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NSEPX vs. LBSAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NSEPX vs. LBSAX - Performance Comparison

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

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NSEPX vs. LBSAX - 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%
LBSAX
Columbia Dividend Income Fund Class A
3.18%15.58%14.73%10.26%-5.19%25.97%7.48%27.84%-4.62%19.96%

Returns By Period

In the year-to-date period, NSEPX achieves a -6.19% return, which is significantly lower than LBSAX's 3.18% return. Over the past 10 years, NSEPX has outperformed LBSAX with an annualized return of 13.46%, while LBSAX has yielded a comparatively lower 11.87% 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%

LBSAX

1D
1.61%
1M
-3.90%
YTD
3.18%
6M
5.80%
1Y
16.55%
3Y*
14.78%
5Y*
10.40%
10Y*
11.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NSEPX vs. LBSAX - Expense Ratio Comparison

NSEPX has a 0.55% expense ratio, which is lower than LBSAX's 0.90% expense ratio.


Return for Risk

NSEPX vs. LBSAX — 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

LBSAX
LBSAX Risk / Return Rank: 7070
Overall Rank
LBSAX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
LBSAX Sortino Ratio Rank: 6565
Sortino Ratio Rank
LBSAX Omega Ratio Rank: 6868
Omega Ratio Rank
LBSAX Calmar Ratio Rank: 7272
Calmar Ratio Rank
LBSAX 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. LBSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Large Cap Equity Fund (NSEPX) and Columbia Dividend Income Fund Class A (LBSAX). 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.


NSEPXLBSAXDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.20

-0.35

Sortino ratio

Return per unit of downside risk

1.31

1.71

-0.39

Omega ratio

Gain probability vs. loss probability

1.20

1.26

-0.07

Calmar ratio

Return relative to maximum drawdown

1.29

1.74

-0.45

Martin ratio

Return relative to average drawdown

5.48

8.03

-2.55

NSEPX vs. LBSAX - Sharpe Ratio Comparison

The current NSEPX Sharpe Ratio is 0.86, which is comparable to the LBSAX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of NSEPX and LBSAX, 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


NSEPXLBSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.20

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.79

-0.18

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

0.62

-0.18

Correlation

The correlation between NSEPX and LBSAX is 0.92, 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. LBSAX - Dividend Comparison

NSEPX's dividend yield for the trailing twelve months is around 3.22%, less than LBSAX's 4.99% 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%
LBSAX
Columbia Dividend Income Fund Class A
4.99%5.11%5.78%4.72%3.62%2.65%1.52%2.68%7.36%3.83%3.60%8.01%

Drawdowns

NSEPX vs. LBSAX - Drawdown Comparison

The maximum NSEPX drawdown since its inception was -52.50%, which is greater than LBSAX's maximum drawdown of -47.89%. Use the drawdown chart below to compare losses from any high point for NSEPX and LBSAX.


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Drawdown Indicators


NSEPXLBSAXDifference

Max Drawdown

Largest peak-to-trough decline

-52.50%

-47.89%

-4.61%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-10.19%

-2.24%

Max Drawdown (5Y)

Largest decline over 5 years

-25.27%

-17.16%

-8.11%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

-32.82%

-0.55%

Current Drawdown

Current decline from peak

-7.76%

-3.98%

-3.78%

Average Drawdown

Average peak-to-trough decline

-12.68%

-5.29%

-7.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

2.20%

+0.73%

Volatility

NSEPX vs. LBSAX - Volatility Comparison

Columbia Select Large Cap Equity Fund (NSEPX) has a higher volatility of 5.65% compared to Columbia Dividend Income Fund Class A (LBSAX) at 3.47%. This indicates that NSEPX's price experiences larger fluctuations and is considered to be riskier than LBSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NSEPXLBSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

3.47%

+2.18%

Volatility (6M)

Calculated over the trailing 6-month period

9.63%

7.01%

+2.62%

Volatility (1Y)

Calculated over the trailing 1-year period

18.38%

13.68%

+4.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.20%

13.30%

+3.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.17%

15.69%

+2.48%