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Columbia Disciplined Core Fund (AQEAX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS19763T6405
CUSIP19763T640
IssuerColumbia Threadneedle
Inception DateApr 24, 2003
CategoryLarge Cap Blend Equities
Min. Investment$2,000
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

AQEAX has a high expense ratio of 0.97%, indicating higher-than-average management fees.


Expense ratio chart for AQEAX: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%

Share Price Chart


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Compare to other instruments

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


Columbia Disciplined Core Fund

Performance

Performance Chart

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


300.00%350.00%400.00%December2024FebruaryMarchAprilMay
410.56%
339.74%
AQEAX (Columbia Disciplined Core Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Columbia Disciplined Core Fund had a return of 12.11% year-to-date (YTD) and 27.27% in the last 12 months. Over the past 10 years, Columbia Disciplined Core Fund had an annualized return of 12.87%, outperforming the S&P 500 benchmark which had an annualized return of 10.87%.


PeriodReturnBenchmark
Year-To-Date12.11%11.56%
1 month5.71%7.13%
6 months17.82%17.26%
1 year27.27%26.92%
5 years (annualized)15.87%13.56%
10 years (annualized)12.87%10.87%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.99%5.26%4.35%-4.99%12.11%
20237.13%-2.30%3.32%0.68%-0.50%6.75%4.19%-2.05%-4.34%-3.00%8.51%4.45%24.11%
2022-4.83%-2.46%1.78%-7.15%0.39%-8.77%8.07%-3.81%-9.17%8.45%5.36%-6.60%-19.03%
20210.23%2.85%5.78%4.61%0.88%1.81%3.23%4.03%-6.08%5.89%-0.25%5.92%32.22%
2020-0.42%-8.66%-11.97%13.18%5.45%1.58%4.31%6.29%-4.90%-3.60%10.36%4.51%13.79%
20197.93%3.41%0.85%3.78%-8.00%6.85%0.82%-3.02%2.35%2.06%3.46%12.84%36.92%
20185.70%-3.57%-2.05%0.84%2.50%-0.08%3.66%3.37%0.99%-7.21%1.29%-8.42%-3.97%
20171.08%4.65%0.09%1.02%1.37%0.63%2.51%0.61%2.44%1.61%4.09%1.78%24.08%
2016-6.56%0.56%6.20%-0.21%1.67%-1.03%3.84%-0.30%0.30%-1.20%3.54%1.17%7.69%
2015-2.80%6.40%-1.50%0.30%1.62%-2.00%1.73%-6.21%-1.92%7.94%-0.50%-1.37%0.88%
2014-4.25%3.94%1.78%0.70%2.43%1.35%-0.56%4.70%-1.28%3.03%2.84%-0.28%15.01%
20134.03%1.04%3.98%2.41%3.04%-1.88%6.02%-3.23%3.33%5.03%3.69%2.20%33.52%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of AQEAX is 84, placing it in the top 16% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of AQEAX is 8484
AQEAX (Columbia Disciplined Core Fund)
The Sharpe Ratio Rank of AQEAX is 8585Sharpe Ratio Rank
The Sortino Ratio Rank of AQEAX is 8383Sortino Ratio Rank
The Omega Ratio Rank of AQEAX is 8181Omega Ratio Rank
The Calmar Ratio Rank of AQEAX is 8787Calmar Ratio Rank
The Martin Ratio Rank of AQEAX is 8181Martin 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 Disciplined Core Fund (AQEAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AQEAX
Sharpe ratio
The chart of Sharpe ratio for AQEAX, currently valued at 2.30, compared to the broader market-1.000.001.002.003.004.002.30
Sortino ratio
The chart of Sortino ratio for AQEAX, currently valued at 3.23, compared to the broader market-2.000.002.004.006.008.0010.0012.003.23
Omega ratio
The chart of Omega ratio for AQEAX, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.003.501.40
Calmar ratio
The chart of Calmar ratio for AQEAX, currently valued at 2.02, compared to the broader market0.002.004.006.008.0010.0012.0014.002.02
Martin ratio
The chart of Martin ratio for AQEAX, currently valued at 8.90, compared to the broader market0.0020.0040.0060.0080.008.90
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.34, compared to the broader market-1.000.001.002.003.004.002.34
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.31, compared to the broader market-2.000.002.004.006.008.0010.0012.003.31
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.003.501.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.90, compared to the broader market0.002.004.006.008.0010.0012.0014.001.90
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.93, compared to the broader market0.0020.0040.0060.0080.008.93

Sharpe Ratio

The current Columbia Disciplined Core Fund Sharpe ratio is 2.30. 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 Disciplined Core 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 Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.30
2.34
AQEAX (Columbia Disciplined Core Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Columbia Disciplined Core Fund granted a 3.49% dividend yield in the last twelve months. The annual payout for that period amounted to $0.51 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.51$0.51$0.83$2.54$0.64$2.27$0.91$0.73$0.13$0.12$0.10$0.14

Dividend yield

3.49%3.91%7.58%17.49%4.96%19.02%8.62%6.13%1.28%1.28%1.04%1.68%

Monthly Dividends

The table displays the monthly dividend distributions for Columbia Disciplined Core 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$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.51$0.51
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.83$0.83
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.54$2.54
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.64$0.64
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.27$2.27
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.91$0.91
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.73$0.73
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.13
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2013$0.14$0.14

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay00
AQEAX (Columbia Disciplined Core Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Columbia Disciplined Core 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 Disciplined Core Fund was 61.48%, occurring on Mar 9, 2009. Recovery took 1039 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.48%Oct 10, 2007354Mar 9, 20091039Apr 25, 20131393
-34.22%Feb 13, 202027Mar 23, 202099Aug 12, 2020126
-24.55%Dec 30, 2021190Sep 30, 2022306Dec 19, 2023496
-19.83%Sep 24, 201864Dec 24, 201885Apr 29, 2019149
-15.47%Jul 17, 2015145Feb 11, 2016122Aug 5, 2016267

Volatility

Volatility Chart

The current Columbia Disciplined Core Fund volatility is 3.57%, 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%2.50%3.00%3.50%4.00%4.50%December2024FebruaryMarchAprilMay
3.57%
3.10%
AQEAX (Columbia Disciplined Core Fund)
Benchmark (^GSPC)