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NSEPX vs. CTCAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NSEPX vs. CTCAX - Performance Comparison

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

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NSEPX vs. CTCAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NSEPX
Columbia Select Large Cap Equity Fund
-6.19%14.12%24.24%28.34%-19.38%29.92%19.60%28.76%-5.67%24.44%
CTCAX
Columbia Global Technology Growth Fund Class A
-6.10%24.78%31.39%56.46%-34.81%22.73%49.46%43.91%-1.48%42.99%

Returns By Period

The year-to-date returns for both investments are quite close, with NSEPX having a -6.19% return and CTCAX slightly higher at -6.10%. Over the past 10 years, NSEPX has underperformed CTCAX with an annualized return of 13.46%, while CTCAX has yielded a comparatively higher 20.80% annualized return.


NSEPX

1D
3.10%
1M
-4.64%
YTD
-6.19%
6M
-3.19%
1Y
15.20%
3Y*
16.57%
5Y*
10.39%
10Y*
13.46%

CTCAX

1D
4.59%
1M
-5.90%
YTD
-6.10%
6M
-5.08%
1Y
32.32%
3Y*
25.70%
5Y*
12.94%
10Y*
20.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NSEPX vs. CTCAX - Expense Ratio Comparison

NSEPX has a 0.55% expense ratio, which is lower than CTCAX's 1.18% expense ratio.


Return for Risk

NSEPX vs. CTCAX — Risk / Return Rank

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

NSEPX
NSEPX Risk / Return Rank: 4242
Overall Rank
NSEPX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
NSEPX Sortino Ratio Rank: 3838
Sortino Ratio Rank
NSEPX Omega Ratio Rank: 4040
Omega Ratio Rank
NSEPX Calmar Ratio Rank: 4545
Calmar Ratio Rank
NSEPX Martin Ratio Rank: 5151
Martin Ratio Rank

CTCAX
CTCAX Risk / Return Rank: 7474
Overall Rank
CTCAX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CTCAX Sortino Ratio Rank: 7171
Sortino Ratio Rank
CTCAX Omega Ratio Rank: 6565
Omega Ratio Rank
CTCAX Calmar Ratio Rank: 8686
Calmar Ratio Rank
CTCAX Martin Ratio Rank: 7979
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.

NSEPX vs. CTCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Large Cap Equity Fund (NSEPX) and Columbia Global Technology Growth Fund Class A (CTCAX). 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.


NSEPXCTCAXDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.24

-0.38

Sortino ratio

Return per unit of downside risk

1.31

1.84

-0.53

Omega ratio

Gain probability vs. loss probability

1.20

1.26

-0.06

Calmar ratio

Return relative to maximum drawdown

1.29

2.30

-1.01

Martin ratio

Return relative to average drawdown

5.48

8.07

-2.59

NSEPX vs. CTCAX - Sharpe Ratio Comparison

The current NSEPX Sharpe Ratio is 0.86, which is lower than the CTCAX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of NSEPX and CTCAX, 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


NSEPXCTCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.24

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.50

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.84

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.71

-0.27

Correlation

The correlation between NSEPX and CTCAX 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.


Dividends

NSEPX vs. CTCAX - Dividend Comparison

NSEPX's dividend yield for the trailing twelve months is around 3.22%, less than CTCAX's 3.50% yield.


TTM20252024202320222021202020192018201720162015
NSEPX
Columbia Select Large Cap Equity Fund
3.22%3.02%6.28%4.88%6.25%7.45%7.13%5.16%11.11%5.57%2.18%12.10%
CTCAX
Columbia Global Technology Growth Fund Class A
3.50%3.29%1.08%2.36%3.53%4.15%0.91%2.55%5.82%3.52%0.36%1.80%

Drawdowns

NSEPX vs. CTCAX - Drawdown Comparison

The maximum NSEPX drawdown since its inception was -52.50%, smaller than the maximum CTCAX drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for NSEPX and CTCAX.


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Drawdown Indicators


NSEPXCTCAXDifference

Max Drawdown

Largest peak-to-trough decline

-52.50%

-61.04%

+8.54%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-14.43%

+2.00%

Max Drawdown (5Y)

Largest decline over 5 years

-25.27%

-39.55%

+14.28%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

-39.55%

+6.18%

Current Drawdown

Current decline from peak

-7.76%

-10.51%

+2.75%

Average Drawdown

Average peak-to-trough decline

-12.68%

-10.75%

-1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

4.12%

-1.19%

Volatility

NSEPX vs. CTCAX - Volatility Comparison

The current volatility for Columbia Select Large Cap Equity Fund (NSEPX) is 5.65%, while Columbia Global Technology Growth Fund Class A (CTCAX) has a volatility of 8.94%. This indicates that NSEPX experiences smaller price fluctuations and is considered to be less risky than CTCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NSEPXCTCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

8.94%

-3.29%

Volatility (6M)

Calculated over the trailing 6-month period

9.63%

16.85%

-7.22%

Volatility (1Y)

Calculated over the trailing 1-year period

18.38%

27.31%

-8.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.20%

25.88%

-8.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.17%

24.70%

-6.53%