CDDYX vs. FLCOX
Compare and contrast key facts about Columbia Dividend Income Fund Institutional 3 Class (CDDYX) and Fidelity Large Cap Value Index Fund (FLCOX).
CDDYX is managed by Columbia. It was launched on Nov 8, 2012. FLCOX is a passively managed fund by Fidelity that tracks the performance of the Russell 1000 Value Index. It was launched on Jun 7, 2016.
Performance
CDDYX vs. FLCOX - Performance Comparison
Loading graphics...
CDDYX vs. FLCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CDDYX Columbia Dividend Income Fund Institutional 3 Class | 3.28% | 15.95% | 15.17% | 10.65% | -4.84% | 26.43% | 7.92% | 28.74% | -4.27% | 19.60% |
FLCOX Fidelity Large Cap Value Index Fund | 2.08% | 15.90% | 14.38% | 11.48% | -7.57% | 25.09% | 2.87% | 26.54% | -8.38% | 10.90% |
Returns By Period
In the year-to-date period, CDDYX achieves a 3.28% return, which is significantly higher than FLCOX's 2.08% return.
CDDYX
- 1D
- 1.60%
- 1M
- -3.90%
- YTD
- 3.28%
- 6M
- 5.98%
- 1Y
- 16.96%
- 3Y*
- 15.18%
- 5Y*
- 10.80%
- 10Y*
- 12.31%
FLCOX
- 1D
- 2.13%
- 1M
- -4.69%
- YTD
- 2.08%
- 6M
- 5.86%
- 1Y
- 15.94%
- 3Y*
- 14.30%
- 5Y*
- 9.21%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CDDYX vs. FLCOX - Expense Ratio Comparison
CDDYX has a 0.55% expense ratio, which is higher than FLCOX's 0.04% expense ratio.
Return for Risk
CDDYX vs. FLCOX — Risk / Return Rank
CDDYX
FLCOX
CDDYX vs. FLCOX - 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 Large Cap Value Index Fund (FLCOX). 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.
| CDDYX | FLCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 1.02 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.75 | 1.48 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.22 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.78 | 1.44 | +0.34 |
Martin ratioReturn relative to average drawdown | 8.25 | 6.76 | +1.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CDDYX | FLCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 1.02 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.62 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.54 | +0.32 |
Correlation
The correlation between CDDYX and FLCOX is 0.95, 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
CDDYX vs. FLCOX - Dividend Comparison
CDDYX's dividend yield for the trailing twelve months is around 5.21%, more than FLCOX's 1.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CDDYX Columbia Dividend Income Fund Institutional 3 Class | 5.21% | 5.33% | 5.99% | 4.96% | 3.90% | 2.93% | 1.85% | 3.28% | 7.65% | 4.03% | 3.84% | 8.35% |
FLCOX Fidelity Large Cap Value Index Fund | 1.48% | 1.51% | 1.92% | 1.99% | 2.01% | 1.55% | 2.28% | 3.82% | 2.79% | 0.60% | 0.00% | 0.00% |
Drawdowns
CDDYX vs. FLCOX - Drawdown Comparison
The maximum CDDYX drawdown since its inception was -32.74%, smaller than the maximum FLCOX drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for CDDYX and FLCOX.
Loading graphics...
Drawdown Indicators
| CDDYX | FLCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.74% | -38.28% | +5.54% |
Max Drawdown (1Y)Largest decline over 1 year | -10.17% | -11.81% | +1.64% |
Max Drawdown (5Y)Largest decline over 5 years | -16.91% | -19.00% | +2.09% |
Max Drawdown (10Y)Largest decline over 10 years | -32.74% | — | — |
Current DrawdownCurrent decline from peak | -3.95% | -4.82% | +0.87% |
Average DrawdownAverage peak-to-trough decline | -2.79% | -4.52% | +1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 2.51% | -0.32% |
Volatility
CDDYX vs. FLCOX - Volatility Comparison
The current volatility for Columbia Dividend Income Fund Institutional 3 Class (CDDYX) is 3.45%, while Fidelity Large Cap Value Index Fund (FLCOX) has a volatility of 4.38%. This indicates that CDDYX experiences smaller price fluctuations and is considered to be less risky than FLCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CDDYX | FLCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 4.38% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 7.00% | 8.29% | -1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.67% | 15.73% | -2.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.31% | 14.83% | -1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.68% | 17.73% | -2.05% |