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INDZX vs. LBSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INDZX vs. LBSAX - Performance Comparison

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

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INDZX vs. LBSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INDZX
Columbia Large Cap Value Fund
-0.36%19.67%15.42%9.64%-5.26%23.70%13.01%29.81%-11.20%16.20%
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

In the year-to-date period, INDZX achieves a -0.36% return, which is significantly lower than LBSAX's 1.55% return. Both investments have delivered pretty close results over the past 10 years, with INDZX having a 11.82% annualized return and LBSAX not far behind at 11.69%.


INDZX

1D
-0.28%
1M
-7.14%
YTD
-0.36%
6M
4.00%
1Y
17.99%
3Y*
14.89%
5Y*
9.77%
10Y*
11.82%

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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INDZX vs. LBSAX - Expense Ratio Comparison

INDZX has a 0.97% expense ratio, which is higher than LBSAX's 0.90% expense ratio.


Return for Risk

INDZX vs. LBSAX — Risk / Return Rank

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

INDZX
INDZX Risk / Return Rank: 6767
Overall Rank
INDZX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
INDZX Sortino Ratio Rank: 6767
Sortino Ratio Rank
INDZX Omega Ratio Rank: 6969
Omega Ratio Rank
INDZX Calmar Ratio Rank: 6161
Calmar Ratio Rank
INDZX Martin Ratio Rank: 7171
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.

INDZX vs. LBSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Large Cap Value Fund (INDZX) 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.


INDZXLBSAXDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.17

+0.02

Sortino ratio

Return per unit of downside risk

1.68

1.66

+0.02

Omega ratio

Gain probability vs. loss probability

1.26

1.26

0.00

Calmar ratio

Return relative to maximum drawdown

1.43

1.43

0.00

Martin ratio

Return relative to average drawdown

6.71

6.65

+0.06

INDZX vs. LBSAX - Sharpe Ratio Comparison

The current INDZX Sharpe Ratio is 1.19, which is comparable to the LBSAX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of INDZX 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


INDZXLBSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.17

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.78

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.75

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.62

-0.01

Correlation

The correlation between INDZX and LBSAX is 0.95, 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

INDZX vs. LBSAX - Dividend Comparison

INDZX's dividend yield for the trailing twelve months is around 7.34%, more than LBSAX's 5.07% yield.


TTM20252024202320222021202020192018201720162015
INDZX
Columbia Large Cap Value Fund
7.34%7.40%9.31%5.79%9.05%6.47%8.08%5.65%12.21%6.39%2.66%13.70%
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

INDZX vs. LBSAX - Drawdown Comparison

The maximum INDZX drawdown since its inception was -59.02%, which is greater than LBSAX's maximum drawdown of -47.89%. Use the drawdown chart below to compare losses from any high point for INDZX and LBSAX.


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Drawdown Indicators


INDZXLBSAXDifference

Max Drawdown

Largest peak-to-trough decline

-59.02%

-47.89%

-11.13%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-10.19%

-1.91%

Max Drawdown (5Y)

Largest decline over 5 years

-18.21%

-17.16%

-1.05%

Max Drawdown (10Y)

Largest decline over 10 years

-38.51%

-32.82%

-5.69%

Current Drawdown

Current decline from peak

-7.14%

-5.50%

-1.64%

Average Drawdown

Average peak-to-trough decline

-7.07%

-5.29%

-1.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.19%

+0.38%

Volatility

INDZX vs. LBSAX - Volatility Comparison

Columbia Large Cap Value Fund (INDZX) has a higher volatility of 3.53% compared to Columbia Dividend Income Fund Class A (LBSAX) at 2.92%. This indicates that INDZX'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


INDZXLBSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

2.92%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

8.19%

6.83%

+1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

16.03%

13.62%

+2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.68%

13.28%

+1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.74%

15.68%

+2.06%