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NMSCX vs. LBSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NMSCX vs. LBSAX - Performance Comparison

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

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NMSCX vs. LBSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NMSCX
Columbia Small Cap Index Fund
0.60%5.98%8.53%15.78%-16.25%26.36%11.20%22.70%-8.76%11.77%
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, NMSCX achieves a 0.60% return, which is significantly lower than LBSAX's 1.55% return. Over the past 10 years, NMSCX has underperformed LBSAX with an annualized return of 9.25%, while LBSAX has yielded a comparatively higher 11.69% annualized return.


NMSCX

1D
-0.73%
1M
-6.74%
YTD
0.60%
6M
2.46%
1Y
17.18%
3Y*
9.33%
5Y*
3.73%
10Y*
9.25%

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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NMSCX vs. LBSAX - Expense Ratio Comparison

NMSCX has a 0.20% expense ratio, which is lower than LBSAX's 0.90% expense ratio.


Return for Risk

NMSCX vs. LBSAX — Risk / Return Rank

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

NMSCX
NMSCX Risk / Return Rank: 3737
Overall Rank
NMSCX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
NMSCX Sortino Ratio Rank: 3838
Sortino Ratio Rank
NMSCX Omega Ratio Rank: 3333
Omega Ratio Rank
NMSCX Calmar Ratio Rank: 3939
Calmar Ratio Rank
NMSCX Martin Ratio Rank: 4040
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.

NMSCX vs. LBSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Small Cap Index Fund (NMSCX) 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.


NMSCXLBSAXDifference

Sharpe ratio

Return per unit of total volatility

0.79

1.17

-0.38

Sortino ratio

Return per unit of downside risk

1.25

1.66

-0.41

Omega ratio

Gain probability vs. loss probability

1.16

1.26

-0.09

Calmar ratio

Return relative to maximum drawdown

1.03

1.43

-0.40

Martin ratio

Return relative to average drawdown

4.17

6.65

-2.49

NMSCX vs. LBSAX - Sharpe Ratio Comparison

The current NMSCX Sharpe Ratio is 0.79, which is lower than the LBSAX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of NMSCX 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


NMSCXLBSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.17

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.78

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.75

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.62

-0.19

Correlation

The correlation between NMSCX and LBSAX is 0.82, 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

NMSCX vs. LBSAX - Dividend Comparison

NMSCX's dividend yield for the trailing twelve months is around 12.04%, more than LBSAX's 5.07% yield.


TTM20252024202320222021202020192018201720162015
NMSCX
Columbia Small Cap Index Fund
12.04%12.11%15.80%5.44%10.78%8.22%3.07%6.37%11.64%6.43%7.28%11.25%
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

NMSCX vs. LBSAX - Drawdown Comparison

The maximum NMSCX drawdown since its inception was -54.97%, which is greater than LBSAX's maximum drawdown of -47.89%. Use the drawdown chart below to compare losses from any high point for NMSCX and LBSAX.


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Drawdown Indicators


NMSCXLBSAXDifference

Max Drawdown

Largest peak-to-trough decline

-54.97%

-47.89%

-7.08%

Max Drawdown (1Y)

Largest decline over 1 year

-14.82%

-10.19%

-4.63%

Max Drawdown (5Y)

Largest decline over 5 years

-27.92%

-17.16%

-10.76%

Max Drawdown (10Y)

Largest decline over 10 years

-44.31%

-32.82%

-11.49%

Current Drawdown

Current decline from peak

-8.35%

-5.50%

-2.85%

Average Drawdown

Average peak-to-trough decline

-8.66%

-5.29%

-3.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

2.19%

+1.46%

Volatility

NMSCX vs. LBSAX - Volatility Comparison

Columbia Small Cap Index Fund (NMSCX) has a higher volatility of 5.55% compared to Columbia Dividend Income Fund Class A (LBSAX) at 2.92%. This indicates that NMSCX'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


NMSCXLBSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

2.92%

+2.63%

Volatility (6M)

Calculated over the trailing 6-month period

12.78%

6.83%

+5.95%

Volatility (1Y)

Calculated over the trailing 1-year period

22.63%

13.62%

+9.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.56%

13.28%

+8.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.18%

15.68%

+7.50%