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RECS vs. AIVSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RECS vs. AIVSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Research Enhanced Core ETF (RECS) and American Funds Investment Company of America Class A (AIVSX). The values are adjusted to include any dividend payments, if applicable.

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RECS vs. AIVSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RECS
Columbia Research Enhanced Core ETF
-4.55%19.30%26.27%23.19%-14.39%32.73%15.35%-0.93%0.00%0.00%
AIVSX
American Funds Investment Company of America Class A
-7.68%20.47%24.90%28.56%-15.50%25.10%14.47%24.10%-8.21%19.54%

Returns By Period

In the year-to-date period, RECS achieves a -4.55% return, which is significantly higher than AIVSX's -7.68% return. Over the past 10 years, RECS has underperformed AIVSX with an annualized return of 8.68%, while AIVSX has yielded a comparatively higher 12.54% annualized return.


RECS

1D
2.71%
1M
-4.67%
YTD
-4.55%
6M
-2.31%
1Y
18.70%
3Y*
18.78%
5Y*
12.91%
10Y*
8.68%

AIVSX

1D
-0.31%
1M
-8.80%
YTD
-7.68%
6M
-5.63%
1Y
14.65%
3Y*
18.86%
5Y*
12.03%
10Y*
12.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RECS vs. AIVSX - Expense Ratio Comparison

RECS has a 0.15% expense ratio, which is lower than AIVSX's 0.57% expense ratio.


Return for Risk

RECS vs. AIVSX — Risk / Return Rank

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

RECS
RECS Risk / Return Rank: 6565
Overall Rank
RECS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
RECS Sortino Ratio Rank: 6363
Sortino Ratio Rank
RECS Omega Ratio Rank: 6666
Omega Ratio Rank
RECS Calmar Ratio Rank: 6363
Calmar Ratio Rank
RECS Martin Ratio Rank: 7272
Martin Ratio Rank

AIVSX
AIVSX Risk / Return Rank: 4848
Overall Rank
AIVSX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
AIVSX Sortino Ratio Rank: 4848
Sortino Ratio Rank
AIVSX Omega Ratio Rank: 4949
Omega Ratio Rank
AIVSX Calmar Ratio Rank: 4848
Calmar Ratio Rank
AIVSX Martin Ratio Rank: 5252
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.

RECS vs. AIVSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Core ETF (RECS) and American Funds Investment Company of America Class A (AIVSX). 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.


RECSAIVSXDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.87

+0.16

Sortino ratio

Return per unit of downside risk

1.56

1.35

+0.21

Omega ratio

Gain probability vs. loss probability

1.24

1.20

+0.04

Calmar ratio

Return relative to maximum drawdown

1.56

1.18

+0.38

Martin ratio

Return relative to average drawdown

7.20

5.00

+2.19

RECS vs. AIVSX - Sharpe Ratio Comparison

The current RECS Sharpe Ratio is 1.03, which is comparable to the AIVSX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of RECS and AIVSX, 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


RECSAIVSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.87

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.76

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.76

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.67

-0.33

Correlation

The correlation between RECS and AIVSX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

RECS vs. AIVSX - Dividend Comparison

RECS's dividend yield for the trailing twelve months is around 1.16%, less than AIVSX's 11.51% yield.


TTM20252024202320222021202020192018201720162015
RECS
Columbia Research Enhanced Core ETF
1.16%1.11%1.09%1.00%1.41%20.64%1.09%0.49%0.00%0.00%0.00%0.00%
AIVSX
American Funds Investment Company of America Class A
11.51%10.60%9.29%4.96%6.12%6.94%1.65%6.15%9.61%7.08%5.48%8.95%

Drawdowns

RECS vs. AIVSX - Drawdown Comparison

The maximum RECS drawdown since its inception was -34.29%, smaller than the maximum AIVSX drawdown of -50.90%. Use the drawdown chart below to compare losses from any high point for RECS and AIVSX.


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Drawdown Indicators


RECSAIVSXDifference

Max Drawdown

Largest peak-to-trough decline

-34.29%

-50.90%

+16.61%

Max Drawdown (1Y)

Largest decline over 1 year

-12.45%

-10.76%

-1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-22.08%

-24.31%

+2.23%

Max Drawdown (10Y)

Largest decline over 10 years

-34.29%

-31.09%

-3.20%

Current Drawdown

Current decline from peak

-6.34%

-10.08%

+3.74%

Average Drawdown

Average peak-to-trough decline

-1.29%

-5.93%

+4.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.54%

+0.16%

Volatility

RECS vs. AIVSX - Volatility Comparison

Columbia Research Enhanced Core ETF (RECS) has a higher volatility of 5.03% compared to American Funds Investment Company of America Class A (AIVSX) at 4.60%. This indicates that RECS's price experiences larger fluctuations and is considered to be riskier than AIVSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RECSAIVSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.03%

4.60%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

9.27%

9.45%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

18.20%

17.34%

+0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.40%

15.91%

+0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.14%

16.52%

-0.38%