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NAMAX vs. FLMVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NAMAX vs. FLMVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Select Mid Cap Value Fund (NAMAX) and JPMorgan Mid Cap Value Fund (FLMVX). The values are adjusted to include any dividend payments, if applicable.

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NAMAX vs. FLMVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NAMAX
Columbia Select Mid Cap Value Fund
7.05%13.77%13.14%9.65%-9.33%32.28%6.90%31.56%-18.46%13.71%
FLMVX
JPMorgan Mid Cap Value Fund
2.16%5.17%27.75%11.38%-8.11%29.89%0.36%26.67%-11.66%13.67%

Returns By Period

In the year-to-date period, NAMAX achieves a 7.05% return, which is significantly higher than FLMVX's 2.16% return. Both investments have delivered pretty close results over the past 10 years, with NAMAX having a 10.27% annualized return and FLMVX not far behind at 9.84%.


NAMAX

1D
2.49%
1M
-6.16%
YTD
7.05%
6M
9.61%
1Y
24.99%
3Y*
14.52%
5Y*
9.53%
10Y*
10.27%

FLMVX

1D
1.81%
1M
-5.37%
YTD
2.16%
6M
3.42%
1Y
9.29%
3Y*
15.22%
5Y*
9.31%
10Y*
9.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NAMAX vs. FLMVX - Expense Ratio Comparison

NAMAX has a 0.88% expense ratio, which is higher than FLMVX's 0.75% expense ratio.


Return for Risk

NAMAX vs. FLMVX — Risk / Return Rank

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

NAMAX
NAMAX Risk / Return Rank: 7171
Overall Rank
NAMAX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
NAMAX Sortino Ratio Rank: 6969
Sortino Ratio Rank
NAMAX Omega Ratio Rank: 6666
Omega Ratio Rank
NAMAX Calmar Ratio Rank: 7373
Calmar Ratio Rank
NAMAX Martin Ratio Rank: 7777
Martin Ratio Rank

FLMVX
FLMVX Risk / Return Rank: 2424
Overall Rank
FLMVX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FLMVX Sortino Ratio Rank: 2121
Sortino Ratio Rank
FLMVX Omega Ratio Rank: 1919
Omega Ratio Rank
FLMVX Calmar Ratio Rank: 2929
Calmar Ratio Rank
FLMVX Martin Ratio Rank: 3333
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.

NAMAX vs. FLMVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Mid Cap Value Fund (NAMAX) and JPMorgan Mid Cap Value Fund (FLMVX). 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.


NAMAXFLMVXDifference

Sharpe ratio

Return per unit of total volatility

1.32

0.59

+0.74

Sortino ratio

Return per unit of downside risk

1.88

0.95

+0.92

Omega ratio

Gain probability vs. loss probability

1.27

1.13

+0.15

Calmar ratio

Return relative to maximum drawdown

1.90

0.89

+1.02

Martin ratio

Return relative to average drawdown

8.28

3.78

+4.50

NAMAX vs. FLMVX - Sharpe Ratio Comparison

The current NAMAX Sharpe Ratio is 1.32, which is higher than the FLMVX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of NAMAX and FLMVX, 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


NAMAXFLMVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

0.59

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.48

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.48

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.61

-0.15

Correlation

The correlation between NAMAX and FLMVX is 0.96, 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

NAMAX vs. FLMVX - Dividend Comparison

NAMAX's dividend yield for the trailing twelve months is around 6.24%, less than FLMVX's 20.71% yield.


TTM20252024202320222021202020192018201720162015
NAMAX
Columbia Select Mid Cap Value Fund
6.24%6.71%7.07%0.74%6.39%8.99%3.22%3.38%27.38%21.08%8.07%17.05%
FLMVX
JPMorgan Mid Cap Value Fund
20.71%21.16%23.25%6.10%11.73%14.98%7.73%5.20%8.30%2.71%7.04%6.69%

Drawdowns

NAMAX vs. FLMVX - Drawdown Comparison

The maximum NAMAX drawdown since its inception was -60.44%, which is greater than FLMVX's maximum drawdown of -54.72%. Use the drawdown chart below to compare losses from any high point for NAMAX and FLMVX.


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Drawdown Indicators


NAMAXFLMVXDifference

Max Drawdown

Largest peak-to-trough decline

-60.44%

-54.72%

-5.72%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

-11.82%

-1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-20.90%

-25.59%

+4.69%

Max Drawdown (10Y)

Largest decline over 10 years

-43.24%

-43.06%

-0.18%

Current Drawdown

Current decline from peak

-6.21%

-5.51%

-0.70%

Average Drawdown

Average peak-to-trough decline

-8.56%

-6.48%

-2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

2.77%

+0.37%

Volatility

NAMAX vs. FLMVX - Volatility Comparison

Columbia Select Mid Cap Value Fund (NAMAX) has a higher volatility of 5.84% compared to JPMorgan Mid Cap Value Fund (FLMVX) at 4.42%. This indicates that NAMAX's price experiences larger fluctuations and is considered to be riskier than FLMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NAMAXFLMVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

4.42%

+1.42%

Volatility (6M)

Calculated over the trailing 6-month period

10.56%

8.85%

+1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

18.99%

16.53%

+2.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.12%

19.40%

-1.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.02%

20.44%

-0.42%