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

Correlation

The correlation between NSEPX and AWSHX 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.


Performance

NSEPX vs. AWSHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Select Large Cap Equity Fund (NSEPX) and American Funds Washington Mutual Investors Fund Class A (AWSHX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

NSEPX:

0.07

AWSHX:

0.12

Sortino Ratio

NSEPX:

0.24

AWSHX:

0.27

Omega Ratio

NSEPX:

1.03

AWSHX:

1.04

Calmar Ratio

NSEPX:

0.06

AWSHX:

0.12

Martin Ratio

NSEPX:

0.20

AWSHX:

0.44

Ulcer Index

NSEPX:

6.86%

AWSHX:

4.47%

Daily Std Dev

NSEPX:

20.43%

AWSHX:

17.53%

Max Drawdown

NSEPX:

-54.89%

AWSHX:

-53.16%

Current Drawdown

NSEPX:

-8.91%

AWSHX:

-4.37%

Returns By Period

In the year-to-date period, NSEPX achieves a -3.53% return, which is significantly lower than AWSHX's 2.55% return. Both investments have delivered pretty close results over the past 10 years, with NSEPX having a 6.04% annualized return and AWSHX not far ahead at 6.10%.


NSEPX

YTD

-3.53%

1M

10.63%

6M

-6.32%

1Y

1.38%

3Y*

8.76%

5Y*

9.14%

10Y*

6.04%

AWSHX

YTD

2.55%

1M

7.68%

6M

-2.45%

1Y

2.14%

3Y*

6.57%

5Y*

10.08%

10Y*

6.10%

*Annualized

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NSEPX vs. AWSHX - Expense Ratio Comparison

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


Risk-Adjusted Performance

NSEPX vs. AWSHX — 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 2828
Overall Rank
The Sharpe Ratio Rank of NSEPX is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of NSEPX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of NSEPX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of NSEPX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of NSEPX is 2828
Martin Ratio Rank

AWSHX
The Risk-Adjusted Performance Rank of AWSHX is 3030
Overall Rank
The Sharpe Ratio Rank of AWSHX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of AWSHX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of AWSHX is 2929
Omega Ratio Rank
The Calmar Ratio Rank of AWSHX is 3333
Calmar Ratio Rank
The Martin Ratio Rank of AWSHX is 3131
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. AWSHX - Risk-Adjusted Performance Comparison

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 0.07, which is lower than the AWSHX Sharpe Ratio of 0.12. 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.


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Dividends

NSEPX vs. AWSHX - Dividend Comparison

NSEPX's dividend yield for the trailing twelve months is around 0.54%, less than AWSHX's 9.84% yield.


TTM20242023202220212020201920182017201620152014
NSEPX
Columbia Select Large Cap Equity Fund
0.54%0.52%0.95%1.04%0.96%1.47%1.06%1.44%0.79%1.17%2.01%1.08%
AWSHX
American Funds Washington Mutual Investors Fund Class A
9.84%10.06%6.14%6.31%3.23%3.06%6.76%8.10%7.41%6.37%6.25%7.04%

Drawdowns

NSEPX vs. AWSHX - Drawdown Comparison

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.


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Volatility

NSEPX vs. AWSHX - Volatility Comparison

Columbia Select Large Cap Equity Fund (NSEPX) has a higher volatility of 4.86% compared to American Funds Washington Mutual Investors Fund Class A (AWSHX) at 3.78%. 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.


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