NSEPX vs. AWSHX

In the year-to-date period, NSEPX achieves a -6.74% return, which is significantly lower than AWSHX's 0.61% return. Both investments have delivered pretty close results over the past 10 years, with NSEPX having a 5.80% annualized return and AWSHX not far ahead at 5.93%.

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NSEPX has a 0.55% expense ratio, which is lower than AWSHX's 0.58% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Large Cap Equity Fund (NSEPX) and American Funds Washington Mutual Investors Fund Class A (AWSHX). 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 0.19, which is lower than the AWSHX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of NSEPX and AWSHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

NSEPX's dividend yield for the trailing twelve months is around 0.56%, less than AWSHX's 1.40% yield.

The maximum NSEPX drawdown since its inception was -54.89%, roughly equal to the maximum AWSHX drawdown of -53.16%. Use the drawdown chart below to compare losses from any high point for NSEPX and AWSHX. For additional features, visit the drawdowns tool.

Columbia Select Large Cap Equity Fund (NSEPX) has a higher volatility of 12.64% compared to American Funds Washington Mutual Investors Fund Class A (AWSHX) at 11.26%. This indicates that NSEPX's price experiences larger fluctuations and is considered to be riskier than AWSHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.