 8.11%, while LBSAX has yielded a comparatively higher 12.30% annualized return.
CCSZX
- 1D
- 0.08%
- 1M
- 6.51%
- 6M
- 19.90%
- YTD
- 27.43%
- 1Y
- 40.78%
- 3Y*
- 14.20%
- 5Y*
- 11.93%
- 10Y*
- 8.11%
- ALL TIME*
- 2.19%
LBSAX
- 1D
- 0.02%
- 1M
- 0.72%
- 6M
- 7.07%
- YTD
- 12.07%
- 1Y
- 21.74%
- 3Y*
- 15.10%
- 5Y*
- 10.80%
- 10Y*
- 12.30%
- ALL TIME*
- 10.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CCSZX vs. LBSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCSZX Columbia Commodity Strategy Fund | 27.43% | 15.36% | 7.11% | -6.90% | 15.80% | 31.34% | -1.17% | 7.45% | -14.09% | 1.71% |
LBSAX Columbia Dividend Income Fund Class A | 12.07% | 15.58% | 14.73% | 10.26% | -5.19% | 25.97% | 7.48% | 27.84% | -4.62% | 19.96% |
Correlation
The correlation between CCSZX and LBSAX is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.08 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.18 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2012 | 0.21 |
The correlation between CCSZX and LBSAX shifts across timeframes, from 0.02 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CCSZX vs. LBSAX — Risk / Return Rank
CCSZX
LBSAX
CCSZX vs. LBSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Commodity Strategy Fund (CCSZX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CCSZX | LBSAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.43 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.39 | 3.83 | -0.44 |
| Martin ratioReturn relative to average drawdown | 11.47 | 14.56 | -3.08 |
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Drawdowns
CCSZX vs. LBSAX - Drawdown Comparison
The maximum CCSZX drawdown since its inception was -61.34%, which is greater than LBSAX's maximum drawdown of -47.89%. Use the drawdown chart below to compare losses from any high point for CCSZX and LBSAX.
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Drawdown Indicators
| CCSZX | LBSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.34% | -47.89% | -13.45% |
Max Drawdown (1Y)Largest decline over 1 year | -11.97% | -5.52% | -6.45% |
Max Drawdown (3Y)Largest decline over 3 years | -11.97% | -13.03% | +1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -27.86% | -17.16% | -10.70% |
Max Drawdown (10Y)Largest decline over 10 years | -34.16% | -32.82% | -1.34% |
Current DrawdownCurrent decline from peak | -5.20% | -1.18% | -4.02% |
Average DrawdownAverage peak-to-trough decline | -31.09% | -5.22% | -25.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 1.46% | +2.11% |
Volatility
CCSZX vs. LBSAX - Volatility Comparison
Columbia Commodity Strategy Fund (CCSZX) has a higher volatility of 3.54% compared to Columbia Dividend Income Fund Class A (LBSAX) at 2.41%. This indicates that CCSZX'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
| CCSZX | LBSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 2.41% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 14.10% | 6.74% | +7.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.91% | 9.22% | +7.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.86% | 13.22% | +3.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.88% | 15.67% | -0.79% |
CCSZX vs. LBSAX - Expense Ratio Comparison
CCSZX has a 0.86% expense ratio, which is lower than LBSAX's 0.90% expense ratio.
Dividends
CCSZX vs. LBSAX - Dividend Comparison
CCSZX's dividend yield for the trailing twelve months is around 2.35%, less than LBSAX's 4.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCSZX Columbia Commodity Strategy Fund | 2.35% | 3.00% | 8.84% | 4.42% | 94.73% | 36.39% | 0.13% | 1.09% | 18.52% | 0.09% | 0.00% | 0.00% |
LBSAX Columbia Dividend Income Fund Class A | 4.58% | 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
CCSZX and LBSAX have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCSZX has higher volatility (3.54%) compared to LBSAX (2.41%). In terms of maximum drawdown, CCSZX dropped -61.34% vs LBSAX's -47.89%.
CCSZX currently has the higher Sharpe Ratio (2.42 vs 2.30), 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.
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