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

Correlation

The correlation between ACINX and BSTZ is 0.78, 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.


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.

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Key characteristics

Sharpe Ratio

ACINX:

0.30

BSTZ:

0.47

Sortino Ratio

ACINX:

0.48

BSTZ:

0.80

Omega Ratio

ACINX:

1.06

BSTZ:

1.10

Calmar Ratio

ACINX:

0.13

BSTZ:

0.26

Martin Ratio

ACINX:

0.48

BSTZ:

1.34

Ulcer Index

ACINX:

9.10%

BSTZ:

8.93%

Daily Std Dev

ACINX:

17.62%

BSTZ:

26.61%

Max Drawdown

ACINX:

-60.21%

BSTZ:

-59.31%

Current Drawdown

ACINX:

-18.92%

BSTZ:

-32.91%

Returns By Period

In the year-to-date period, ACINX achieves a 11.85% return, which is significantly higher than BSTZ's -0.94% return.


ACINX

YTD

11.85%

1M

5.21%

6M

6.80%

1Y

4.58%

3Y*

5.52%

5Y*

4.45%

10Y*

3.53%

BSTZ

YTD

-0.94%

1M

8.18%

6M

-2.75%

1Y

12.24%

3Y*

6.21%

5Y*

8.21%

10Y*

N/A

*Annualized

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Columbia Acorn International Fund

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 2121
Overall Rank
The Sharpe Ratio Rank of ACINX is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of ACINX is 2323
Sortino Ratio Rank
The Omega Ratio Rank of ACINX is 2121
Omega Ratio Rank
The Calmar Ratio Rank of ACINX is 1919
Calmar Ratio Rank
The Martin Ratio Rank of ACINX is 1919
Martin Ratio Rank

BSTZ
The Risk-Adjusted Performance Rank of BSTZ is 6363
Overall Rank
The Sharpe Ratio Rank of BSTZ is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of BSTZ is 5959
Sortino Ratio Rank
The Omega Ratio Rank of BSTZ is 5959
Omega Ratio Rank
The Calmar Ratio Rank of BSTZ is 6363
Calmar Ratio Rank
The Martin Ratio Rank of BSTZ is 6767
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.


The current ACINX Sharpe Ratio is 0.30, which is lower than the BSTZ Sharpe Ratio of 0.47. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ACINX vs. BSTZ - Dividend Comparison

ACINX's dividend yield for the trailing twelve months is around 11.60%, less than BSTZ's 13.44% yield.


TTM20242023202220212020201920182017201620152014
ACINX
Columbia Acorn International Fund
11.60%12.98%0.00%3.12%16.16%12.94%11.09%33.75%7.01%1.33%5.34%7.18%
BSTZ
BlackRock Science and Technology Trust II
13.44%9.75%10.90%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 -60.21%, roughly equal to the maximum BSTZ drawdown of -59.31%. Use the drawdown chart below to compare losses from any high point for ACINX and BSTZ.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ACINX vs. BSTZ - Volatility Comparison

The current volatility for Columbia Acorn International Fund (ACINX) is 3.03%, while BlackRock Science and Technology Trust II (BSTZ) has a volatility of 4.85%. 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.


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