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ACINX vs. BSTZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACINX and BSTZ is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

ACINX vs. BSTZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Acorn International Fund (ACINX) and BlackRock Science and Technology Trust II (BSTZ). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-9.47%
16.46%
ACINX
BSTZ

Key characteristics

Sharpe Ratio

ACINX:

-0.11

BSTZ:

1.41

Sortino Ratio

ACINX:

-0.03

BSTZ:

1.95

Omega Ratio

ACINX:

1.00

BSTZ:

1.25

Calmar Ratio

ACINX:

-0.03

BSTZ:

0.63

Martin Ratio

ACINX:

-0.21

BSTZ:

6.05

Ulcer Index

ACINX:

8.61%

BSTZ:

5.07%

Daily Std Dev

ACINX:

16.89%

BSTZ:

21.69%

Max Drawdown

ACINX:

-66.29%

BSTZ:

-59.31%

Current Drawdown

ACINX:

-49.68%

BSTZ:

-28.60%

Returns By Period

In the year-to-date period, ACINX achieves a 6.41% return, which is significantly higher than BSTZ's 5.44% return.


ACINX

YTD

6.41%

1M

5.15%

6M

-8.51%

1Y

-3.64%

5Y*

-6.29%

10Y*

-5.02%

BSTZ

YTD

5.44%

1M

-0.18%

6M

19.83%

1Y

29.78%

5Y*

9.27%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ACINX vs. BSTZ — Risk-Adjusted Performance Rank

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

ACINX
The Risk-Adjusted Performance Rank of ACINX is 44
Overall Rank
The Sharpe Ratio Rank of ACINX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of ACINX is 44
Sortino Ratio Rank
The Omega Ratio Rank of ACINX is 44
Omega Ratio Rank
The Calmar Ratio Rank of ACINX is 44
Calmar Ratio Rank
The Martin Ratio Rank of ACINX is 44
Martin Ratio Rank

BSTZ
The Risk-Adjusted Performance Rank of BSTZ is 7878
Overall Rank
The Sharpe Ratio Rank of BSTZ is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of BSTZ is 7878
Sortino Ratio Rank
The Omega Ratio Rank of BSTZ is 7676
Omega Ratio Rank
The Calmar Ratio Rank of BSTZ is 6969
Calmar Ratio Rank
The Martin Ratio Rank of BSTZ is 8383
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.

ACINX vs. BSTZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Acorn International Fund (ACINX) and BlackRock Science and Technology Trust II (BSTZ). 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.


Sharpe ratio
The chart of Sharpe ratio for ACINX, currently valued at -0.11, compared to the broader market-1.000.001.002.003.004.00-0.111.41
The chart of Sortino ratio for ACINX, currently valued at -0.03, compared to the broader market0.002.004.006.008.0010.0012.00-0.031.95
The chart of Omega ratio for ACINX, currently valued at 1.00, compared to the broader market1.002.003.004.001.001.25
The chart of Calmar ratio for ACINX, currently valued at -0.04, compared to the broader market0.005.0010.0015.0020.00-0.040.63
The chart of Martin ratio for ACINX, currently valued at -0.21, compared to the broader market0.0020.0040.0060.0080.00-0.216.05
ACINX
BSTZ

The current ACINX Sharpe Ratio is -0.11, which is lower than the BSTZ Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of ACINX and BSTZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.11
1.41
ACINX
BSTZ

Dividends

ACINX vs. BSTZ - Dividend Comparison

ACINX's dividend yield for the trailing twelve months is around 3.59%, less than BSTZ's 9.40% yield.


TTM20242023202220212020201920182017201620152014
ACINX
Columbia Acorn International Fund
3.59%3.82%0.00%0.00%1.65%0.58%2.13%1.35%1.66%0.65%1.32%1.64%
BSTZ
BlackRock Science and Technology Trust II
9.40%9.74%10.89%14.73%7.92%3.42%2.44%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ACINX vs. BSTZ - Drawdown Comparison

The maximum ACINX drawdown since its inception was -66.29%, which is greater than BSTZ's maximum drawdown of -59.31%. Use the drawdown chart below to compare losses from any high point for ACINX and BSTZ. For additional features, visit the drawdowns tool.


-40.00%-35.00%-30.00%SeptemberOctoberNovemberDecember2025February
-38.56%
-28.60%
ACINX
BSTZ

Volatility

ACINX vs. BSTZ - Volatility Comparison

The current volatility for Columbia Acorn International Fund (ACINX) is 4.18%, while BlackRock Science and Technology Trust II (BSTZ) has a volatility of 7.61%. This indicates that ACINX experiences smaller price fluctuations and is considered to be less risky than BSTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
4.18%
7.61%
ACINX
BSTZ
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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.

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