CCSZX vs. LBSAX
Compare and contrast key facts about Columbia Commodity Strategy Fund (CCSZX) and Columbia Dividend Income Fund Class A (LBSAX).
CCSZX is managed by Columbia. It was launched on Jun 17, 2012. LBSAX is managed by Columbia. It was launched on Nov 25, 2002.
Performance
CCSZX vs. LBSAX - Performance Comparison
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CCSZX vs. LBSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCSZX Columbia Commodity Strategy Fund | 24.29% | 15.36% | 7.11% | -6.90% | -39.43% | 31.34% | -1.17% | 7.45% | -14.09% | 1.71% |
LBSAX Columbia Dividend Income Fund Class A | 1.55% | 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, CCSZX achieves a 24.29% return, which is significantly higher than LBSAX's 1.55% return. Over the past 10 years, CCSZX has underperformed LBSAX with an annualized return of 1.73%, while LBSAX has yielded a comparatively higher 11.69% annualized return.
CCSZX
- 1D
- 0.49%
- 1M
- 11.23%
- YTD
- 24.29%
- 6M
- 30.24%
- 1Y
- 32.15%
- 3Y*
- 14.50%
- 5Y*
- 1.10%
- 10Y*
- 1.73%
LBSAX
- 1D
- 0.00%
- 1M
- -5.50%
- YTD
- 1.55%
- 6M
- 4.03%
- 1Y
- 14.47%
- 3Y*
- 14.17%
- 5Y*
- 10.26%
- 10Y*
- 11.69%
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CCSZX vs. LBSAX - Expense Ratio Comparison
CCSZX has a 0.86% expense ratio, which is lower than LBSAX's 0.90% expense ratio.
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.
| CCSZX | LBSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.97 | 1.17 | +0.80 |
Sortino ratioReturn per unit of downside risk | 2.49 | 1.66 | +0.83 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.26 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 3.17 | 1.43 | +1.74 |
Martin ratioReturn relative to average drawdown | 9.92 | 6.65 | +3.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CCSZX | LBSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | 1.17 | +0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.78 | -0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.08 | 0.75 | -0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.13 | 0.62 | -0.75 |
Correlation
The correlation between CCSZX and LBSAX is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CCSZX vs. LBSAX - Dividend Comparison
CCSZX's dividend yield for the trailing twelve months is around 2.41%, less than LBSAX's 5.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCSZX Columbia Commodity Strategy Fund | 2.41% | 3.00% | 8.84% | 4.42% | 0.00% | 36.39% | 0.13% | 1.09% | 18.52% | 0.09% | 0.00% | 0.00% |
LBSAX Columbia Dividend Income Fund Class A | 5.07% | 5.11% | 5.78% | 4.72% | 3.62% | 2.65% | 1.52% | 2.68% | 7.36% | 3.83% | 3.60% | 8.01% |
Drawdowns
CCSZX vs. LBSAX - Drawdown Comparison
The maximum CCSZX drawdown since its inception was -63.75%, 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 | -63.75% | -47.89% | -15.86% |
Max Drawdown (1Y)Largest decline over 1 year | -10.46% | -10.19% | -0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -62.27% | -17.16% | -45.11% |
Max Drawdown (10Y)Largest decline over 10 years | -62.27% | -32.82% | -29.45% |
Current DrawdownCurrent decline from peak | -41.35% | -5.50% | -35.85% |
Average DrawdownAverage peak-to-trough decline | -40.83% | -5.29% | -35.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 2.19% | +1.15% |
Volatility
CCSZX vs. LBSAX - Volatility Comparison
Columbia Commodity Strategy Fund (CCSZX) has a higher volatility of 7.73% compared to Columbia Dividend Income Fund Class A (LBSAX) at 2.92%. 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 | 7.73% | 2.92% | +4.81% |
Volatility (6M)Calculated over the trailing 6-month period | 13.36% | 6.83% | +6.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.91% | 13.62% | +3.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.07% | 13.28% | +14.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.75% | 15.68% | +6.07% |