PortfoliosLab logoPortfoliosLab logo
CMSCX vs. CBALX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CMSCX vs. CBALX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Small Cap Growth Fund (CMSCX) and Columbia Balanced Fund (CBALX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CMSCX vs. CBALX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMSCX
Columbia Small Cap Growth Fund
-8.67%21.68%24.27%26.17%-36.62%-2.22%70.31%40.98%-1.99%28.68%
CBALX
Columbia Balanced Fund
-5.35%14.14%14.60%21.49%-16.63%14.92%17.91%23.05%-5.75%14.29%

Returns By Period

In the year-to-date period, CMSCX achieves a -8.67% return, which is significantly lower than CBALX's -5.35% return. Over the past 10 years, CMSCX has outperformed CBALX with an annualized return of 14.21%, while CBALX has yielded a comparatively lower 8.95% annualized return.


CMSCX

1D
-2.61%
1M
-13.27%
YTD
-8.67%
6M
-4.73%
1Y
26.73%
3Y*
16.28%
5Y*
1.08%
10Y*
14.21%

CBALX

1D
0.08%
1M
-5.51%
YTD
-5.35%
6M
-3.42%
1Y
9.86%
3Y*
12.18%
5Y*
6.79%
10Y*
8.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CMSCX vs. CBALX - Expense Ratio Comparison

CMSCX has a 0.96% expense ratio, which is higher than CBALX's 0.67% expense ratio.


Return for Risk

CMSCX vs. CBALX — Risk / Return Rank

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

CMSCX
CMSCX Risk / Return Rank: 4949
Overall Rank
CMSCX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
CMSCX Sortino Ratio Rank: 5151
Sortino Ratio Rank
CMSCX Omega Ratio Rank: 4242
Omega Ratio Rank
CMSCX Calmar Ratio Rank: 5353
Calmar Ratio Rank
CMSCX Martin Ratio Rank: 5151
Martin Ratio Rank

CBALX
CBALX Risk / Return Rank: 4646
Overall Rank
CBALX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
CBALX Sortino Ratio Rank: 4545
Sortino Ratio Rank
CBALX Omega Ratio Rank: 4646
Omega Ratio Rank
CBALX Calmar Ratio Rank: 4646
Calmar Ratio Rank
CBALX Martin Ratio Rank: 4949
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.

CMSCX vs. CBALX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Small Cap Growth Fund (CMSCX) and Columbia Balanced Fund (CBALX). 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.


CMSCXCBALXDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.88

+0.04

Sortino ratio

Return per unit of downside risk

1.42

1.31

+0.10

Omega ratio

Gain probability vs. loss probability

1.18

1.19

-0.01

Calmar ratio

Return relative to maximum drawdown

1.27

1.13

+0.14

Martin ratio

Return relative to average drawdown

5.05

4.82

+0.23

CMSCX vs. CBALX - Sharpe Ratio Comparison

The current CMSCX Sharpe Ratio is 0.92, which is comparable to the CBALX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of CMSCX and CBALX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CMSCXCBALXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.88

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.62

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.79

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.68

-0.20

Correlation

The correlation between CMSCX and CBALX is 0.81, 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

CMSCX vs. CBALX - Dividend Comparison

CMSCX's dividend yield for the trailing twelve months is around 5.40%, less than CBALX's 6.86% yield.


TTM20252024202320222021202020192018201720162015
CMSCX
Columbia Small Cap Growth Fund
5.40%4.93%0.00%0.00%0.00%10.28%6.90%8.86%21.17%16.48%8.67%60.38%
CBALX
Columbia Balanced Fund
6.86%6.42%7.83%1.84%5.36%9.26%5.31%4.16%5.82%2.79%1.60%4.05%

Drawdowns

CMSCX vs. CBALX - Drawdown Comparison

The maximum CMSCX drawdown since its inception was -55.64%, which is greater than CBALX's maximum drawdown of -34.53%. Use the drawdown chart below to compare losses from any high point for CMSCX and CBALX.


Loading graphics...

Drawdown Indicators


CMSCXCBALXDifference

Max Drawdown

Largest peak-to-trough decline

-55.64%

-34.53%

-21.11%

Max Drawdown (1Y)

Largest decline over 1 year

-17.60%

-7.87%

-9.73%

Max Drawdown (5Y)

Largest decline over 5 years

-49.84%

-20.91%

-28.93%

Max Drawdown (10Y)

Largest decline over 10 years

-52.44%

-22.73%

-29.71%

Current Drawdown

Current decline from peak

-17.60%

-6.56%

-11.04%

Average Drawdown

Average peak-to-trough decline

-16.03%

-5.34%

-10.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

1.84%

+2.58%

Volatility

CMSCX vs. CBALX - Volatility Comparison

Columbia Small Cap Growth Fund (CMSCX) has a higher volatility of 9.62% compared to Columbia Balanced Fund (CBALX) at 3.14%. This indicates that CMSCX's price experiences larger fluctuations and is considered to be riskier than CBALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CMSCXCBALXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.62%

3.14%

+6.48%

Volatility (6M)

Calculated over the trailing 6-month period

18.62%

6.15%

+12.47%

Volatility (1Y)

Calculated over the trailing 1-year period

27.94%

11.45%

+16.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.87%

11.05%

+15.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.68%

11.30%

+14.38%