NBGPX vs. VOO
Compare and contrast key facts about Columbia Capital Allocation Moderate Aggressive Portfolio (NBGPX) and Vanguard S&P 500 ETF (VOO).
NBGPX is managed by Columbia. It was launched on Oct 14, 1996. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
NBGPX vs. VOO - Performance Comparison
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NBGPX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NBGPX Columbia Capital Allocation Moderate Aggressive Portfolio | -1.91% | 17.29% | 13.35% | 17.73% | -17.91% | 12.96% | 12.98% | 21.65% | -7.94% | 18.82% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, NBGPX achieves a -1.91% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, NBGPX has underperformed VOO with an annualized return of 8.41%, while VOO has yielded a comparatively higher 14.14% annualized return.
NBGPX
- 1D
- 2.24%
- 1M
- -4.49%
- YTD
- -1.91%
- 6M
- 0.22%
- 1Y
- 16.11%
- 3Y*
- 13.26%
- 5Y*
- 6.28%
- 10Y*
- 8.41%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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NBGPX vs. VOO - Expense Ratio Comparison
NBGPX has a 0.14% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
NBGPX vs. VOO — Risk / Return Rank
NBGPX
VOO
NBGPX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Capital Allocation Moderate Aggressive Portfolio (NBGPX) and Vanguard S&P 500 ETF (VOO). 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.
| NBGPX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 1.01 | +0.35 |
Sortino ratioReturn per unit of downside risk | 1.96 | 1.53 | +0.43 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.23 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.96 | 1.55 | +0.41 |
Martin ratioReturn relative to average drawdown | 9.12 | 7.31 | +1.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NBGPX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 1.01 | +0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.71 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.79 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.83 | -0.21 |
Correlation
The correlation between NBGPX and VOO 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
NBGPX vs. VOO - Dividend Comparison
NBGPX's dividend yield for the trailing twelve months is around 8.00%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NBGPX Columbia Capital Allocation Moderate Aggressive Portfolio | 8.00% | 8.12% | 6.80% | 4.67% | 6.52% | 16.00% | 5.44% | 7.61% | 9.89% | 7.46% | 4.03% | 6.92% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
NBGPX vs. VOO - Drawdown Comparison
The maximum NBGPX drawdown since its inception was -40.41%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NBGPX and VOO.
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Drawdown Indicators
| NBGPX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.41% | -33.99% | -6.42% |
Max Drawdown (1Y)Largest decline over 1 year | -8.48% | -11.98% | +3.50% |
Max Drawdown (5Y)Largest decline over 5 years | -24.03% | -24.52% | +0.49% |
Max Drawdown (10Y)Largest decline over 10 years | -26.76% | -33.99% | +7.23% |
Current DrawdownCurrent decline from peak | -5.08% | -5.55% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -4.74% | -3.72% | -1.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 2.55% | -0.73% |
Volatility
NBGPX vs. VOO - Volatility Comparison
The current volatility for Columbia Capital Allocation Moderate Aggressive Portfolio (NBGPX) is 4.66%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. This indicates that NBGPX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NBGPX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.66% | 5.34% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 7.21% | 9.47% | -2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.16% | 18.11% | -5.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.81% | 16.82% | -5.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.19% | 17.99% | -5.80% |