PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Columbia Acorn International Select Fund (ACFFX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US1971997630

Issuer

Columbia Threadneedle

Inception Date

Nov 22, 1998

Min. Investment

$2,000

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Growth

Expense Ratio

ACFFX has a high expense ratio of 0.98%, indicating higher-than-average management fees.


Expense ratio chart for ACFFX: current value at 0.98% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.98%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Columbia Acorn International Select Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


250.00%300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
237.45%
399.02%
ACFFX (Columbia Acorn International Select Fund)
Benchmark (^GSPC)

Returns By Period

Columbia Acorn International Select Fund had a return of 0.83% year-to-date (YTD) and 2.28% in the last 12 months. Over the past 10 years, Columbia Acorn International Select Fund had an annualized return of 2.28%, while the S&P 500 had an annualized return of 11.01%, indicating that Columbia Acorn International Select Fund did not perform as well as the benchmark.


ACFFX

YTD

0.83%

1M

-0.73%

6M

-4.63%

1Y

2.28%

5Y*

-1.51%

10Y*

2.28%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of ACFFX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.34%3.02%3.82%-3.60%5.74%-1.08%1.79%3.18%0.25%-6.93%2.13%0.83%
202310.69%-2.92%3.30%0.98%-1.26%2.42%0.64%-4.46%-7.59%-4.88%15.57%6.94%18.42%
2022-14.25%-3.01%-2.17%-10.82%-0.11%-14.94%11.08%-8.92%-14.51%5.10%14.02%-4.43%-38.93%
2021-1.84%-1.84%-0.21%8.08%0.73%-0.24%3.29%3.38%-4.48%4.94%-3.42%-1.42%6.41%
2020-1.72%-7.40%-18.26%11.17%10.17%3.00%6.31%4.93%-0.10%-2.91%9.58%6.53%18.51%
20198.90%3.09%3.03%5.12%-5.11%5.96%-2.41%-0.71%0.07%3.98%3.25%-2.94%23.53%
20184.51%-3.89%0.07%-0.14%1.16%0.34%2.42%0.03%-0.13%-10.00%-1.09%-12.27%-18.60%
20175.27%2.20%3.22%4.79%2.94%0.39%4.12%0.04%1.33%3.39%1.97%1.37%35.64%
2016-4.96%-2.05%5.38%0.47%0.71%-0.98%4.62%2.16%3.66%-4.94%-4.12%2.00%1.24%
20151.08%1.11%-0.70%5.74%-1.55%-1.67%-2.51%-5.16%-2.11%7.04%0.54%-2.19%-1.03%
2014-1.76%5.58%-0.67%1.21%2.05%2.73%-1.14%1.05%-7.34%-2.29%-2.90%-13.98%-17.42%
2013-0.04%-1.01%4.22%3.34%-3.48%-2.97%3.64%1.16%5.40%2.00%-1.37%-3.68%6.86%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ACFFX is 9, meaning it’s performing worse than 91% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ACFFX is 99
Overall Rank
The Sharpe Ratio Rank of ACFFX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of ACFFX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of ACFFX is 99
Omega Ratio Rank
The Calmar Ratio Rank of ACFFX is 88
Calmar Ratio Rank
The Martin Ratio Rank of ACFFX is 1010
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Columbia Acorn International Select Fund (ACFFX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ACFFX, currently valued at 0.24, compared to the broader market-1.000.001.002.003.004.000.241.90
The chart of Sortino ratio for ACFFX, currently valued at 0.44, compared to the broader market-2.000.002.004.006.008.0010.000.442.54
The chart of Omega ratio for ACFFX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.003.501.051.35
The chart of Calmar ratio for ACFFX, currently valued at 0.10, compared to the broader market0.005.0010.0015.000.102.81
The chart of Martin ratio for ACFFX, currently valued at 0.89, compared to the broader market0.0020.0040.0060.000.8912.39
ACFFX
^GSPC

The current Columbia Acorn International Select Fund Sharpe ratio is 0.24. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Columbia Acorn International Select Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.24
1.90
ACFFX (Columbia Acorn International Select Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Columbia Acorn International Select Fund provided a 1.14% dividend yield over the last twelve months, with an annual payout of $0.30 per share.


0.00%0.50%1.00%1.50%2.00%$0.00$0.10$0.20$0.30$0.40$0.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.30$0.00$0.00$0.43$0.09$0.43$0.00$0.08$0.22$0.50$0.18$0.45

Dividend yield

1.14%0.00%0.00%1.20%0.27%1.47%0.00%0.26%1.03%2.31%0.81%1.64%

Monthly Dividends

The table displays the monthly dividend distributions for Columbia Acorn International Select Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.30$0.00$0.00$0.00$0.00$0.00$0.00$0.30
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.22$0.00$0.00$0.00$0.00$0.00$0.22$0.43
2020$0.00$0.00$0.00$0.00$0.00$0.09$0.00$0.00$0.00$0.00$0.00$0.00$0.09
2019$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.00$0.00$0.00$0.31$0.43
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.22
2015$0.00$0.00$0.00$0.00$0.00$0.10$0.00$0.00$0.00$0.00$0.00$0.40$0.50
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2013$0.45$0.45

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-32.68%
-3.58%
ACFFX (Columbia Acorn International Select Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Columbia Acorn International Select Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Columbia Acorn International Select Fund was 64.62%, occurring on Mar 12, 2003. Recovery took 790 trading sessions.

The current Columbia Acorn International Select Fund drawdown is 32.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-64.62%Mar 6, 2000754Mar 12, 2003790May 2, 20061544
-59.31%Nov 1, 2007338Mar 9, 20092232Jan 19, 20182570
-51.39%Nov 15, 2021218Sep 27, 2022
-39.73%Dec 17, 201966Mar 23, 2020114Sep 2, 2020180
-25.6%Jan 29, 2018229Dec 24, 2018246Dec 16, 2019475

Volatility

Volatility Chart

The current Columbia Acorn International Select Fund volatility is 3.98%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.98%
3.64%
ACFFX (Columbia Acorn International Select Fund)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab