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COLNX vs. LBSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COLNX vs. LBSAX - Performance Comparison

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

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COLNX vs. LBSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COLNX
Columbia Strategic New York Municipal Income Fund
-0.19%3.38%2.86%7.66%-14.39%3.16%4.58%8.04%0.10%4.96%
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

In the year-to-date period, COLNX achieves a -0.19% return, which is significantly lower than LBSAX's 3.18% return. Over the past 10 years, COLNX has underperformed LBSAX with an annualized return of 1.67%, while LBSAX has yielded a comparatively higher 11.87% annualized return.


COLNX

1D
0.39%
1M
-1.95%
YTD
-0.19%
6M
0.99%
1Y
2.95%
3Y*
3.54%
5Y*
0.14%
10Y*
1.67%

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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COLNX vs. LBSAX - Expense Ratio Comparison

COLNX has a 0.78% expense ratio, which is lower than LBSAX's 0.90% expense ratio.


Return for Risk

COLNX vs. LBSAX — Risk / Return Rank

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

COLNX
COLNX Risk / Return Rank: 1515
Overall Rank
COLNX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
COLNX Sortino Ratio Rank: 1212
Sortino Ratio Rank
COLNX Omega Ratio Rank: 1919
Omega Ratio Rank
COLNX Calmar Ratio Rank: 1515
Calmar Ratio Rank
COLNX Martin Ratio Rank: 1212
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.

COLNX vs. LBSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Strategic New York Municipal Income Fund (COLNX) 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.


COLNXLBSAXDifference

Sharpe ratio

Return per unit of total volatility

0.52

1.20

-0.68

Sortino ratio

Return per unit of downside risk

0.73

1.71

-0.97

Omega ratio

Gain probability vs. loss probability

1.14

1.26

-0.12

Calmar ratio

Return relative to maximum drawdown

0.67

1.74

-1.07

Martin ratio

Return relative to average drawdown

1.76

8.03

-6.28

COLNX vs. LBSAX - Sharpe Ratio Comparison

The current COLNX Sharpe Ratio is 0.52, which is lower than the LBSAX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of COLNX 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


COLNXLBSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

1.20

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.79

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.76

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.62

+0.32

Correlation

The correlation between COLNX and LBSAX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

COLNX vs. LBSAX - Dividend Comparison

COLNX's dividend yield for the trailing twelve months is around 3.73%, less than LBSAX's 4.99% yield.


TTM20252024202320222021202020192018201720162015
COLNX
Columbia Strategic New York Municipal Income Fund
3.73%4.88%3.51%3.06%2.87%3.13%3.07%4.05%3.25%3.07%3.34%3.76%
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

COLNX vs. LBSAX - Drawdown Comparison

The maximum COLNX drawdown since its inception was -19.97%, smaller than the maximum LBSAX drawdown of -47.89%. Use the drawdown chart below to compare losses from any high point for COLNX and LBSAX.


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Drawdown Indicators


COLNXLBSAXDifference

Max Drawdown

Largest peak-to-trough decline

-19.97%

-47.89%

+27.92%

Max Drawdown (1Y)

Largest decline over 1 year

-6.59%

-10.19%

+3.60%

Max Drawdown (5Y)

Largest decline over 5 years

-19.97%

-17.16%

-2.81%

Max Drawdown (10Y)

Largest decline over 10 years

-19.97%

-32.82%

+12.85%

Current Drawdown

Current decline from peak

-2.69%

-3.98%

+1.29%

Average Drawdown

Average peak-to-trough decline

-2.71%

-5.29%

+2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.20%

+0.31%

Volatility

COLNX vs. LBSAX - Volatility Comparison

The current volatility for Columbia Strategic New York Municipal Income Fund (COLNX) is 1.36%, while Columbia Dividend Income Fund Class A (LBSAX) has a volatility of 3.47%. This indicates that COLNX 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


COLNXLBSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

3.47%

-2.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.04%

7.01%

-4.97%

Volatility (1Y)

Calculated over the trailing 1-year period

6.64%

13.68%

-7.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.32%

13.30%

-7.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.08%

15.69%

-10.61%