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NMSCX vs. SMGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NMSCX vs. SMGIX - Performance Comparison

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

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NMSCX vs. SMGIX - 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%
SMGIX
Columbia Contrarian Core Fund
-8.32%17.35%23.33%32.12%-18.64%24.18%22.21%32.95%-8.95%20.57%

Returns By Period

In the year-to-date period, NMSCX achieves a 0.60% return, which is significantly higher than SMGIX's -8.32% return. Over the past 10 years, NMSCX has underperformed SMGIX with an annualized return of 9.25%, while SMGIX has yielded a comparatively higher 12.89% 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%

SMGIX

1D
-0.22%
1M
-7.29%
YTD
-8.32%
6M
-5.97%
1Y
12.95%
3Y*
17.26%
5Y*
10.58%
10Y*
12.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NMSCX vs. SMGIX - Expense Ratio Comparison

NMSCX has a 0.20% expense ratio, which is lower than SMGIX's 0.75% expense ratio.


Return for Risk

NMSCX vs. SMGIX — 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

SMGIX
SMGIX Risk / Return Rank: 3434
Overall Rank
SMGIX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SMGIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
SMGIX Omega Ratio Rank: 3737
Omega Ratio Rank
SMGIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
SMGIX Martin Ratio Rank: 3535
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. SMGIX - Risk-Adjusted Trends Comparison

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


NMSCXSMGIXDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.71

+0.07

Sortino ratio

Return per unit of downside risk

1.25

1.12

+0.13

Omega ratio

Gain probability vs. loss probability

1.16

1.17

-0.01

Calmar ratio

Return relative to maximum drawdown

1.03

0.87

+0.15

Martin ratio

Return relative to average drawdown

4.17

3.72

+0.45

NMSCX vs. SMGIX - Sharpe Ratio Comparison

The current NMSCX Sharpe Ratio is 0.79, which is comparable to the SMGIX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of NMSCX and SMGIX, 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


NMSCXSMGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.71

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.56

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.68

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.67

-0.25

Correlation

The correlation between NMSCX and SMGIX is 0.81, 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. SMGIX - Dividend Comparison

NMSCX's dividend yield for the trailing twelve months is around 12.04%, more than SMGIX's 8.06% 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%
SMGIX
Columbia Contrarian Core Fund
8.06%7.39%9.69%3.08%10.61%13.70%7.69%5.87%10.17%4.89%0.76%5.86%

Drawdowns

NMSCX vs. SMGIX - Drawdown Comparison

The maximum NMSCX drawdown since its inception was -54.97%, which is greater than SMGIX's maximum drawdown of -50.62%. Use the drawdown chart below to compare losses from any high point for NMSCX and SMGIX.


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Drawdown Indicators


NMSCXSMGIXDifference

Max Drawdown

Largest peak-to-trough decline

-54.97%

-50.62%

-4.35%

Max Drawdown (1Y)

Largest decline over 1 year

-14.82%

-12.33%

-2.49%

Max Drawdown (5Y)

Largest decline over 5 years

-27.92%

-32.20%

+4.28%

Max Drawdown (10Y)

Largest decline over 10 years

-44.31%

-32.45%

-11.86%

Current Drawdown

Current decline from peak

-8.35%

-9.99%

+1.64%

Average Drawdown

Average peak-to-trough decline

-8.66%

-6.77%

-1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

2.89%

+0.76%

Volatility

NMSCX vs. SMGIX - Volatility Comparison

Columbia Small Cap Index Fund (NMSCX) has a higher volatility of 5.55% compared to Columbia Contrarian Core Fund (SMGIX) at 4.18%. This indicates that NMSCX's price experiences larger fluctuations and is considered to be riskier than SMGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NMSCXSMGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

4.18%

+1.37%

Volatility (6M)

Calculated over the trailing 6-month period

12.78%

9.28%

+3.50%

Volatility (1Y)

Calculated over the trailing 1-year period

22.63%

18.55%

+4.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.56%

18.96%

+2.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.18%

18.95%

+4.23%