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ACINX vs. CDDYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACINX vs. CDDYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Acorn International Fund (ACINX) and Columbia Dividend Income Fund Institutional 3 Class (CDDYX). The values are adjusted to include any dividend payments, if applicable.

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ACINX vs. CDDYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACINX
Columbia Acorn International Fund
-3.08%12.52%-6.57%19.57%-33.64%12.92%15.15%29.84%-18.35%31.20%
CDDYX
Columbia Dividend Income Fund Institutional 3 Class
3.28%15.95%15.17%10.65%-4.84%26.43%7.92%28.74%-4.27%20.34%

Returns By Period

In the year-to-date period, ACINX achieves a -3.08% return, which is significantly lower than CDDYX's 3.28% return. Over the past 10 years, ACINX has underperformed CDDYX with an annualized return of 3.72%, while CDDYX has yielded a comparatively higher 12.31% annualized return.


ACINX

1D
4.01%
1M
-9.38%
YTD
-3.08%
6M
-5.08%
1Y
10.43%
3Y*
3.11%
5Y*
-2.12%
10Y*
3.72%

CDDYX

1D
1.60%
1M
-3.90%
YTD
3.28%
6M
5.98%
1Y
16.96%
3Y*
15.18%
5Y*
10.80%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ACINX vs. CDDYX - Expense Ratio Comparison

ACINX has a 0.97% expense ratio, which is higher than CDDYX's 0.55% expense ratio.


Return for Risk

ACINX vs. CDDYX — Risk / Return Rank

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

ACINX
ACINX Risk / Return Rank: 1919
Overall Rank
ACINX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ACINX Sortino Ratio Rank: 1919
Sortino Ratio Rank
ACINX Omega Ratio Rank: 1717
Omega Ratio Rank
ACINX Calmar Ratio Rank: 1919
Calmar Ratio Rank
ACINX Martin Ratio Rank: 1919
Martin Ratio Rank

CDDYX
CDDYX Risk / Return Rank: 7272
Overall Rank
CDDYX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CDDYX Sortino Ratio Rank: 6767
Sortino Ratio Rank
CDDYX Omega Ratio Rank: 7070
Omega Ratio Rank
CDDYX Calmar Ratio Rank: 7373
Calmar Ratio Rank
CDDYX Martin Ratio Rank: 8181
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.

ACINX vs. CDDYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Acorn International Fund (ACINX) and Columbia Dividend Income Fund Institutional 3 Class (CDDYX). 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.


ACINXCDDYXDifference

Sharpe ratio

Return per unit of total volatility

0.59

1.23

-0.65

Sortino ratio

Return per unit of downside risk

0.92

1.75

-0.82

Omega ratio

Gain probability vs. loss probability

1.12

1.27

-0.15

Calmar ratio

Return relative to maximum drawdown

0.66

1.78

-1.12

Martin ratio

Return relative to average drawdown

2.25

8.25

-5.99

ACINX vs. CDDYX - Sharpe Ratio Comparison

The current ACINX Sharpe Ratio is 0.59, which is lower than the CDDYX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of ACINX and CDDYX, 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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Sharpe Ratios by Period


ACINXCDDYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

1.23

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

0.82

-0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.79

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.86

-0.35

Correlation

The correlation between ACINX and CDDYX is 0.68, 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.


Dividends

ACINX vs. CDDYX - Dividend Comparison

ACINX's dividend yield for the trailing twelve months is around 6.11%, more than CDDYX's 5.21% yield.


TTM20252024202320222021202020192018201720162015
ACINX
Columbia Acorn International Fund
6.11%5.92%10.97%0.00%3.12%16.16%12.94%11.09%29.07%6.17%1.33%5.34%
CDDYX
Columbia Dividend Income Fund Institutional 3 Class
5.21%5.33%5.99%4.96%3.90%2.93%1.85%3.28%7.65%4.03%3.84%8.35%

Drawdowns

ACINX vs. CDDYX - Drawdown Comparison

The maximum ACINX drawdown since its inception was -60.92%, which is greater than CDDYX's maximum drawdown of -32.74%. Use the drawdown chart below to compare losses from any high point for ACINX and CDDYX.


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Drawdown Indicators


ACINXCDDYXDifference

Max Drawdown

Largest peak-to-trough decline

-60.92%

-32.74%

-28.18%

Max Drawdown (1Y)

Largest decline over 1 year

-14.23%

-10.17%

-4.06%

Max Drawdown (5Y)

Largest decline over 5 years

-46.12%

-16.91%

-29.21%

Max Drawdown (10Y)

Largest decline over 10 years

-46.12%

-32.74%

-13.38%

Current Drawdown

Current decline from peak

-22.30%

-3.95%

-18.35%

Average Drawdown

Average peak-to-trough decline

-15.71%

-2.79%

-12.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.15%

2.19%

+1.96%

Volatility

ACINX vs. CDDYX - Volatility Comparison

Columbia Acorn International Fund (ACINX) has a higher volatility of 8.80% compared to Columbia Dividend Income Fund Institutional 3 Class (CDDYX) at 3.45%. This indicates that ACINX's price experiences larger fluctuations and is considered to be riskier than CDDYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACINXCDDYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.80%

3.45%

+5.35%

Volatility (6M)

Calculated over the trailing 6-month period

13.19%

7.00%

+6.19%

Volatility (1Y)

Calculated over the trailing 1-year period

18.24%

13.67%

+4.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.95%

13.31%

+5.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.17%

15.68%

+2.49%