NSEPX vs. DHAMX

Last updated Apr 2, 2026

Compare and contrast key facts about Columbia Select Large Cap Equity Fund (NSEPX) and Centre American Select Equity Fund (DHAMX).

NSEPX is managed by Columbia. It was launched on Oct 2, 1998. DHAMX is managed by Centre Funds. It was launched on Dec 21, 2011.

Performance

NSEPX vs. DHAMX - Performance Comparison

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

NSEPX vs. DHAMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
DHAMX Centre American Select Equity Fund	7.48%	19.37%	1.33%	14.91%	-3.34%	27.41%	30.79%	16.38%	-3.82%	25.26%

Returns By Period

In the year-to-date period, NSEPX achieves a -6.19% return, which is significantly lower than DHAMX's 7.48% return. Both investments have delivered pretty close results over the past 10 years, with NSEPX having a 13.46% annualized return and DHAMX not far behind at 13.05%.

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%

DHAMX

• 1D: 2.50%
• 1M: -6.02%
• YTD: 7.48%
• 6M: 14.78%
• 1Y: 35.90%
• 3Y*: 12.39%
• 5Y*: 10.73%
• 10Y*: 13.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

NSEPX vs. DHAMX - Expense Ratio Comparison

NSEPX has a 0.55% expense ratio, which is lower than DHAMX's 1.46% expense ratio.

DHAMX

Centre American Select Equity Fund

NSEPX

Columbia Select Large Cap Equity Fund

Return for Risk

NSEPX vs. DHAMX — Risk / Return Rank

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

NSEPX

NSEPX Risk / Return Rank: 42
NSEPX Sharpe Ratio Rank: 36
NSEPX Sortino Ratio Rank: 38
NSEPX Omega Ratio Rank: 40
NSEPX Calmar Ratio Rank: 45
NSEPX Martin Ratio Rank: 51

DHAMX

DHAMX Risk / Return Rank: 89
DHAMX Sharpe Ratio Rank: 88
DHAMX Sortino Ratio Rank: 89
DHAMX Omega Ratio Rank: 84
DHAMX Calmar Ratio Rank: 94
DHAMX Martin Ratio Rank: 92

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. DHAMX - Risk-Adjusted Trends Comparison

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

	NSEPX	DHAMX	Difference
Sharpe ratio Return per unit of total volatility	0.86	1.81	-0.96
Sortino ratio Return per unit of downside risk	1.31	2.53	-1.22
Omega ratio Gain probability vs. loss probability	1.20	1.35	-0.15
Calmar ratio Return relative to maximum drawdown	1.29	3.13	-1.84
Martin ratio Return relative to average drawdown	5.48	11.58	-6.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NSEPX vs. DHAMX - Sharpe Ratio Comparison

The current NSEPX Sharpe Ratio is 0.86, which is lower than the DHAMX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of NSEPX and DHAMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	NSEPX	DHAMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.86	1.81	-0.96
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.61	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	0.76	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.81	-0.37

Correlation

The correlation between NSEPX and DHAMX is 0.88, 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. DHAMX - Dividend Comparison

NSEPX's dividend yield for the trailing twelve months is around 3.22%, less than DHAMX's 33.54% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
DHAMX Centre American Select Equity Fund	33.54%	36.05%	0.00%	2.58%	1.37%	16.31%	4.52%	9.94%	22.37%	13.14%	3.57%	11.03%

Drawdowns

NSEPX vs. DHAMX - Drawdown Comparison

The maximum NSEPX drawdown since its inception was -52.50%, which is greater than DHAMX's maximum drawdown of -28.47%. Use the drawdown chart below to compare losses from any high point for NSEPX and DHAMX.

Drawdown Indicators

	NSEPX	DHAMX	Difference
Max Drawdown Largest peak-to-trough decline	-52.50%	-28.47%	-24.03%
Max Drawdown (1Y) Largest decline over 1 year	-12.43%	-11.65%	-0.78%
Max Drawdown (5Y) Largest decline over 5 years	-25.27%	-28.47%	+3.20%
Max Drawdown (10Y) Largest decline over 10 years	-33.37%	-28.47%	-4.90%
Current Drawdown Current decline from peak	-7.76%	-7.59%	-0.17%
Average Drawdown Average peak-to-trough decline	-12.68%	-4.20%	-8.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.93%	3.15%	-0.22%

Volatility

NSEPX vs. DHAMX - Volatility Comparison

Columbia Select Large Cap Equity Fund (NSEPX) and Centre American Select Equity Fund (DHAMX) have volatilities of 5.65% and 5.83%, 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.

Volatility by Period

	NSEPX	DHAMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.65%	5.83%	-0.18%
Volatility (6M) Calculated over the trailing 6-month period	9.63%	12.58%	-2.95%
Volatility (1Y) Calculated over the trailing 1-year period	18.38%	19.84%	-1.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.20%	17.65%	-0.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.17%	17.26%	+0.91%