NMIMX vs. DFIEX
Compare and contrast key facts about Columbia Large Cap Enhanced Core Fund (NMIMX) and DFA International Core Equity Portfolio I (DFIEX).
NMIMX is managed by Columbia. It was launched on Jul 31, 1996. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
NMIMX vs. DFIEX - Performance Comparison
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NMIMX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NMIMX Columbia Large Cap Enhanced Core Fund | -5.21% | 16.99% | 25.64% | 26.24% | -16.99% | 31.73% | 15.48% | 25.87% | -5.07% | 24.13% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 28.04% |
Returns By Period
In the year-to-date period, NMIMX achieves a -5.21% return, which is significantly lower than DFIEX's 2.80% return. Over the past 10 years, NMIMX has outperformed DFIEX with an annualized return of 13.63%, while DFIEX has yielded a comparatively lower 9.64% annualized return.
NMIMX
- 1D
- 2.90%
- 1M
- -4.64%
- YTD
- -5.21%
- 6M
- -2.06%
- 1Y
- 16.96%
- 3Y*
- 17.54%
- 5Y*
- 12.01%
- 10Y*
- 13.63%
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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NMIMX vs. DFIEX - Expense Ratio Comparison
NMIMX has a 0.58% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
NMIMX vs. DFIEX — Risk / Return Rank
NMIMX
DFIEX
NMIMX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Large Cap Enhanced Core Fund (NMIMX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| NMIMX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 1.95 | -1.02 |
Sortino ratioReturn per unit of downside risk | 1.44 | 2.55 | -1.10 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.39 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 2.57 | -1.12 |
Martin ratioReturn relative to average drawdown | 6.43 | 10.07 | -3.64 |
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
| NMIMX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.95 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.60 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.59 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.35 | +0.25 |
Correlation
The correlation between NMIMX and DFIEX is 0.79, 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
NMIMX vs. DFIEX - Dividend Comparison
NMIMX's dividend yield for the trailing twelve months is around 13.77%, more than DFIEX's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NMIMX Columbia Large Cap Enhanced Core Fund | 13.77% | 13.05% | 13.52% | 4.87% | 9.00% | 28.11% | 7.52% | 4.15% | 12.30% | 12.94% | 1.60% | 2.30% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
NMIMX vs. DFIEX - Drawdown Comparison
The maximum NMIMX drawdown since its inception was -55.46%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for NMIMX and DFIEX.
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Drawdown Indicators
| NMIMX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.46% | -62.22% | +6.76% |
Max Drawdown (1Y)Largest decline over 1 year | -12.38% | -11.01% | -1.37% |
Max Drawdown (5Y)Largest decline over 5 years | -23.06% | -28.66% | +5.60% |
Max Drawdown (10Y)Largest decline over 10 years | -34.47% | -41.04% | +6.57% |
Current DrawdownCurrent decline from peak | -6.81% | -7.75% | +0.94% |
Average DrawdownAverage peak-to-trough decline | -7.38% | -12.26% | +4.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.81% | -0.01% |
Volatility
NMIMX vs. DFIEX - Volatility Comparison
The current volatility for Columbia Large Cap Enhanced Core Fund (NMIMX) is 5.14%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that NMIMX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NMIMX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 7.09% | -1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 9.73% | 10.45% | -0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.72% | 15.90% | +2.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 15.65% | +1.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 16.35% | +1.89% |