GEGTX vs. FXAIX

In the year-to-date period, GEGTX achieves a -1.16% return, which is significantly lower than FXAIX's 1.77% return. Over the past 10 years, GEGTX has outperformed FXAIX with an annualized return of 14.22%, while FXAIX has yielded a comparatively lower 12.82% annualized return.

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GEGTX has a 0.74% expense ratio, which is higher than FXAIX's 0.02% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Columbia Large Cap Growth Fund (GEGTX) and Fidelity 500 Index Fund (FXAIX). 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.

The current GEGTX Sharpe Ratio is 0.56, which is comparable to the FXAIX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of GEGTX and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GEGTX's dividend yield for the trailing twelve months is around 5.35%, more than FXAIX's 1.54% yield.

The maximum GEGTX drawdown since its inception was -55.44%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for GEGTX and FXAIX.

Columbia Large Cap Growth Fund (GEGTX) has a higher volatility of 5.93% compared to Fidelity 500 Index Fund (FXAIX) at 4.76%. This indicates that GEGTX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.