PortfoliosLab logoPortfoliosLab logo
ABUAX vs. CBALX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ABUAX vs. CBALX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Capital Allocation Moderate Portfolio (ABUAX) and Columbia Balanced Fund (CBALX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ABUAX vs. CBALX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABUAX
Columbia Capital Allocation Moderate Portfolio
-3.66%15.60%10.28%14.82%-17.18%9.51%11.92%18.24%-6.81%14.87%
CBALX
Columbia Balanced Fund
-5.35%14.14%14.60%21.49%-16.63%14.92%17.91%23.05%-5.75%14.29%

Returns By Period

In the year-to-date period, ABUAX achieves a -3.66% return, which is significantly higher than CBALX's -5.35% return. Over the past 10 years, ABUAX has underperformed CBALX with an annualized return of 6.49%, while CBALX has yielded a comparatively higher 8.95% annualized return.


ABUAX

1D
0.00%
1M
-6.44%
YTD
-3.66%
6M
-1.47%
1Y
11.58%
3Y*
10.29%
5Y*
4.53%
10Y*
6.49%

CBALX

1D
0.08%
1M
-5.51%
YTD
-5.35%
6M
-3.42%
1Y
9.86%
3Y*
12.18%
5Y*
6.79%
10Y*
8.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


ABUAX vs. CBALX - Expense Ratio Comparison

ABUAX has a 0.38% expense ratio, which is lower than CBALX's 0.67% expense ratio.


Return for Risk

ABUAX vs. CBALX — Risk / Return Rank

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

ABUAX
ABUAX Risk / Return Rank: 6868
Overall Rank
ABUAX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
ABUAX Sortino Ratio Rank: 6767
Sortino Ratio Rank
ABUAX Omega Ratio Rank: 6565
Omega Ratio Rank
ABUAX Calmar Ratio Rank: 7070
Calmar Ratio Rank
ABUAX Martin Ratio Rank: 7272
Martin Ratio Rank

CBALX
CBALX Risk / Return Rank: 4646
Overall Rank
CBALX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
CBALX Sortino Ratio Rank: 4545
Sortino Ratio Rank
CBALX Omega Ratio Rank: 4646
Omega Ratio Rank
CBALX Calmar Ratio Rank: 4646
Calmar Ratio Rank
CBALX Martin Ratio Rank: 4949
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.

ABUAX vs. CBALX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Capital Allocation Moderate Portfolio (ABUAX) and Columbia Balanced Fund (CBALX). 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.


ABUAXCBALXDifference

Sharpe ratio

Return per unit of total volatility

1.18

0.88

+0.30

Sortino ratio

Return per unit of downside risk

1.69

1.31

+0.38

Omega ratio

Gain probability vs. loss probability

1.24

1.19

+0.05

Calmar ratio

Return relative to maximum drawdown

1.59

1.13

+0.46

Martin ratio

Return relative to average drawdown

6.87

4.82

+2.05

ABUAX vs. CBALX - Sharpe Ratio Comparison

The current ABUAX Sharpe Ratio is 1.18, which is higher than the CBALX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of ABUAX and CBALX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ABUAXCBALXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

0.88

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.62

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.79

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.68

-0.07

Correlation

The correlation between ABUAX and CBALX is 0.95, 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

ABUAX vs. CBALX - Dividend Comparison

ABUAX's dividend yield for the trailing twelve months is around 4.49%, less than CBALX's 6.86% yield.


TTM20252024202320222021202020192018201720162015
ABUAX
Columbia Capital Allocation Moderate Portfolio
4.49%4.67%5.24%4.17%5.92%13.22%5.18%5.94%7.23%6.48%3.06%6.87%
CBALX
Columbia Balanced Fund
6.86%6.42%7.83%1.84%5.36%9.26%5.31%4.16%5.82%2.79%1.60%4.05%

Drawdowns

ABUAX vs. CBALX - Drawdown Comparison

The maximum ABUAX drawdown since its inception was -35.71%, roughly equal to the maximum CBALX drawdown of -34.53%. Use the drawdown chart below to compare losses from any high point for ABUAX and CBALX.


Loading graphics...

Drawdown Indicators


ABUAXCBALXDifference

Max Drawdown

Largest peak-to-trough decline

-35.71%

-34.53%

-1.18%

Max Drawdown (1Y)

Largest decline over 1 year

-6.81%

-7.87%

+1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-22.76%

-20.91%

-1.85%

Max Drawdown (10Y)

Largest decline over 10 years

-22.76%

-22.73%

-0.03%

Current Drawdown

Current decline from peak

-6.76%

-6.56%

-0.20%

Average Drawdown

Average peak-to-trough decline

-4.35%

-5.34%

+0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

1.84%

-0.26%

Volatility

ABUAX vs. CBALX - Volatility Comparison

Columbia Capital Allocation Moderate Portfolio (ABUAX) has a higher volatility of 3.71% compared to Columbia Balanced Fund (CBALX) at 3.14%. This indicates that ABUAX's price experiences larger fluctuations and is considered to be riskier than CBALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ABUAXCBALXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

3.14%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

6.16%

6.15%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

9.96%

11.45%

-1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.72%

11.05%

-1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.73%

11.30%

-1.57%