PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LBSAX vs. BEGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LBSAX and BEGIX is 0.93, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

LBSAX vs. BEGIX - Performance Comparison

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

250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
340.14%
236.14%
LBSAX
BEGIX

Key characteristics

Sharpe Ratio

LBSAX:

-0.27

BEGIX:

-1.05

Sortino Ratio

LBSAX:

-0.26

BEGIX:

-1.14

Omega Ratio

LBSAX:

0.96

BEGIX:

0.74

Calmar Ratio

LBSAX:

-0.25

BEGIX:

-0.81

Martin Ratio

LBSAX:

-0.92

BEGIX:

-1.80

Ulcer Index

LBSAX:

3.84%

BEGIX:

13.80%

Daily Std Dev

LBSAX:

13.00%

BEGIX:

23.66%

Max Drawdown

LBSAX:

-48.43%

BEGIX:

-43.85%

Current Drawdown

LBSAX:

-14.31%

BEGIX:

-30.53%

Returns By Period

The year-to-date returns for both stocks are quite close, with LBSAX having a -6.30% return and BEGIX slightly lower at -6.41%. Over the past 10 years, LBSAX has outperformed BEGIX with an annualized return of 6.85%, while BEGIX has yielded a comparatively lower 2.60% annualized return.


LBSAX

YTD

-6.30%

1M

-9.46%

6M

-11.32%

1Y

-2.56%

5Y*

11.81%

10Y*

6.85%

BEGIX

YTD

-6.41%

1M

-7.43%

6M

-28.00%

1Y

-23.98%

5Y*

7.43%

10Y*

2.60%

*Annualized

Compare stocks, funds, or ETFs

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


LBSAX vs. BEGIX - Expense Ratio Comparison

LBSAX has a 0.90% expense ratio, which is higher than BEGIX's 0.79% expense ratio.


LBSAX
Columbia Dividend Income Fund Class A
Expense ratio chart for LBSAX: current value is 0.90%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
LBSAX: 0.90%
Expense ratio chart for BEGIX: current value is 0.79%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BEGIX: 0.79%

Risk-Adjusted Performance

LBSAX vs. BEGIX — Risk-Adjusted Performance Rank

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

LBSAX
The Risk-Adjusted Performance Rank of LBSAX is 3737
Overall Rank
The Sharpe Ratio Rank of LBSAX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of LBSAX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of LBSAX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of LBSAX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of LBSAX is 3838
Martin Ratio Rank

BEGIX
The Risk-Adjusted Performance Rank of BEGIX is 22
Overall Rank
The Sharpe Ratio Rank of BEGIX is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of BEGIX is 22
Sortino Ratio Rank
The Omega Ratio Rank of BEGIX is 00
Omega Ratio Rank
The Calmar Ratio Rank of BEGIX is 00
Calmar Ratio Rank
The Martin Ratio Rank of BEGIX is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LBSAX vs. BEGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Income Fund Class A (LBSAX) and Sterling Capital Equity Income Fund (BEGIX). 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.


Sharpe ratio
The chart of Sharpe ratio for LBSAX, currently valued at -0.27, compared to the broader market-1.000.001.002.003.004.00
LBSAX: -0.27
BEGIX: -1.05
The chart of Sortino ratio for LBSAX, currently valued at -0.26, compared to the broader market-2.000.002.004.006.008.0010.00
LBSAX: -0.26
BEGIX: -1.14
The chart of Omega ratio for LBSAX, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.003.50
LBSAX: 0.96
BEGIX: 0.74
The chart of Calmar ratio for LBSAX, currently valued at -0.25, compared to the broader market0.005.0010.0015.00
LBSAX: -0.25
BEGIX: -0.81
The chart of Martin ratio for LBSAX, currently valued at -0.92, compared to the broader market0.0020.0040.0060.00
LBSAX: -0.92
BEGIX: -1.80

The current LBSAX Sharpe Ratio is -0.27, which is higher than the BEGIX Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of LBSAX and BEGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.27
-1.05
LBSAX
BEGIX

Dividends

LBSAX vs. BEGIX - Dividend Comparison

LBSAX's dividend yield for the trailing twelve months is around 1.67%, less than BEGIX's 2.04% yield.


TTM20242023202220212020201920182017201620152014
LBSAX
Columbia Dividend Income Fund Class A
1.67%1.57%1.71%1.67%1.23%1.52%1.60%1.93%1.56%1.71%2.65%2.01%
BEGIX
Sterling Capital Equity Income Fund
2.04%1.83%1.64%1.64%1.33%1.73%2.07%1.92%2.01%1.95%2.24%2.06%

Drawdowns

LBSAX vs. BEGIX - Drawdown Comparison

The maximum LBSAX drawdown since its inception was -48.43%, which is greater than BEGIX's maximum drawdown of -43.85%. Use the drawdown chart below to compare losses from any high point for LBSAX and BEGIX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.31%
-30.53%
LBSAX
BEGIX

Volatility

LBSAX vs. BEGIX - Volatility Comparison

Columbia Dividend Income Fund Class A (LBSAX) has a higher volatility of 7.61% compared to Sterling Capital Equity Income Fund (BEGIX) at 7.15%. This indicates that LBSAX's price experiences larger fluctuations and is considered to be riskier than BEGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
7.61%
7.15%
LBSAX
BEGIX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab