ABUAX vs. CMTFX
Compare and contrast key facts about Columbia Capital Allocation Moderate Portfolio (ABUAX) and Columbia Global Technology Growth Fund (CMTFX).
ABUAX is managed by Columbia. It was launched on Mar 3, 2004. CMTFX is managed by Columbia. It was launched on Nov 8, 2000.
Performance
ABUAX vs. CMTFX - Performance Comparison
Loading graphics...
ABUAX vs. CMTFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
CMTFX Columbia Global Technology Growth Fund | -10.17% | 25.10% | 31.72% | 56.85% | -34.63% | 23.04% | 49.65% | 44.21% | -1.26% | 43.38% |
Returns By Period
In the year-to-date period, ABUAX achieves a -3.66% return, which is significantly higher than CMTFX's -10.17% return. Over the past 10 years, ABUAX has underperformed CMTFX with an annualized return of 6.49%, while CMTFX has yielded a comparatively higher 20.54% 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%
CMTFX
- 1D
- -1.69%
- 1M
- -9.74%
- YTD
- -10.17%
- 6M
- -8.43%
- 1Y
- 28.08%
- 3Y*
- 24.15%
- 5Y*
- 12.80%
- 10Y*
- 20.54%
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. CMTFX - Expense Ratio Comparison
ABUAX has a 0.38% expense ratio, which is lower than CMTFX's 0.92% expense ratio.
Return for Risk
ABUAX vs. CMTFX — Risk / Return Rank
ABUAX
CMTFX
ABUAX vs. CMTFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Capital Allocation Moderate Portfolio (ABUAX) and Columbia Global Technology Growth Fund (CMTFX). 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.
| ABUAX | CMTFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.03 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.69 | 1.58 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.22 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.70 | -0.11 |
Martin ratioReturn relative to average drawdown | 6.87 | 6.04 | +0.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ABUAX | CMTFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.03 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.50 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.84 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.44 | +0.17 |
Correlation
The correlation between ABUAX and CMTFX is 0.84, 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. CMTFX - Dividend Comparison
ABUAX's dividend yield for the trailing twelve months is around 4.49%, more than CMTFX's 3.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
CMTFX Columbia Global Technology Growth Fund | 3.44% | 3.09% | 1.02% | 2.23% | 3.36% | 4.19% | 0.87% | 2.44% | 5.89% | 3.60% | 0.35% | 1.74% |
Drawdowns
ABUAX vs. CMTFX - Drawdown Comparison
The maximum ABUAX drawdown since its inception was -35.71%, smaller than the maximum CMTFX drawdown of -68.28%. Use the drawdown chart below to compare losses from any high point for ABUAX and CMTFX.
Loading graphics...
Drawdown Indicators
| ABUAX | CMTFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.71% | -68.28% | +32.57% |
Max Drawdown (1Y)Largest decline over 1 year | -6.81% | -14.35% | +7.54% |
Max Drawdown (5Y)Largest decline over 5 years | -22.76% | -39.42% | +16.66% |
Max Drawdown (10Y)Largest decline over 10 years | -22.76% | -39.42% | +16.66% |
Current DrawdownCurrent decline from peak | -6.76% | -14.35% | +7.59% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -16.40% | +12.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 4.04% | -2.46% |
Volatility
ABUAX vs. CMTFX - Volatility Comparison
The current volatility for Columbia Capital Allocation Moderate Portfolio (ABUAX) is 3.71%, while Columbia Global Technology Growth Fund (CMTFX) has a volatility of 7.45%. This indicates that ABUAX experiences smaller price fluctuations and is considered to be less risky than CMTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ABUAX | CMTFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.71% | 7.45% | -3.74% |
Volatility (6M)Calculated over the trailing 6-month period | 6.16% | 16.24% | -10.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.96% | 27.01% | -17.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.72% | 25.81% | -16.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.73% | 24.66% | -14.93% |