PortfoliosLab logoPortfoliosLab logo
NAMAX vs. FMPOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NAMAX vs. FMPOX - Performance Comparison

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

Loading graphics...

NAMAX vs. FMPOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NAMAX
Columbia Select Mid Cap Value Fund
4.45%13.77%13.14%9.65%-9.33%32.28%6.90%31.56%-18.46%13.71%
FMPOX
Fidelity Advisor Mid Cap Value Fund Class I
0.59%13.02%14.48%22.51%-10.62%33.96%0.95%23.61%-18.93%17.03%

Returns By Period

In the year-to-date period, NAMAX achieves a 4.45% return, which is significantly higher than FMPOX's 0.59% return. Both investments have delivered pretty close results over the past 10 years, with NAMAX having a 10.00% annualized return and FMPOX not far behind at 9.64%.


NAMAX

1D
-1.17%
1M
-8.05%
YTD
4.45%
6M
7.01%
1Y
21.96%
3Y*
13.59%
5Y*
9.26%
10Y*
10.00%

FMPOX

1D
-1.08%
1M
-9.30%
YTD
0.59%
6M
5.72%
1Y
19.27%
3Y*
16.07%
5Y*
10.21%
10Y*
9.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


NAMAX vs. FMPOX - Expense Ratio Comparison

NAMAX has a 0.88% expense ratio, which is higher than FMPOX's 0.59% expense ratio.


Return for Risk

NAMAX vs. FMPOX — Risk / Return Rank

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

NAMAX
NAMAX Risk / Return Rank: 6969
Overall Rank
NAMAX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
NAMAX Sortino Ratio Rank: 7070
Sortino Ratio Rank
NAMAX Omega Ratio Rank: 6767
Omega Ratio Rank
NAMAX Calmar Ratio Rank: 6666
Calmar Ratio Rank
NAMAX Martin Ratio Rank: 7171
Martin Ratio Rank

FMPOX
FMPOX Risk / Return Rank: 4747
Overall Rank
FMPOX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FMPOX Sortino Ratio Rank: 4949
Sortino Ratio Rank
FMPOX Omega Ratio Rank: 4343
Omega Ratio Rank
FMPOX Calmar Ratio Rank: 4747
Calmar Ratio Rank
FMPOX Martin Ratio Rank: 4949
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. FMPOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Mid Cap Value Fund (NAMAX) and Fidelity Advisor Mid Cap Value Fund Class I (FMPOX). 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.


NAMAXFMPOXDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.92

+0.30

Sortino ratio

Return per unit of downside risk

1.75

1.42

+0.33

Omega ratio

Gain probability vs. loss probability

1.25

1.19

+0.06

Calmar ratio

Return relative to maximum drawdown

1.53

1.20

+0.33

Martin ratio

Return relative to average drawdown

6.72

4.92

+1.80

NAMAX vs. FMPOX - Sharpe Ratio Comparison

The current NAMAX Sharpe Ratio is 1.22, which is higher than the FMPOX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of NAMAX and FMPOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


NAMAXFMPOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.92

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.51

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.46

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.37

+0.08

Correlation

The correlation between NAMAX and FMPOX 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. FMPOX - Dividend Comparison

NAMAX's dividend yield for the trailing twelve months is around 6.40%, less than FMPOX's 7.80% yield.


TTM20252024202320222021202020192018201720162015
NAMAX
Columbia Select Mid Cap Value Fund
6.40%6.71%7.07%0.74%6.39%8.99%3.22%3.38%27.38%21.08%8.07%17.05%
FMPOX
Fidelity Advisor Mid Cap Value Fund Class I
7.80%8.26%10.51%1.17%13.25%1.31%2.00%1.86%14.92%8.99%1.37%5.23%

Drawdowns

NAMAX vs. FMPOX - Drawdown Comparison

The maximum NAMAX drawdown since its inception was -60.44%, roughly equal to the maximum FMPOX drawdown of -61.76%. Use the drawdown chart below to compare losses from any high point for NAMAX and FMPOX.


Loading graphics...

Drawdown Indicators


NAMAXFMPOXDifference

Max Drawdown

Largest peak-to-trough decline

-60.44%

-61.76%

+1.32%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

-14.75%

+1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-20.90%

-23.74%

+2.84%

Max Drawdown (10Y)

Largest decline over 10 years

-43.24%

-45.11%

+1.87%

Current Drawdown

Current decline from peak

-8.49%

-10.29%

+1.80%

Average Drawdown

Average peak-to-trough decline

-8.56%

-9.13%

+0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

3.59%

-0.47%

Volatility

NAMAX vs. FMPOX - Volatility Comparison

The current volatility for Columbia Select Mid Cap Value Fund (NAMAX) is 5.15%, while Fidelity Advisor Mid Cap Value Fund Class I (FMPOX) has a volatility of 5.62%. This indicates that NAMAX experiences smaller price fluctuations and is considered to be less risky than FMPOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


NAMAXFMPOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.15%

5.62%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

10.28%

11.76%

-1.48%

Volatility (1Y)

Calculated over the trailing 1-year period

18.87%

21.47%

-2.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.09%

20.12%

-2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.00%

21.05%

-1.05%