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CDDYX vs. LBSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CDDYX vs. LBSAX - Performance Comparison

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

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CDDYX vs. LBSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%20.34%
LBSAX
Columbia Dividend Income Fund Class A
3.18%15.58%14.73%10.26%-5.19%25.97%7.48%27.84%-4.62%19.96%

Returns By Period

The year-to-date returns for both stocks are quite close, with CDDYX having a 3.28% return and LBSAX slightly lower at 3.18%. Both investments have delivered pretty close results over the past 10 years, with CDDYX having a 12.31% annualized return and LBSAX not far behind at 11.87%.


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%

LBSAX

1D
1.61%
1M
-3.90%
YTD
3.18%
6M
5.80%
1Y
16.55%
3Y*
14.78%
5Y*
10.40%
10Y*
11.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CDDYX vs. LBSAX - Expense Ratio Comparison

CDDYX has a 0.55% expense ratio, which is lower than LBSAX's 0.90% expense ratio.


Return for Risk

CDDYX vs. LBSAX — Risk / Return Rank

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

CDDYX
CDDYX Risk / Return Rank: 7272
Overall Rank
CDDYX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CDDYX Sortino Ratio Rank: 6767
Sortino Ratio Rank
CDDYX Omega Ratio Rank: 7070
Omega Ratio Rank
CDDYX Calmar Ratio Rank: 7373
Calmar Ratio Rank
CDDYX Martin Ratio Rank: 8181
Martin Ratio Rank

LBSAX
LBSAX Risk / Return Rank: 7070
Overall Rank
LBSAX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
LBSAX Sortino Ratio Rank: 6565
Sortino Ratio Rank
LBSAX Omega Ratio Rank: 6868
Omega Ratio Rank
LBSAX Calmar Ratio Rank: 7272
Calmar Ratio Rank
LBSAX Martin Ratio Rank: 7979
Martin Ratio Rank
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.

CDDYX vs. LBSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Income Fund Institutional 3 Class (CDDYX) 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.


CDDYXLBSAXDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.20

+0.03

Sortino ratio

Return per unit of downside risk

1.75

1.71

+0.04

Omega ratio

Gain probability vs. loss probability

1.27

1.26

+0.01

Calmar ratio

Return relative to maximum drawdown

1.78

1.74

+0.04

Martin ratio

Return relative to average drawdown

8.25

8.03

+0.21

CDDYX vs. LBSAX - Sharpe Ratio Comparison

The current CDDYX Sharpe Ratio is 1.23, which is comparable to the LBSAX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of CDDYX and LBSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CDDYXLBSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.20

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.79

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.76

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.62

+0.24

Correlation

The correlation between CDDYX and LBSAX is 1.00, 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. LBSAX - Dividend Comparison

CDDYX's dividend yield for the trailing twelve months is around 5.21%, more than LBSAX's 4.99% yield.


TTM20252024202320222021202020192018201720162015
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%
LBSAX
Columbia Dividend Income Fund Class A
4.99%5.11%5.78%4.72%3.62%2.65%1.52%2.68%7.36%3.83%3.60%8.01%

Drawdowns

CDDYX vs. LBSAX - Drawdown Comparison

The maximum CDDYX drawdown since its inception was -32.74%, smaller than the maximum LBSAX drawdown of -47.89%. Use the drawdown chart below to compare losses from any high point for CDDYX and LBSAX.


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Drawdown Indicators


CDDYXLBSAXDifference

Max Drawdown

Largest peak-to-trough decline

-32.74%

-47.89%

+15.15%

Max Drawdown (1Y)

Largest decline over 1 year

-10.17%

-10.19%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-16.91%

-17.16%

+0.25%

Max Drawdown (10Y)

Largest decline over 10 years

-32.74%

-32.82%

+0.08%

Current Drawdown

Current decline from peak

-3.95%

-3.98%

+0.03%

Average Drawdown

Average peak-to-trough decline

-2.79%

-5.29%

+2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

2.20%

-0.01%

Volatility

CDDYX vs. LBSAX - Volatility Comparison

Columbia Dividend Income Fund Institutional 3 Class (CDDYX) and Columbia Dividend Income Fund Class A (LBSAX) have volatilities of 3.45% and 3.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CDDYXLBSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

3.47%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

7.00%

7.01%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

13.67%

13.68%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.31%

13.30%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%

15.69%

-0.01%