NSEPX vs. BKTSX
NSEPX (Columbia Select Large Cap Equity Fund) and BKTSX (iShares Total U.S. Stock Market Index Fund Class K) are both Large Cap Blend Equities funds. Over the past 10 years, NSEPX returned 14.82%/yr vs 14.82%/yr for BKTSX. With a 0.97 correlation, they move nearly in lockstep. NSEPX charges 0.55%/yr vs 0.02%/yr for BKTSX.
Performance
NSEPX vs. BKTSX - Performance Comparison
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Returns By Period
In the year-to-date period, NSEPX achieves a 10.00% return, which is significantly lower than BKTSX's 11.66% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: NSEPX at 14.82% and BKTSX at 14.82%.
NSEPX
- 1D
- 0.28%
- 1M
- 3.35%
- 6M
- 8.16%
- YTD
- 10.00%
- 1Y
- 20.93%
- 3Y*
- 19.04%
- 5Y*
- 11.97%
- 10Y*
- 14.82%
BKTSX
- 1D
- 0.29%
- 1M
- 2.01%
- 6M
- 9.20%
- YTD
- 11.66%
- 1Y
- 22.48%
- 3Y*
- 20.63%
- 5Y*
- 12.20%
- 10Y*
- 14.82%
NSEPX vs. BKTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NSEPX Columbia Select Large Cap Equity Fund | 10.00% | 14.12% | 24.24% | 28.34% | -19.38% | 29.92% | 19.60% | 28.76% | -5.67% | 24.44% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 11.66% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | 31.12% | -5.37% | 21.02% |
Correlation
The correlation between NSEPX and BKTSX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.97 |
The correlation between NSEPX and BKTSX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
NSEPX vs. BKTSX — Risk / Return Rank
NSEPX
BKTSX
NSEPX vs. BKTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Select Large Cap Equity Fund (NSEPX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NSEPX | BKTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.31 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | 2.49 | -0.52 |
| Martin ratioReturn relative to average drawdown | 8.40 | 10.91 | -2.51 |
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Drawdowns
NSEPX vs. BKTSX - Drawdown Comparison
The maximum NSEPX drawdown since its inception was -52.50%, which is greater than BKTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for NSEPX and BKTSX.
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Drawdown Indicators
| NSEPX | BKTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.50% | -34.97% | -17.53% |
Max Drawdown (1Y)Largest decline over 1 year | -10.53% | -8.87% | -1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -21.19% | -19.29% | -1.90% |
Max Drawdown (5Y)Largest decline over 5 years | -25.27% | -24.98% | -0.29% |
Max Drawdown (10Y)Largest decline over 10 years | -33.37% | -34.97% | +1.60% |
Current DrawdownCurrent decline from peak | 0.00% | -0.06% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -12.57% | -4.50% | -8.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 2.02% | +0.44% |
Volatility
NSEPX vs. BKTSX - Volatility Comparison
Columbia Select Large Cap Equity Fund (NSEPX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX) have volatilities of 4.16% and 4.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NSEPX | BKTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 4.21% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.23% | 10.05% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.72% | 12.76% | -0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.28% | 17.46% | -0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.17% | 18.38% | -0.21% |
NSEPX vs. BKTSX - Expense Ratio Comparison
NSEPX has a 0.55% expense ratio, which is higher than BKTSX's 0.02% expense ratio.
Dividends
NSEPX vs. BKTSX - Dividend Comparison
NSEPX's dividend yield for the trailing twelve months is around 6.35%, more than BKTSX's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.04% | 1.14% | 1.27% | 1.46% | 1.64% | 1.58% | 1.51% | 2.15% | 2.49% | 2.17% | 1.54% | 0.00% |
NSEPX Columbia Select Large Cap Equity Fund | 6.35% | 3.02% | 6.28% | 4.88% | 6.25% | 7.45% | 7.13% | 5.16% | 11.11% | 5.57% | 2.18% | 12.10% |
Frequently Asked Questions
With a correlation of 0.96, NSEPX and BKTSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
BKTSX has higher volatility (4.21%) compared to NSEPX (4.16%). In terms of maximum drawdown, NSEPX dropped -52.50% vs BKTSX's -34.97%.
BKTSX currently has the higher Sharpe Ratio (1.73 vs 1.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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