CDDYX vs. FALGX
CDDYX (Columbia Dividend Income Fund Institutional 3 Class) and FALGX (Fidelity Advisor Large Cap Fund Class M) are both Large Cap Value Equities funds. Over the past 10 years, CDDYX returned 12.63%/yr vs 13.04%/yr for FALGX. Their correlation of 0.87 suggests significant overlap in exposure. CDDYX charges 0.55%/yr vs 1.05%/yr for FALGX.
Performance
CDDYX vs. FALGX - Performance Comparison
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Returns By Period
Both investments have delivered pretty close results over the past 10 years, with CDDYX having a 12.63% annualized return and FALGX not far ahead at 13.04%.
CDDYX
- 1D
- 0.12%
- 1M
- 1.25%
- 6M
- 8.59%
- YTD
- 11.40%
- 1Y
- 20.15%
- 3Y*
- 16.89%
- 5Y*
- 11.20%
- 10Y*
- 12.63%
FALGX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- 4.93%
- 3Y*
- 15.51%
- 5Y*
- 10.64%
- 10Y*
- 13.04%
CDDYX vs. FALGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CDDYX Columbia Dividend Income Fund Institutional 3 Class | 11.40% | 15.95% | 15.17% | 10.65% | -4.84% | 26.43% | 7.92% | 28.74% | -4.27% | 20.34% |
FALGX Fidelity Advisor Large Cap Fund Class M | 0.00% | 19.09% | 18.68% | 22.88% | -8.40% | 25.20% | 8.27% | 31.01% | -8.88% | 16.83% |
Correlation
The correlation between CDDYX and FALGX is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2012 | 0.87 |
Over the past year, the correlation between CDDYX and FALGX has dropped to 0.37 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
CDDYX vs. FALGX — Risk / Return Rank
CDDYX
FALGX
CDDYX vs. FALGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Income Fund Institutional 3 Class (CDDYX) and Fidelity Advisor Large Cap Fund Class M (FALGX). 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.
| CDDYX | FALGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.44 | ||
| Sortino ratioReturn per unit of downside risk | +2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.23 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.72 | 1.17 | +2.55 |
| Martin ratioReturn relative to average drawdown | 13.99 | 1.82 | +12.17 |
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Drawdowns
CDDYX vs. FALGX - Drawdown Comparison
The maximum CDDYX drawdown since its inception was -32.74%, smaller than the maximum FALGX drawdown of -64.07%. Use the drawdown chart below to compare losses from any high point for CDDYX and FALGX.
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Drawdown Indicators
| CDDYX | FALGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.74% | -64.07% | +31.33% |
Max Drawdown (1Y)Largest decline over 1 year | -5.51% | -5.06% | -0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -12.99% | -21.78% | +8.79% |
Max Drawdown (5Y)Largest decline over 5 years | -16.91% | -21.78% | +4.87% |
Max Drawdown (10Y)Largest decline over 10 years | -32.74% | -37.58% | +4.84% |
Current DrawdownCurrent decline from peak | -0.15% | -4.20% | +4.05% |
Average DrawdownAverage peak-to-trough decline | -2.75% | -14.40% | +11.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.46% | 3.04% | -1.58% |
Volatility
CDDYX vs. FALGX - Volatility Comparison
Columbia Dividend Income Fund Institutional 3 Class (CDDYX) has a higher volatility of 2.60% compared to Fidelity Advisor Large Cap Fund Class M (FALGX) at 0.00%. This indicates that CDDYX's price experiences larger fluctuations and is considered to be riskier than FALGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CDDYX | FALGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.60% | 0.00% | +2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 6.91% | 2.37% | +4.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.14% | 7.50% | +1.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.25% | 16.57% | -3.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.65% | 18.53% | -2.88% |
CDDYX vs. FALGX - Expense Ratio Comparison
CDDYX has a 0.55% expense ratio, which is lower than FALGX's 1.05% expense ratio.
Dividends
CDDYX vs. FALGX - Dividend Comparison
CDDYX's dividend yield for the trailing twelve months is around 4.83%, less than FALGX's 5.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CDDYX Columbia Dividend Income Fund Institutional 3 Class | 4.83% | 5.33% | 5.99% | 4.96% | 3.90% | 2.93% | 1.85% | 3.28% | 7.65% | 4.03% | 3.84% | 8.35% |
FALGX Fidelity Advisor Large Cap Fund Class M | 5.76% | 5.76% | 0.00% | 3.20% | 1.91% | 6.44% | 5.25% | 8.39% | 16.99% | 6.42% | 1.85% | 2.74% |
Frequently Asked Questions
CDDYX and FALGX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CDDYX has higher volatility (2.60%) compared to FALGX (0.00%). In terms of maximum drawdown, CDDYX dropped -32.74% vs FALGX's -64.07%.
CDDYX currently has the higher Sharpe Ratio (2.24 vs 0.79), 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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