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NMIMX vs. LBSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NMIMX vs. LBSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Large Cap Enhanced Core Fund (NMIMX) and Columbia Dividend Income Fund Class A (LBSAX). The values are adjusted to include any dividend payments, if applicable.

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NMIMX vs. LBSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
LBSAX
Columbia Dividend Income Fund Class A
3.18%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, NMIMX achieves a -5.21% return, which is significantly lower than LBSAX's 3.18% return. Over the past 10 years, NMIMX has outperformed LBSAX with an annualized return of 13.63%, while LBSAX has yielded a comparatively lower 11.87% 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%

LBSAX

1D
1.61%
1M
-3.90%
YTD
3.18%
6M
5.80%
1Y
16.55%
3Y*
14.78%
5Y*
10.40%
10Y*
11.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NMIMX vs. LBSAX - Expense Ratio Comparison

NMIMX has a 0.58% expense ratio, which is lower than LBSAX's 0.90% expense ratio.


Return for Risk

NMIMX vs. LBSAX — Risk / Return Rank

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

NMIMX
NMIMX Risk / Return Rank: 4747
Overall Rank
NMIMX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
NMIMX Sortino Ratio Rank: 4343
Sortino Ratio Rank
NMIMX Omega Ratio Rank: 4545
Omega Ratio Rank
NMIMX Calmar Ratio Rank: 5050
Calmar Ratio Rank
NMIMX Martin Ratio Rank: 5959
Martin Ratio Rank

LBSAX
LBSAX Risk / Return Rank: 7070
Overall Rank
LBSAX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
LBSAX Sortino Ratio Rank: 6565
Sortino Ratio Rank
LBSAX Omega Ratio Rank: 6868
Omega Ratio Rank
LBSAX Calmar Ratio Rank: 7272
Calmar Ratio Rank
LBSAX Martin Ratio Rank: 7979
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.

NMIMX vs. LBSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Large Cap Enhanced Core Fund (NMIMX) 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.


NMIMXLBSAXDifference

Sharpe ratio

Return per unit of total volatility

0.93

1.20

-0.27

Sortino ratio

Return per unit of downside risk

1.44

1.71

-0.26

Omega ratio

Gain probability vs. loss probability

1.21

1.26

-0.05

Calmar ratio

Return relative to maximum drawdown

1.45

1.74

-0.28

Martin ratio

Return relative to average drawdown

6.43

8.03

-1.60

NMIMX vs. LBSAX - Sharpe Ratio Comparison

The current NMIMX Sharpe Ratio is 0.93, which is comparable to the LBSAX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of NMIMX 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


NMIMXLBSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.20

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.79

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.76

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.62

-0.03

Correlation

The correlation between NMIMX and LBSAX 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

NMIMX vs. LBSAX - Dividend Comparison

NMIMX's dividend yield for the trailing twelve months is around 13.77%, more than LBSAX's 4.99% yield.


TTM20252024202320222021202020192018201720162015
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%
LBSAX
Columbia Dividend Income Fund Class A
4.99%5.11%5.78%4.72%3.62%2.65%1.52%2.68%7.36%3.83%3.60%8.01%

Drawdowns

NMIMX vs. LBSAX - Drawdown Comparison

The maximum NMIMX drawdown since its inception was -55.46%, which is greater than LBSAX's maximum drawdown of -47.89%. Use the drawdown chart below to compare losses from any high point for NMIMX and LBSAX.


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Drawdown Indicators


NMIMXLBSAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.46%

-47.89%

-7.57%

Max Drawdown (1Y)

Largest decline over 1 year

-12.38%

-10.19%

-2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-23.06%

-17.16%

-5.90%

Max Drawdown (10Y)

Largest decline over 10 years

-34.47%

-32.82%

-1.65%

Current Drawdown

Current decline from peak

-6.81%

-3.98%

-2.83%

Average Drawdown

Average peak-to-trough decline

-7.38%

-5.29%

-2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

2.20%

+0.60%

Volatility

NMIMX vs. LBSAX - Volatility Comparison

Columbia Large Cap Enhanced Core Fund (NMIMX) has a higher volatility of 5.14% compared to Columbia Dividend Income Fund Class A (LBSAX) at 3.47%. This indicates that NMIMX'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


NMIMXLBSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

3.47%

+1.67%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

7.01%

+2.72%

Volatility (1Y)

Calculated over the trailing 1-year period

18.72%

13.68%

+5.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.99%

13.30%

+3.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.24%

15.69%

+2.55%