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CLMVX vs. LBSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CLMVX vs. LBSAX - Performance Comparison

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

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CLMVX vs. LBSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLMVX
Columbia Mortgage Opportunities Fund
0.51%11.95%5.30%7.57%-17.82%5.44%9.25%6.44%7.90%5.41%
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, CLMVX achieves a 0.51% return, which is significantly lower than LBSAX's 1.55% return. Over the past 10 years, CLMVX has underperformed LBSAX with an annualized return of 4.48%, while LBSAX has yielded a comparatively higher 11.69% annualized return.


CLMVX

1D
0.36%
1M
-1.92%
YTD
0.51%
6M
2.13%
1Y
8.19%
3Y*
7.43%
5Y*
0.79%
10Y*
4.48%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CLMVX vs. LBSAX - Expense Ratio Comparison

CLMVX has a 0.70% expense ratio, which is lower than LBSAX's 0.90% expense ratio.


Return for Risk

CLMVX vs. LBSAX — Risk / Return Rank

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

CLMVX
CLMVX Risk / Return Rank: 9191
Overall Rank
CLMVX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CLMVX Sortino Ratio Rank: 9191
Sortino Ratio Rank
CLMVX Omega Ratio Rank: 8383
Omega Ratio Rank
CLMVX Calmar Ratio Rank: 9696
Calmar Ratio Rank
CLMVX Martin Ratio Rank: 9494
Martin Ratio Rank

LBSAX
LBSAX Risk / Return Rank: 6868
Overall Rank
LBSAX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
LBSAX Sortino Ratio Rank: 6767
Sortino Ratio Rank
LBSAX Omega Ratio Rank: 7070
Omega Ratio Rank
LBSAX Calmar Ratio Rank: 6363
Calmar Ratio Rank
LBSAX Martin Ratio Rank: 7171
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.

CLMVX vs. LBSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Mortgage Opportunities Fund (CLMVX) 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.


CLMVXLBSAXDifference

Sharpe ratio

Return per unit of total volatility

1.78

1.17

+0.61

Sortino ratio

Return per unit of downside risk

2.65

1.66

+0.99

Omega ratio

Gain probability vs. loss probability

1.33

1.26

+0.08

Calmar ratio

Return relative to maximum drawdown

3.71

1.43

+2.28

Martin ratio

Return relative to average drawdown

12.17

6.65

+5.52

CLMVX vs. LBSAX - Sharpe Ratio Comparison

The current CLMVX Sharpe Ratio is 1.78, which is higher than the LBSAX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of CLMVX 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


CLMVXLBSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

1.17

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.78

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.75

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.62

+0.17

Correlation

The correlation between CLMVX and LBSAX is 0.08, 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

CLMVX vs. LBSAX - Dividend Comparison

CLMVX's dividend yield for the trailing twelve months is around 5.47%, more than LBSAX's 5.07% yield.


TTM20252024202320222021202020192018201720162015
CLMVX
Columbia Mortgage Opportunities Fund
5.47%5.63%5.88%6.64%6.89%4.43%6.05%4.36%4.51%7.85%4.52%4.86%
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

CLMVX vs. LBSAX - Drawdown Comparison

The maximum CLMVX drawdown since its inception was -22.15%, smaller than the maximum LBSAX drawdown of -47.89%. Use the drawdown chart below to compare losses from any high point for CLMVX and LBSAX.


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Drawdown Indicators


CLMVXLBSAXDifference

Max Drawdown

Largest peak-to-trough decline

-22.15%

-47.89%

+25.74%

Max Drawdown (1Y)

Largest decline over 1 year

-2.49%

-10.19%

+7.70%

Max Drawdown (5Y)

Largest decline over 5 years

-22.15%

-17.16%

-4.99%

Max Drawdown (10Y)

Largest decline over 10 years

-22.15%

-32.82%

+10.67%

Current Drawdown

Current decline from peak

-1.92%

-5.50%

+3.58%

Average Drawdown

Average peak-to-trough decline

-4.00%

-5.29%

+1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

2.19%

-1.43%

Volatility

CLMVX vs. LBSAX - Volatility Comparison

The current volatility for Columbia Mortgage Opportunities Fund (CLMVX) is 1.62%, while Columbia Dividend Income Fund Class A (LBSAX) has a volatility of 2.92%. This indicates that CLMVX experiences smaller price fluctuations and is considered to be less risky 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


CLMVXLBSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.62%

2.92%

-1.30%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

6.83%

-4.21%

Volatility (1Y)

Calculated over the trailing 1-year period

4.77%

13.62%

-8.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.71%

13.28%

-6.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.52%

15.68%

-10.16%