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NINDX vs. GEGTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NINDX vs. GEGTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Large Cap Index Fund (NINDX) and Columbia Large Cap Growth Fund (GEGTX). The values are adjusted to include any dividend payments, if applicable.

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NINDX vs. GEGTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NINDX
Columbia Large Cap Index Fund
-4.39%17.56%24.83%26.09%-18.11%28.62%18.10%31.36%-4.85%21.23%
GEGTX
Columbia Large Cap Growth Fund
-9.54%16.44%31.91%43.94%-32.01%29.40%34.43%36.17%-3.88%28.00%

Returns By Period

In the year-to-date period, NINDX achieves a -4.39% return, which is significantly higher than GEGTX's -9.54% return. Over the past 10 years, NINDX has underperformed GEGTX with an annualized return of 13.84%, while GEGTX has yielded a comparatively higher 15.26% annualized return.


NINDX

1D
2.91%
1M
-5.04%
YTD
-4.39%
6M
-2.14%
1Y
17.07%
3Y*
18.09%
5Y*
11.66%
10Y*
13.84%

GEGTX

1D
3.78%
1M
-4.74%
YTD
-9.54%
6M
-7.88%
1Y
17.30%
3Y*
20.75%
5Y*
10.67%
10Y*
15.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NINDX vs. GEGTX - Expense Ratio Comparison

NINDX has a 0.20% expense ratio, which is lower than GEGTX's 0.74% expense ratio.


Return for Risk

NINDX vs. GEGTX — Risk / Return Rank

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

NINDX
NINDX Risk / Return Rank: 5555
Overall Rank
NINDX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
NINDX Sortino Ratio Rank: 4949
Sortino Ratio Rank
NINDX Omega Ratio Rank: 5353
Omega Ratio Rank
NINDX Calmar Ratio Rank: 5959
Calmar Ratio Rank
NINDX Martin Ratio Rank: 7171
Martin Ratio Rank

GEGTX
GEGTX Risk / Return Rank: 3636
Overall Rank
GEGTX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
GEGTX Sortino Ratio Rank: 3838
Sortino Ratio Rank
GEGTX Omega Ratio Rank: 3636
Omega Ratio Rank
GEGTX Calmar Ratio Rank: 3939
Calmar Ratio Rank
GEGTX Martin Ratio Rank: 3535
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.

NINDX vs. GEGTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Large Cap Index Fund (NINDX) and Columbia Large Cap Growth Fund (GEGTX). 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.


NINDXGEGTXDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.83

+0.14

Sortino ratio

Return per unit of downside risk

1.47

1.34

+0.13

Omega ratio

Gain probability vs. loss probability

1.22

1.19

+0.04

Calmar ratio

Return relative to maximum drawdown

1.50

1.19

+0.31

Martin ratio

Return relative to average drawdown

7.18

4.27

+2.92

NINDX vs. GEGTX - Sharpe Ratio Comparison

The current NINDX Sharpe Ratio is 0.96, which is comparable to the GEGTX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of NINDX and GEGTX, 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


NINDXGEGTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.83

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.50

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.72

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.64

-0.03

Correlation

The correlation between NINDX and GEGTX 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

NINDX vs. GEGTX - Dividend Comparison

NINDX's dividend yield for the trailing twelve months is around 28.39%, more than GEGTX's 9.74% yield.


TTM20252024202320222021202020192018201720162015
NINDX
Columbia Large Cap Index Fund
28.39%27.15%8.71%8.82%13.23%16.96%7.23%9.84%9.43%4.21%2.24%2.69%
GEGTX
Columbia Large Cap Growth Fund
9.74%8.81%5.29%4.12%0.00%8.54%12.38%8.02%9.24%6.28%1.81%10.17%

Drawdowns

NINDX vs. GEGTX - Drawdown Comparison

The maximum NINDX drawdown since its inception was -55.32%, roughly equal to the maximum GEGTX drawdown of -53.08%. Use the drawdown chart below to compare losses from any high point for NINDX and GEGTX.


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Drawdown Indicators


NINDXGEGTXDifference

Max Drawdown

Largest peak-to-trough decline

-55.32%

-53.08%

-2.24%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-15.25%

+3.14%

Max Drawdown (5Y)

Largest decline over 5 years

-24.60%

-35.64%

+11.04%

Max Drawdown (10Y)

Largest decline over 10 years

-33.82%

-35.64%

+1.82%

Current Drawdown

Current decline from peak

-6.26%

-12.05%

+5.79%

Average Drawdown

Average peak-to-trough decline

-8.81%

-9.96%

+1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

4.27%

-1.74%

Volatility

NINDX vs. GEGTX - Volatility Comparison

The current volatility for Columbia Large Cap Index Fund (NINDX) is 5.34%, while Columbia Large Cap Growth Fund (GEGTX) has a volatility of 6.79%. This indicates that NINDX experiences smaller price fluctuations and is considered to be less risky than GEGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NINDXGEGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

6.79%

-1.45%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

12.21%

-2.68%

Volatility (1Y)

Calculated over the trailing 1-year period

18.32%

22.21%

-3.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.92%

21.66%

-4.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

21.23%

-3.18%