SLVRX vs. NOBL
Compare and contrast key facts about Columbia Select Large Cap Value Fund Class R (SLVRX) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL).
SLVRX is managed by Columbia Threadneedle. It was launched on Apr 30, 2003. NOBL is a passively managed fund by ProShares that tracks the performance of the S&P 500 Dividend Aristocrats Index. It was launched on Oct 9, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SLVRX or NOBL.
Key characteristics
| SLVRX | NOBL | |
|---|---|---|
| YTD Return | 16.58% | 13.49% |
| 1Y Return | 29.20% | 25.68% |
| 3Y Return (Ann) | 6.82% | 5.81% |
| 5Y Return (Ann) | 10.99% | 9.92% |
| 10Y Return (Ann) | 9.29% | 10.34% |
| Sharpe Ratio | 2.35 | 2.37 |
| Sortino Ratio | 3.23 | 3.35 |
| Omega Ratio | 1.42 | 1.42 |
| Calmar Ratio | 2.55 | 2.37 |
| Martin Ratio | 15.44 | 10.96 |
| Ulcer Index | 1.81% | 2.25% |
| Daily Std Dev | 11.92% | 10.40% |
| Max Drawdown | -60.30% | -35.43% |
| Current Drawdown | -0.49% | -1.36% |
Correlation
The correlation between SLVRX and NOBL is 0.86, 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.
Performance
SLVRX vs. NOBL - Performance Comparison
In the year-to-date period, SLVRX achieves a 16.58% return, which is significantly higher than NOBL's 13.49% return. Over the past 10 years, SLVRX has underperformed NOBL with an annualized return of 9.29%, while NOBL has yielded a comparatively higher 10.34% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SLVRX vs. NOBL - Expense Ratio Comparison
SLVRX has a 1.05% expense ratio, which is higher than NOBL's 0.35% expense ratio.
Risk-Adjusted Performance
SLVRX vs. NOBL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Select Large Cap Value Fund Class R (SLVRX) and ProShares S&P 500 Dividend Aristocrats ETF (NOBL). 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.
Dividends
SLVRX vs. NOBL - Dividend Comparison
SLVRX's dividend yield for the trailing twelve months is around 1.53%, less than NOBL's 1.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLVRX Columbia Select Large Cap Value Fund Class R | 1.53% | 1.79% | 1.03% | 1.67% | 2.19% | 1.55% | 1.39% | 0.67% | 0.93% | 1.23% | 0.58% | 0.98% |
NOBL ProShares S&P 500 Dividend Aristocrats ETF | 1.99% | 2.09% | 1.94% | 1.89% | 2.14% | 1.89% | 2.37% | 1.74% | 2.13% | 2.02% | 1.60% | 0.30% |
Drawdowns
SLVRX vs. NOBL - Drawdown Comparison
The maximum SLVRX drawdown since its inception was -60.30%, which is greater than NOBL's maximum drawdown of -35.43%. Use the drawdown chart below to compare losses from any high point for SLVRX and NOBL. For additional features, visit the drawdowns tool.
Volatility
SLVRX vs. NOBL - Volatility Comparison
Columbia Select Large Cap Value Fund Class R (SLVRX) has a higher volatility of 3.53% compared to ProShares S&P 500 Dividend Aristocrats ETF (NOBL) at 3.07%. This indicates that SLVRX's price experiences larger fluctuations and is considered to be riskier than NOBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.