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PFSLX vs. NMPAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFSLX vs. NMPAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Paradigm Select Fund (PFSLX) and Columbia Mid Cap Index Fund (NMPAX). The values are adjusted to include any dividend payments, if applicable.

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PFSLX vs. NMPAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFSLX
Paradigm Select Fund
11.83%13.27%16.73%26.94%-26.44%31.16%26.05%38.32%-9.93%16.13%
NMPAX
Columbia Mid Cap Index Fund
2.47%7.23%13.67%16.32%-13.27%24.66%8.71%25.99%-11.44%15.84%

Returns By Period

In the year-to-date period, PFSLX achieves a 11.83% return, which is significantly higher than NMPAX's 2.47% return. Over the past 10 years, PFSLX has outperformed NMPAX with an annualized return of 14.28%, while NMPAX has yielded a comparatively lower 9.82% annualized return.


PFSLX

1D
4.93%
1M
-5.75%
YTD
11.83%
6M
22.96%
1Y
45.46%
3Y*
19.79%
5Y*
9.58%
10Y*
14.28%

NMPAX

1D
2.90%
1M
-6.19%
YTD
2.47%
6M
3.74%
1Y
16.46%
3Y*
11.86%
5Y*
6.42%
10Y*
9.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFSLX vs. NMPAX - Expense Ratio Comparison

PFSLX has a 1.16% expense ratio, which is higher than NMPAX's 0.20% expense ratio.


Return for Risk

PFSLX vs. NMPAX — Risk / Return Rank

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

PFSLX
PFSLX Risk / Return Rank: 8686
Overall Rank
PFSLX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PFSLX Sortino Ratio Rank: 8484
Sortino Ratio Rank
PFSLX Omega Ratio Rank: 7474
Omega Ratio Rank
PFSLX Calmar Ratio Rank: 9595
Calmar Ratio Rank
PFSLX Martin Ratio Rank: 9494
Martin Ratio Rank

NMPAX
NMPAX Risk / Return Rank: 3434
Overall Rank
NMPAX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
NMPAX Sortino Ratio Rank: 3232
Sortino Ratio Rank
NMPAX Omega Ratio Rank: 3030
Omega Ratio Rank
NMPAX Calmar Ratio Rank: 3535
Calmar Ratio Rank
NMPAX Martin Ratio Rank: 4343
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.

PFSLX vs. NMPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Paradigm Select Fund (PFSLX) and Columbia Mid Cap Index Fund (NMPAX). 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.


PFSLXNMPAXDifference

Sharpe ratio

Return per unit of total volatility

1.65

0.81

+0.83

Sortino ratio

Return per unit of downside risk

2.30

1.28

+1.02

Omega ratio

Gain probability vs. loss probability

1.30

1.18

+0.12

Calmar ratio

Return relative to maximum drawdown

3.36

1.23

+2.13

Martin ratio

Return relative to average drawdown

12.98

5.30

+7.68

PFSLX vs. NMPAX - Sharpe Ratio Comparison

The current PFSLX Sharpe Ratio is 1.65, which is higher than the NMPAX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of PFSLX and NMPAX, 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


PFSLXNMPAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

0.81

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.33

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

0.47

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.42

-0.37

Correlation

The correlation between PFSLX and NMPAX 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.


Dividends

PFSLX vs. NMPAX - Dividend Comparison

PFSLX's dividend yield for the trailing twelve months is around 0.13%, less than NMPAX's 9.11% yield.


TTM20252024202320222021202020192018201720162015
PFSLX
Paradigm Select Fund
0.13%0.14%0.02%0.31%0.01%0.17%0.11%0.58%2.93%3.89%0.74%9.40%
NMPAX
Columbia Mid Cap Index Fund
9.11%9.34%11.35%7.97%11.65%18.03%5.96%5.70%10.06%7.66%7.97%10.12%

Drawdowns

PFSLX vs. NMPAX - Drawdown Comparison

The maximum PFSLX drawdown since its inception was -93.50%, which is greater than NMPAX's maximum drawdown of -54.31%. Use the drawdown chart below to compare losses from any high point for PFSLX and NMPAX.


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Drawdown Indicators


PFSLXNMPAXDifference

Max Drawdown

Largest peak-to-trough decline

-93.50%

-54.31%

-39.19%

Max Drawdown (1Y)

Largest decline over 1 year

-13.70%

-14.10%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-93.50%

-24.03%

-69.47%

Max Drawdown (10Y)

Largest decline over 10 years

-93.50%

-42.09%

-51.41%

Current Drawdown

Current decline from peak

-89.23%

-6.19%

-83.04%

Average Drawdown

Average peak-to-trough decline

-13.35%

-7.77%

-5.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

3.27%

+0.28%

Volatility

PFSLX vs. NMPAX - Volatility Comparison

Paradigm Select Fund (PFSLX) has a higher volatility of 11.60% compared to Columbia Mid Cap Index Fund (NMPAX) at 6.60%. This indicates that PFSLX's price experiences larger fluctuations and is considered to be riskier than NMPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFSLXNMPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.60%

6.60%

+5.00%

Volatility (6M)

Calculated over the trailing 6-month period

18.65%

11.89%

+6.76%

Volatility (1Y)

Calculated over the trailing 1-year period

28.15%

21.04%

+7.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

475.26%

19.72%

+455.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

336.39%

21.10%

+315.29%