PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ACINX vs. BSTZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ACINXBSTZ
YTD Return2.03%13.55%
1Y Return8.72%20.40%
3Y Return (Ann)-4.26%-10.63%
Sharpe Ratio0.571.17
Daily Std Dev14.90%19.01%
Max Drawdown-66.29%-59.31%
Current Drawdown-22.19%-44.08%

Correlation

-0.50.00.51.00.7

The correlation between ACINX and BSTZ is 0.67, 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.

Performance

ACINX vs. BSTZ - Performance Comparison

In the year-to-date period, ACINX achieves a 2.03% return, which is significantly lower than BSTZ's 13.55% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%December2024FebruaryMarchAprilMay
17.12%
36.58%
ACINX
BSTZ

Compare stocks, funds, or ETFs

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


Columbia Acorn International Fund

BlackRock Science and Technology Trust II

Risk-Adjusted Performance

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.


ACINX
Sharpe ratio
The chart of Sharpe ratio for ACINX, currently valued at 0.57, compared to the broader market-1.000.001.002.003.004.000.57
Sortino ratio
The chart of Sortino ratio for ACINX, currently valued at 0.92, compared to the broader market-2.000.002.004.006.008.0010.0012.000.92
Omega ratio
The chart of Omega ratio for ACINX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.003.501.11
Calmar ratio
The chart of Calmar ratio for ACINX, currently valued at 0.22, compared to the broader market0.002.004.006.008.0010.0012.000.22
Martin ratio
The chart of Martin ratio for ACINX, currently valued at 1.28, compared to the broader market0.0020.0040.0060.0080.001.28
BSTZ
Sharpe ratio
The chart of Sharpe ratio for BSTZ, currently valued at 1.17, compared to the broader market-1.000.001.002.003.004.001.17
Sortino ratio
The chart of Sortino ratio for BSTZ, currently valued at 1.74, compared to the broader market-2.000.002.004.006.008.0010.0012.001.74
Omega ratio
The chart of Omega ratio for BSTZ, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.003.501.21
Calmar ratio
The chart of Calmar ratio for BSTZ, currently valued at 0.38, compared to the broader market0.002.004.006.008.0010.0012.000.38
Martin ratio
The chart of Martin ratio for BSTZ, currently valued at 2.68, compared to the broader market0.0020.0040.0060.0080.002.68

ACINX vs. BSTZ - Sharpe Ratio Comparison

The current ACINX Sharpe Ratio is 0.57, which is lower than the BSTZ Sharpe Ratio of 1.17. The chart below compares the 12-month rolling Sharpe Ratio of ACINX and BSTZ.


Rolling 12-month Sharpe Ratio0.000.501.00December2024FebruaryMarchAprilMay
0.57
1.17
ACINX
BSTZ

Dividends

ACINX vs. BSTZ - Dividend Comparison

ACINX has not paid dividends to shareholders, while BSTZ's dividend yield for the trailing twelve months is around 7.99%.


TTM20232022202120202019201820172016201520142013
ACINX
Columbia Acorn International Fund
0.00%0.00%3.12%16.16%12.94%11.09%33.75%7.01%1.33%5.34%7.18%6.68%
BSTZ
BlackRock Science and Technology Trust II
7.99%10.90%14.73%7.92%3.42%2.44%0.00%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.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%December2024FebruaryMarchAprilMay
-22.19%
-44.08%
ACINX
BSTZ

Volatility

ACINX vs. BSTZ - Volatility Comparison

The current volatility for Columbia Acorn International Fund (ACINX) is 4.00%, while BlackRock Science and Technology Trust II (BSTZ) has a volatility of 4.74%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%December2024FebruaryMarchAprilMay
4.00%
4.74%
ACINX
BSTZ