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CSVFX vs. LBSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CSVFX vs. LBSAX - Performance Comparison

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

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CSVFX vs. LBSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSVFX
Columbia International Dividend Income Fund
1.51%31.32%2.36%18.44%-14.91%13.73%5.87%24.47%-12.96%20.13%
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

The year-to-date returns for both investments are quite close, with CSVFX having a 1.51% return and LBSAX slightly higher at 1.55%. Over the past 10 years, CSVFX has underperformed LBSAX with an annualized return of 8.44%, while LBSAX has yielded a comparatively higher 11.69% annualized return.


CSVFX

1D
0.26%
1M
-11.50%
YTD
1.51%
6M
8.21%
1Y
25.26%
3Y*
14.28%
5Y*
8.22%
10Y*
8.44%

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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CSVFX vs. LBSAX - Expense Ratio Comparison

CSVFX has a 1.01% expense ratio, which is higher than LBSAX's 0.90% expense ratio.


Return for Risk

CSVFX vs. LBSAX — Risk / Return Rank

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

CSVFX
CSVFX Risk / Return Rank: 8080
Overall Rank
CSVFX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
CSVFX Sortino Ratio Rank: 7979
Sortino Ratio Rank
CSVFX Omega Ratio Rank: 7878
Omega Ratio Rank
CSVFX Calmar Ratio Rank: 8282
Calmar Ratio Rank
CSVFX Martin Ratio Rank: 8080
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.

CSVFX vs. LBSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia International Dividend Income Fund (CSVFX) 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.


CSVFXLBSAXDifference

Sharpe ratio

Return per unit of total volatility

1.50

1.17

+0.33

Sortino ratio

Return per unit of downside risk

1.99

1.66

+0.33

Omega ratio

Gain probability vs. loss probability

1.30

1.26

+0.04

Calmar ratio

Return relative to maximum drawdown

1.98

1.43

+0.56

Martin ratio

Return relative to average drawdown

7.79

6.65

+1.14

CSVFX vs. LBSAX - Sharpe Ratio Comparison

The current CSVFX Sharpe Ratio is 1.50, which is comparable to the LBSAX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of CSVFX 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


CSVFXLBSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.17

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.78

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.75

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.62

-0.13

Correlation

The correlation between CSVFX and LBSAX is 0.87, 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

CSVFX vs. LBSAX - Dividend Comparison

CSVFX's dividend yield for the trailing twelve months is around 4.86%, less than LBSAX's 5.07% yield.


TTM20252024202320222021202020192018201720162015
CSVFX
Columbia International Dividend Income Fund
4.86%4.81%6.96%3.56%1.93%9.05%3.57%3.44%5.53%2.94%3.52%3.19%
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

CSVFX vs. LBSAX - Drawdown Comparison

The maximum CSVFX drawdown since its inception was -55.31%, which is greater than LBSAX's maximum drawdown of -47.89%. Use the drawdown chart below to compare losses from any high point for CSVFX and LBSAX.


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Drawdown Indicators


CSVFXLBSAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.31%

-47.89%

-7.42%

Max Drawdown (1Y)

Largest decline over 1 year

-11.72%

-10.19%

-1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-29.11%

-17.16%

-11.95%

Max Drawdown (10Y)

Largest decline over 10 years

-33.50%

-32.82%

-0.68%

Current Drawdown

Current decline from peak

-11.50%

-5.50%

-6.00%

Average Drawdown

Average peak-to-trough decline

-8.05%

-5.29%

-2.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

2.19%

+0.80%

Volatility

CSVFX vs. LBSAX - Volatility Comparison

Columbia International Dividend Income Fund (CSVFX) has a higher volatility of 7.16% compared to Columbia Dividend Income Fund Class A (LBSAX) at 2.92%. This indicates that CSVFX's price experiences larger fluctuations and is considered to be riskier 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


CSVFXLBSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

2.92%

+4.24%

Volatility (6M)

Calculated over the trailing 6-month period

10.74%

6.83%

+3.91%

Volatility (1Y)

Calculated over the trailing 1-year period

16.37%

13.62%

+2.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.21%

13.28%

+1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.97%

15.68%

+0.29%