GEGTX vs. NINDX

In the year-to-date period, GEGTX achieves a -1.35% return, which is significantly lower than NINDX's 1.10% return. Over the past 10 years, GEGTX has outperformed NINDX with an annualized return of 14.16%, while NINDX has yielded a comparatively lower 12.75% annualized return.

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

GEGTX has a 0.74% expense ratio, which is higher than NINDX's 0.20% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Columbia Large Cap Growth Fund (GEGTX) and Columbia Large Cap Index Fund (NINDX). 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 0.50, which is comparable to the NINDX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of GEGTX and NINDX, 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 5.36%, less than NINDX's 8.61% yield.

The maximum GEGTX drawdown since its inception was -55.44%, roughly equal to the maximum NINDX drawdown of -55.32%. Use the drawdown chart below to compare losses from any high point for GEGTX and NINDX.

Columbia Large Cap Growth Fund (GEGTX) has a higher volatility of 5.94% compared to Columbia Large Cap Index Fund (NINDX) at 4.70%. This indicates that GEGTX's price experiences larger fluctuations and is considered to be riskier than NINDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.