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NSEPX vs. ACRNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NSEPX and ACRNX is 0.86, 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.


Performance

NSEPX vs. ACRNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Select Large Cap Equity Fund (NSEPX) and Columbia Acorn Fund (ACRNX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NSEPX:

0.45

ACRNX:

0.03

Sortino Ratio

NSEPX:

0.66

ACRNX:

0.15

Omega Ratio

NSEPX:

1.09

ACRNX:

1.02

Calmar Ratio

NSEPX:

0.36

ACRNX:

-0.01

Martin Ratio

NSEPX:

1.25

ACRNX:

-0.04

Ulcer Index

NSEPX:

6.11%

ACRNX:

10.85%

Daily Std Dev

NSEPX:

20.19%

ACRNX:

25.42%

Max Drawdown

NSEPX:

-52.50%

ACRNX:

-56.70%

Current Drawdown

NSEPX:

-6.39%

ACRNX:

-23.39%

Returns By Period

In the year-to-date period, NSEPX achieves a -2.52% return, which is significantly higher than ACRNX's -8.39% return. Over the past 10 years, NSEPX has outperformed ACRNX with an annualized return of 12.41%, while ACRNX has yielded a comparatively lower 6.14% annualized return.


NSEPX

YTD

-2.52%

1M

5.35%

6M

-3.88%

1Y

8.34%

3Y*

13.18%

5Y*

14.92%

10Y*

12.41%

ACRNX

YTD

-8.39%

1M

6.60%

6M

-14.61%

1Y

0.88%

3Y*

7.39%

5Y*

3.56%

10Y*

6.14%

*Annualized

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Columbia Acorn Fund

NSEPX vs. ACRNX - Expense Ratio Comparison

NSEPX has a 0.55% expense ratio, which is lower than ACRNX's 0.83% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

NSEPX vs. ACRNX — Risk-Adjusted Performance Rank

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

NSEPX
The Risk-Adjusted Performance Rank of NSEPX is 3232
Overall Rank
The Sharpe Ratio Rank of NSEPX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of NSEPX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of NSEPX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of NSEPX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of NSEPX is 3131
Martin Ratio Rank

ACRNX
The Risk-Adjusted Performance Rank of ACRNX is 1111
Overall Rank
The Sharpe Ratio Rank of ACRNX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of ACRNX is 1212
Sortino Ratio Rank
The Omega Ratio Rank of ACRNX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of ACRNX is 1111
Calmar Ratio Rank
The Martin Ratio Rank of ACRNX is 1111
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NSEPX vs. ACRNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Large Cap Equity Fund (NSEPX) and Columbia Acorn Fund (ACRNX). 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.


The current NSEPX Sharpe Ratio is 0.45, which is higher than the ACRNX Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of NSEPX and ACRNX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

NSEPX vs. ACRNX - Dividend Comparison

NSEPX's dividend yield for the trailing twelve months is around 6.44%, while ACRNX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
NSEPX
Columbia Select Large Cap Equity Fund
6.44%6.28%4.88%6.25%7.46%7.13%5.16%11.29%5.67%2.19%12.85%16.39%
ACRNX
Columbia Acorn Fund
0.00%0.00%0.00%5.30%26.17%13.28%11.43%13.88%23.63%39.09%63.49%17.56%

Drawdowns

NSEPX vs. ACRNX - Drawdown Comparison

The maximum NSEPX drawdown since its inception was -52.50%, smaller than the maximum ACRNX drawdown of -56.70%. Use the drawdown chart below to compare losses from any high point for NSEPX and ACRNX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

NSEPX vs. ACRNX - Volatility Comparison

The current volatility for Columbia Select Large Cap Equity Fund (NSEPX) is 5.01%, while Columbia Acorn Fund (ACRNX) has a volatility of 6.62%. This indicates that NSEPX experiences smaller price fluctuations and is considered to be less risky than ACRNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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