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LBSAX vs. BEGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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LBSAX vs. BEGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
BEGIX
Sterling Capital Equity Income Fund
-2.03%1.91%4.81%12.52%-3.16%28.06%8.64%30.56%-0.62%20.94%

Returns By Period

In the year-to-date period, LBSAX achieves a 1.55% return, which is significantly higher than BEGIX's -2.03% return. Over the past 10 years, LBSAX has outperformed BEGIX with an annualized return of 11.69%, while BEGIX has yielded a comparatively lower 10.71% annualized return.


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%

BEGIX

1D
0.40%
1M
-7.16%
YTD
-2.03%
6M
-3.09%
1Y
-1.36%
3Y*
5.69%
5Y*
6.16%
10Y*
10.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LBSAX vs. BEGIX - Expense Ratio Comparison

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


Return for Risk

LBSAX vs. BEGIX — Risk / Return Rank

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

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

BEGIX
BEGIX Risk / Return Rank: 55
Overall Rank
BEGIX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BEGIX Sortino Ratio Rank: 55
Sortino Ratio Rank
BEGIX Omega Ratio Rank: 55
Omega Ratio Rank
BEGIX Calmar Ratio Rank: 44
Calmar Ratio Rank
BEGIX Martin Ratio Rank: 44
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.

LBSAX vs. BEGIX - Risk-Adjusted Trends 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.


LBSAXBEGIXDifference

Sharpe ratio

Return per unit of total volatility

1.17

-0.03

+1.20

Sortino ratio

Return per unit of downside risk

1.66

0.06

+1.61

Omega ratio

Gain probability vs. loss probability

1.26

1.01

+0.25

Calmar ratio

Return relative to maximum drawdown

1.43

-0.18

+1.61

Martin ratio

Return relative to average drawdown

6.65

-0.55

+7.21

LBSAX vs. BEGIX - Sharpe Ratio Comparison

The current LBSAX Sharpe Ratio is 1.17, which is higher than the BEGIX Sharpe Ratio of -0.03. 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.


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Sharpe Ratios by Period


LBSAXBEGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

-0.03

+1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.31

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.55

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.55

+0.06

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.


Dividends

LBSAX vs. BEGIX - Dividend Comparison

LBSAX's dividend yield for the trailing twelve months is around 5.07%, less than BEGIX's 28.12% yield.


TTM20252024202320222021202020192018201720162015
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%
BEGIX
Sterling Capital Equity Income Fund
28.12%27.63%26.84%9.81%8.44%3.01%1.73%9.81%10.16%11.59%2.06%8.83%

Drawdowns

LBSAX vs. BEGIX - Drawdown Comparison

The maximum LBSAX drawdown since its inception was -47.89%, 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.


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Drawdown Indicators


LBSAXBEGIXDifference

Max Drawdown

Largest peak-to-trough decline

-47.89%

-43.85%

-4.04%

Max Drawdown (1Y)

Largest decline over 1 year

-10.19%

-9.76%

-0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-17.16%

-29.48%

+12.32%

Max Drawdown (10Y)

Largest decline over 10 years

-32.82%

-37.01%

+4.19%

Current Drawdown

Current decline from peak

-5.50%

-23.30%

+17.80%

Average Drawdown

Average peak-to-trough decline

-5.29%

-5.73%

+0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

3.13%

-0.94%

Volatility

LBSAX vs. BEGIX - Volatility Comparison

Columbia Dividend Income Fund Class A (LBSAX) and Sterling Capital Equity Income Fund (BEGIX) have volatilities of 2.92% and 3.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LBSAXBEGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

3.02%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

6.83%

7.78%

-0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

13.62%

14.72%

-1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.28%

19.71%

-6.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.68%

19.49%

-3.81%