- ISIN
- US1971997226
- Issuer
- Columbia
- Inception Date
- Sep 24, 2002
- Category
- Tactical Allocation
- Min. Investment
- $2,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
COTZX Performance Chart
Columbia Thermostat Fund (COTZX) is up 3.1% since the beginning of the year. COTZX is currently trading at $18 per share. Investors who bought $1,000 worth of COTZX shares 5 years ago would now be looking at an investment worth $1,253.
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Returns By Period
Columbia Thermostat Fund (COTZX) has returned 3.10% so far this year and 11.57% over the past 12 months. Over the last ten years, COTZX has returned 7.41% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Columbia Thermostat Fund
- 1D
- 0.50%
- 1M
- 0.71%
- YTD
- 3.10%
- 6M
- 3.04%
- 1Y
- 11.57%
- 3Y*
- 10.37%
- 5Y*
- 4.62%
- 10Y*
- 7.41%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
COTZX Monthly Returns History
Based on dividend-adjusted daily data since Sep 26, 2002, COTZX's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, an investment would double in approximately 9.2 years.
Historically, 70% of months were positive and 30% were negative. The best month was Apr 2009 with a return of +11.1%, while the worst month was Oct 2008 at -15.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, COTZX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +10.9%, while the worst single day was Oct 15, 2008 at -8.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.28% | 0.79% | -2.62% | 3.67% | 1.27% | -0.22% | 3.10% | ||||||
| 2025 | 1.32% | 0.93% | -1.78% | 1.62% | 3.13% | 3.30% | 0.87% | 1.61% | 1.70% | 1.06% | 0.39% | 0.04% | 15.02% |
| 2024 | 0.07% | -0.85% | 0.99% | -2.80% | 3.69% | 1.97% | 2.23% | 2.74% | 1.03% | -2.10% | 2.88% | -1.88% | 7.98% |
| 2023 | 4.26% | -2.38% | 2.58% | 0.54% | -0.47% | 1.81% | 0.80% | -1.06% | -3.02% | -2.07% | 6.29% | 4.29% | 11.66% |
| 2022 | -2.28% | -1.29% | -2.42% | -3.95% | 0.80% | -3.76% | 4.00% | -2.52% | -5.85% | 1.52% | 3.84% | -1.32% | -12.92% |
| 2021 | -0.39% | 1.23% | 1.32% | 2.72% | 0.42% | 0.65% | 0.85% | 0.16% | -1.26% | 0.37% | -0.05% | 0.30% | 6.44% |
Benchmark Metrics
Columbia Thermostat Fund has an annualized alpha of 2.11%, beta of 0.52, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since September 26, 2002.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (51.50%) than losses (48.87%) - typical of diversified or defensive assets.
- This fund generated an annualized alpha of 2.11% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.52 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 2.11%
- Beta
- 0.52
- R²
- 0.72
- Upside Capture
- 51.50%
- Downside Capture
- 48.87%
Expense Ratio
COTZX has an expense ratio of 0.24%, which is considered low.
Return for Risk
Risk / Return Rank
COTZX ranks 68 for risk / return — better than 68% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Columbia Thermostat Fund (COTZX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| COTZX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 2.78 | +0.09 |
| Martin ratioReturn relative to average drawdown | 13.24 | 12.44 | +0.80 |
Dividends
Dividend History
Columbia Thermostat Fund provided a 3.26% dividend yield over the last twelve months, with an annual payout of $0.59 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.59 | $0.60 | $0.57 | $0.42 | $0.46 | $2.47 | $1.25 | $0.83 | $0.61 | $0.45 | $0.38 | $0.60 |
Dividend yield | 3.26% | 3.37% | 3.55% | 2.74% | 3.28% | 14.82% | 6.92% | 5.57% | 4.45% | 3.13% | 2.66% | 4.26% |
Monthly Dividends
The table displays the monthly dividend distributions for Columbia Thermostat Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.08 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.52 | $0.60 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.50 | $0.57 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.42 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.46 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.22 | $2.47 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Columbia Thermostat 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 Thermostat Fund was 47.48%, occurring on Mar 9, 2009. Recovery took 401 trading sessions.
The current Columbia Thermostat Fund drawdown is 0.38%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -47.48%Mar 2009 | 9mo 23d | 1y 7mo | 2y 4moMay 2008 - Oct 2010 |
Bear market2022 | -17.80%Oct 2022 | 1y 1mo | 1y 8mo | 2y 10moSep 2021 - Jul 2024 |
COVID crash2020 | -11.15%Mar 2020 | 14d | 14d | 28dMar 2020 - Apr 2020 |
2011 correction2011 | -10.32%Oct 2011 | 2mo 27d | 3mo 9d | 6mo 6dJul 2011 - Jan 2012 |
2003 pullback2003 | -8.86%Mar 2003 | 1mo 25d | 1mo 22d | 3mo 17dJan 2003 - May 2003 |
Drawdown Indicators
| COTZX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.48% | -56.78% | +9.30% |
Max Drawdown (1Y)Largest decline over 1 year | -4.02% | -9.10% | +5.08% |
Max Drawdown (3Y)Largest decline over 3 years | -6.93% | -18.90% | +11.97% |
Max Drawdown (5Y)Largest decline over 5 years | -17.80% | -25.43% | +7.63% |
Max Drawdown (10Y)Largest decline over 10 years | -17.80% | -33.92% | +16.12% |
Current DrawdownCurrent decline from peak | -0.38% | -1.80% | +1.42% |
Average DrawdownAverage peak-to-trough decline | -3.46% | -10.71% | +7.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 2.03% | -1.16% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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