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SLVRX vs. FLCOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SLVRX vs. FLCOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Select Large Cap Value Fund Class R (SLVRX) and Fidelity Large Cap Value Index Fund (FLCOX). The values are adjusted to include any dividend payments, if applicable.

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SLVRX vs. FLCOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLVRX
Columbia Select Large Cap Value Fund Class R
2.51%27.32%12.24%5.25%-1.30%26.02%5.92%26.26%-12.52%17.96%
FLCOX
Fidelity Large Cap Value Index Fund
2.08%15.90%14.38%11.48%-7.57%25.09%2.87%26.54%-8.38%10.90%

Returns By Period

In the year-to-date period, SLVRX achieves a 2.51% return, which is significantly higher than FLCOX's 2.08% return.


SLVRX

1D
2.38%
1M
-6.44%
YTD
2.51%
6M
10.64%
1Y
27.09%
3Y*
16.12%
5Y*
10.64%
10Y*
12.33%

FLCOX

1D
2.13%
1M
-4.69%
YTD
2.08%
6M
5.86%
1Y
15.94%
3Y*
14.30%
5Y*
9.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SLVRX vs. FLCOX - Expense Ratio Comparison

SLVRX has a 1.05% expense ratio, which is higher than FLCOX's 0.04% expense ratio.


Return for Risk

SLVRX vs. FLCOX — Risk / Return Rank

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

SLVRX
SLVRX Risk / Return Rank: 8383
Overall Rank
SLVRX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SLVRX Sortino Ratio Rank: 8080
Sortino Ratio Rank
SLVRX Omega Ratio Rank: 8282
Omega Ratio Rank
SLVRX Calmar Ratio Rank: 8585
Calmar Ratio Rank
SLVRX Martin Ratio Rank: 8787
Martin Ratio Rank

FLCOX
FLCOX Risk / Return Rank: 5757
Overall Rank
FLCOX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FLCOX Sortino Ratio Rank: 5252
Sortino Ratio Rank
FLCOX Omega Ratio Rank: 5454
Omega Ratio Rank
FLCOX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FLCOX Martin Ratio Rank: 7070
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.

SLVRX vs. FLCOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Large Cap Value Fund Class R (SLVRX) and Fidelity Large Cap Value Index Fund (FLCOX). 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.


SLVRXFLCOXDifference

Sharpe ratio

Return per unit of total volatility

1.59

1.02

+0.57

Sortino ratio

Return per unit of downside risk

2.13

1.48

+0.66

Omega ratio

Gain probability vs. loss probability

1.34

1.22

+0.11

Calmar ratio

Return relative to maximum drawdown

2.26

1.44

+0.82

Martin ratio

Return relative to average drawdown

9.58

6.76

+2.81

SLVRX vs. FLCOX - Sharpe Ratio Comparison

The current SLVRX Sharpe Ratio is 1.59, which is higher than the FLCOX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of SLVRX and FLCOX, 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


SLVRXFLCOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.02

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.62

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.54

-0.07

Correlation

The correlation between SLVRX and FLCOX is 0.94, 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

SLVRX vs. FLCOX - Dividend Comparison

SLVRX's dividend yield for the trailing twelve months is around 8.29%, more than FLCOX's 1.48% yield.


TTM20252024202320222021202020192018201720162015
SLVRX
Columbia Select Large Cap Value Fund Class R
8.29%8.50%3.27%3.42%1.15%5.83%7.46%6.83%4.60%3.92%8.22%4.27%
FLCOX
Fidelity Large Cap Value Index Fund
1.48%1.51%1.92%1.99%2.01%1.55%2.28%3.82%2.79%0.60%0.00%0.00%

Drawdowns

SLVRX vs. FLCOX - Drawdown Comparison

The maximum SLVRX drawdown since its inception was -60.20%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for SLVRX and FLCOX.


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Drawdown Indicators


SLVRXFLCOXDifference

Max Drawdown

Largest peak-to-trough decline

-60.20%

-38.28%

-21.92%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-11.81%

-0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-18.53%

-19.00%

+0.47%

Max Drawdown (10Y)

Largest decline over 10 years

-41.51%

Current Drawdown

Current decline from peak

-6.87%

-4.82%

-2.05%

Average Drawdown

Average peak-to-trough decline

-7.47%

-4.52%

-2.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

2.51%

+0.41%

Volatility

SLVRX vs. FLCOX - Volatility Comparison

Columbia Select Large Cap Value Fund Class R (SLVRX) has a higher volatility of 4.66% compared to Fidelity Large Cap Value Index Fund (FLCOX) at 4.38%. This indicates that SLVRX's price experiences larger fluctuations and is considered to be riskier than FLCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLVRXFLCOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.66%

4.38%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

8.29%

+1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

17.08%

15.73%

+1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.89%

14.83%

+1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.69%

17.73%

+0.96%