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NIPAX vs. LBSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NIPAX vs. LBSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Capital Allocation Moderate Conservative Portfolio (NIPAX) and Columbia Dividend Income Fund Class A (LBSAX). The values are adjusted to include any dividend payments, if applicable.

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NIPAX vs. LBSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NIPAX
Columbia Capital Allocation Moderate Conservative Portfolio
-3.13%13.17%8.07%12.30%-15.45%7.44%10.00%14.31%-4.84%9.59%
LBSAX
Columbia Dividend Income Fund Class A
1.55%15.58%14.73%10.26%-5.19%25.97%7.48%27.84%-4.62%19.96%

Returns By Period

In the year-to-date period, NIPAX achieves a -3.13% return, which is significantly lower than LBSAX's 1.55% return. Over the past 10 years, NIPAX has underperformed LBSAX with an annualized return of 5.05%, while LBSAX has yielded a comparatively higher 11.69% annualized return.


NIPAX

1D
0.20%
1M
-5.46%
YTD
-3.13%
6M
-1.29%
1Y
8.91%
3Y*
8.31%
5Y*
3.55%
10Y*
5.05%

LBSAX

1D
0.00%
1M
-5.50%
YTD
1.55%
6M
4.03%
1Y
14.47%
3Y*
14.17%
5Y*
10.26%
10Y*
11.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NIPAX vs. LBSAX - Expense Ratio Comparison

NIPAX has a 0.16% expense ratio, which is lower than LBSAX's 0.90% expense ratio.


Return for Risk

NIPAX vs. LBSAX — Risk / Return Rank

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

NIPAX
NIPAX Risk / Return Rank: 6767
Overall Rank
NIPAX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
NIPAX Sortino Ratio Rank: 6767
Sortino Ratio Rank
NIPAX Omega Ratio Rank: 6363
Omega Ratio Rank
NIPAX Calmar Ratio Rank: 6464
Calmar Ratio Rank
NIPAX Martin Ratio Rank: 7171
Martin Ratio Rank

LBSAX
LBSAX Risk / Return Rank: 6868
Overall Rank
LBSAX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
LBSAX Sortino Ratio Rank: 6767
Sortino Ratio Rank
LBSAX Omega Ratio Rank: 7070
Omega Ratio Rank
LBSAX Calmar Ratio Rank: 6363
Calmar Ratio Rank
LBSAX Martin Ratio Rank: 7171
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.

NIPAX vs. LBSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Capital Allocation Moderate Conservative Portfolio (NIPAX) and Columbia Dividend Income Fund Class A (LBSAX). 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.


NIPAXLBSAXDifference

Sharpe ratio

Return per unit of total volatility

1.19

1.17

+0.02

Sortino ratio

Return per unit of downside risk

1.69

1.66

+0.03

Omega ratio

Gain probability vs. loss probability

1.24

1.26

-0.02

Calmar ratio

Return relative to maximum drawdown

1.49

1.43

+0.06

Martin ratio

Return relative to average drawdown

6.79

6.65

+0.14

NIPAX vs. LBSAX - Sharpe Ratio Comparison

The current NIPAX Sharpe Ratio is 1.19, which is comparable to the LBSAX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of NIPAX and LBSAX, 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


NIPAXLBSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.17

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.78

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.75

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.62

+0.22

Correlation

The correlation between NIPAX and LBSAX 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

NIPAX vs. LBSAX - Dividend Comparison

NIPAX's dividend yield for the trailing twelve months is around 3.55%, less than LBSAX's 5.07% yield.


TTM20252024202320222021202020192018201720162015
NIPAX
Columbia Capital Allocation Moderate Conservative Portfolio
3.55%4.05%3.24%4.23%6.79%9.83%5.37%4.49%7.06%3.07%3.42%4.49%
LBSAX
Columbia Dividend Income Fund Class A
5.07%5.11%5.78%4.72%3.62%2.65%1.52%2.68%7.36%3.83%3.60%8.01%

Drawdowns

NIPAX vs. LBSAX - Drawdown Comparison

The maximum NIPAX drawdown since its inception was -26.77%, smaller than the maximum LBSAX drawdown of -47.89%. Use the drawdown chart below to compare losses from any high point for NIPAX and LBSAX.


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Drawdown Indicators


NIPAXLBSAXDifference

Max Drawdown

Largest peak-to-trough decline

-26.77%

-47.89%

+21.12%

Max Drawdown (1Y)

Largest decline over 1 year

-5.82%

-10.19%

+4.37%

Max Drawdown (5Y)

Largest decline over 5 years

-19.93%

-17.16%

-2.77%

Max Drawdown (10Y)

Largest decline over 10 years

-19.93%

-32.82%

+12.89%

Current Drawdown

Current decline from peak

-5.64%

-5.50%

-0.14%

Average Drawdown

Average peak-to-trough decline

-2.67%

-5.29%

+2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

2.19%

-0.91%

Volatility

NIPAX vs. LBSAX - Volatility Comparison

Columbia Capital Allocation Moderate Conservative Portfolio (NIPAX) has a higher volatility of 3.10% compared to Columbia Dividend Income Fund Class A (LBSAX) at 2.92%. This indicates that NIPAX's price experiences larger fluctuations and is considered to be riskier than LBSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NIPAXLBSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.10%

2.92%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

4.83%

6.83%

-2.00%

Volatility (1Y)

Calculated over the trailing 1-year period

7.60%

13.62%

-6.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.62%

13.28%

-5.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.22%

15.68%

-8.46%