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NINDX vs. FZROX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NINDX vs. FZROX - Performance Comparison

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

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NINDX vs. FZROX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
NINDX
Columbia Large Cap Index Fund
-7.09%17.56%24.83%26.09%-18.11%28.62%18.10%31.36%-11.19%
FZROX
Fidelity ZERO Total Market Index Fund
-6.77%17.23%23.94%26.20%-19.21%26.00%20.51%31.15%-12.72%

Returns By Period

The year-to-date returns for both investments are quite close, with NINDX having a -7.09% return and FZROX slightly higher at -6.77%.


NINDX

1D
-0.40%
1M
-7.67%
YTD
-7.09%
6M
-4.58%
1Y
14.20%
3Y*
16.97%
5Y*
11.28%
10Y*
13.51%

FZROX

1D
-0.45%
1M
-7.71%
YTD
-6.77%
6M
-4.49%
1Y
14.82%
3Y*
16.81%
5Y*
10.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NINDX vs. FZROX - Expense Ratio Comparison

NINDX has a 0.20% expense ratio, which is higher than FZROX's 0.00% 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

NINDX vs. FZROX — Risk / Return Rank

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

NINDX
NINDX Risk / Return Rank: 4444
Overall Rank
NINDX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
NINDX Sortino Ratio Rank: 4343
Sortino Ratio Rank
NINDX Omega Ratio Rank: 4747
Omega Ratio Rank
NINDX Calmar Ratio Rank: 4040
Calmar Ratio Rank
NINDX Martin Ratio Rank: 5151
Martin Ratio Rank

FZROX
FZROX Risk / Return Rank: 4646
Overall Rank
FZROX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FZROX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FZROX Omega Ratio Rank: 4949
Omega Ratio Rank
FZROX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FZROX Martin Ratio Rank: 5353
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. FZROX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Large Cap Index Fund (NINDX) and Fidelity ZERO Total Market Index Fund (FZROX). 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.


NINDXFZROXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.84

-0.01

Sortino ratio

Return per unit of downside risk

1.28

1.30

-0.02

Omega ratio

Gain probability vs. loss probability

1.19

1.20

0.00

Calmar ratio

Return relative to maximum drawdown

1.04

1.05

-0.01

Martin ratio

Return relative to average drawdown

5.03

5.11

-0.08

NINDX vs. FZROX - Sharpe Ratio Comparison

The current NINDX Sharpe Ratio is 0.82, which is comparable to the FZROX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of NINDX and FZROX, 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


NINDXFZROXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.84

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.60

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.61

0.00

Correlation

The correlation between NINDX and FZROX is 0.99, 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. FZROX - Dividend Comparison

NINDX's dividend yield for the trailing twelve months is around 29.22%, more than FZROX's 1.10% yield.


TTM20252024202320222021202020192018201720162015
NINDX
Columbia Large Cap Index Fund
29.22%27.15%8.71%8.82%13.23%16.96%7.23%9.84%9.43%4.21%2.24%2.69%
FZROX
Fidelity ZERO Total Market Index Fund
1.10%1.02%1.16%1.36%1.57%1.25%1.27%1.51%0.00%0.00%0.00%0.00%

Drawdowns

NINDX vs. FZROX - Drawdown Comparison

The maximum NINDX drawdown since its inception was -55.32%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for NINDX and FZROX.


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Drawdown Indicators


NINDXFZROXDifference

Max Drawdown

Largest peak-to-trough decline

-55.32%

-34.96%

-20.36%

Max Drawdown (1Y)

Largest decline over 1 year

-12.11%

-12.44%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-24.60%

-25.12%

+0.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.82%

Current Drawdown

Current decline from peak

-8.91%

-8.89%

-0.02%

Average Drawdown

Average peak-to-trough decline

-8.81%

-5.61%

-3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.56%

-0.06%

Volatility

NINDX vs. FZROX - Volatility Comparison

Columbia Large Cap Index Fund (NINDX) and Fidelity ZERO Total Market Index Fund (FZROX) have volatilities of 4.24% and 4.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NINDXFZROXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

4.41%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

9.34%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

18.13%

18.49%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.88%

17.40%

-0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

20.25%

-2.22%