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NAMAX vs. MAMVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NAMAX vs. MAMVX - Performance Comparison

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

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NAMAX vs. MAMVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
NAMAX
Columbia Select Mid Cap Value Fund
4.45%13.77%13.14%9.65%-9.33%32.28%6.81%
MAMVX
Mutual of America Mid Cap Value Fund
-0.50%2.55%10.11%6.56%-10.83%33.05%852.76%

Returns By Period

In the year-to-date period, NAMAX achieves a 4.45% return, which is significantly higher than MAMVX's -0.50% return.


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%

MAMVX

1D
-1.41%
1M
-8.08%
YTD
-0.50%
6M
-1.56%
1Y
5.44%
3Y*
6.16%
5Y*
4.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NAMAX vs. MAMVX - Expense Ratio Comparison

NAMAX has a 0.88% expense ratio, which is higher than MAMVX's 0.70% expense ratio.


Return for Risk

NAMAX vs. MAMVX — 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

MAMVX
MAMVX Risk / Return Rank: 1111
Overall Rank
MAMVX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MAMVX Sortino Ratio Rank: 1313
Sortino Ratio Rank
MAMVX Omega Ratio Rank: 1313
Omega Ratio Rank
MAMVX Calmar Ratio Rank: 77
Calmar Ratio Rank
MAMVX Martin Ratio Rank: 77
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. MAMVX - Risk-Adjusted Trends Comparison

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


NAMAXMAMVXDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.37

+0.85

Sortino ratio

Return per unit of downside risk

1.75

0.65

+1.09

Omega ratio

Gain probability vs. loss probability

1.25

1.09

+0.17

Calmar ratio

Return relative to maximum drawdown

1.53

0.03

+1.50

Martin ratio

Return relative to average drawdown

6.72

0.13

+6.59

NAMAX vs. MAMVX - Sharpe Ratio Comparison

The current NAMAX Sharpe Ratio is 1.22, which is higher than the MAMVX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of NAMAX and MAMVX, 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


NAMAXMAMVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.37

+0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.25

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.16

+0.30

Correlation

The correlation between NAMAX and MAMVX is 0.83, 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. MAMVX - Dividend Comparison

NAMAX's dividend yield for the trailing twelve months is around 6.40%, less than MAMVX's 8.67% 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%
MAMVX
Mutual of America Mid Cap Value Fund
8.67%8.63%5.22%2.73%8.66%7.61%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

NAMAX vs. MAMVX - Drawdown Comparison

The maximum NAMAX drawdown since its inception was -60.44%, which is greater than MAMVX's maximum drawdown of -41.57%. Use the drawdown chart below to compare losses from any high point for NAMAX and MAMVX.


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Drawdown Indicators


NAMAXMAMVXDifference

Max Drawdown

Largest peak-to-trough decline

-60.44%

-41.57%

-18.87%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

-12.83%

-0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-20.90%

-22.18%

+1.28%

Max Drawdown (10Y)

Largest decline over 10 years

-43.24%

Current Drawdown

Current decline from peak

-8.49%

-8.08%

-0.41%

Average Drawdown

Average peak-to-trough decline

-8.56%

-7.95%

-0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

3.80%

-0.68%

Volatility

NAMAX vs. MAMVX - Volatility Comparison

Columbia Select Mid Cap Value Fund (NAMAX) has a higher volatility of 5.15% compared to Mutual of America Mid Cap Value Fund (MAMVX) at 3.79%. This indicates that NAMAX's price experiences larger fluctuations and is considered to be riskier than MAMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NAMAXMAMVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.15%

3.79%

+1.36%

Volatility (6M)

Calculated over the trailing 6-month period

10.28%

9.05%

+1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

18.87%

18.01%

+0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.09%

18.71%

-0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.00%

386.48%

-366.48%