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CDDRX vs. ACTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CDDRX vs. ACTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Dividend Income Fund Class R5 (CDDRX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). The values are adjusted to include any dividend payments, if applicable.

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CDDRX vs. ACTIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CDDRX
Columbia Dividend Income Fund Class R5
3.41%15.93%15.07%10.61%-4.89%17.76%
ACTIX
Advisors Capital Tactical Fixed Income Fund
-0.63%6.08%3.07%5.97%-9.94%0.75%

Returns By Period

In the year-to-date period, CDDRX achieves a 3.41% return, which is significantly higher than ACTIX's -0.63% return.


CDDRX

1D
0.13%
1M
-2.86%
YTD
3.41%
6M
6.45%
1Y
16.59%
3Y*
15.18%
5Y*
10.77%
10Y*
12.27%

ACTIX

1D
0.11%
1M
-1.25%
YTD
-0.63%
6M
-0.49%
1Y
3.41%
3Y*
4.20%
5Y*
0.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CDDRX vs. ACTIX - Expense Ratio Comparison

CDDRX has a 1.15% expense ratio, which is lower than ACTIX's 2.09% expense ratio.


Return for Risk

CDDRX vs. ACTIX — Risk / Return Rank

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

CDDRX
CDDRX Risk / Return Rank: 5959
Overall Rank
CDDRX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
CDDRX Sortino Ratio Rank: 5858
Sortino Ratio Rank
CDDRX Omega Ratio Rank: 6262
Omega Ratio Rank
CDDRX Calmar Ratio Rank: 5353
Calmar Ratio Rank
CDDRX Martin Ratio Rank: 6363
Martin Ratio Rank

ACTIX
ACTIX Risk / Return Rank: 2727
Overall Rank
ACTIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
ACTIX Sortino Ratio Rank: 2323
Sortino Ratio Rank
ACTIX Omega Ratio Rank: 2222
Omega Ratio Rank
ACTIX Calmar Ratio Rank: 3434
Calmar Ratio Rank
ACTIX Martin Ratio Rank: 3232
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.

CDDRX vs. ACTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Income Fund Class R5 (CDDRX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). 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.


CDDRXACTIXDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.77

+0.49

Sortino ratio

Return per unit of downside risk

1.78

1.10

+0.68

Omega ratio

Gain probability vs. loss probability

1.28

1.16

+0.12

Calmar ratio

Return relative to maximum drawdown

1.65

1.25

+0.40

Martin ratio

Return relative to average drawdown

7.61

4.46

+3.15

CDDRX vs. ACTIX - Sharpe Ratio Comparison

The current CDDRX Sharpe Ratio is 1.26, which is higher than the ACTIX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of CDDRX and ACTIX, 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


CDDRXACTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.77

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.00

+0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.00

+0.85

Correlation

The correlation between CDDRX and ACTIX is 0.41, 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

CDDRX vs. ACTIX - Dividend Comparison

CDDRX's dividend yield for the trailing twelve months is around 5.16%, more than ACTIX's 3.11% yield.


TTM20252024202320222021202020192018201720162015
CDDRX
Columbia Dividend Income Fund Class R5
5.16%5.29%5.96%4.92%3.86%2.89%1.78%3.20%7.61%4.01%3.81%8.31%
ACTIX
Advisors Capital Tactical Fixed Income Fund
3.11%3.09%3.18%2.44%1.10%0.45%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CDDRX vs. ACTIX - Drawdown Comparison

The maximum CDDRX drawdown since its inception was -32.80%, smaller than the maximum ACTIX drawdown of -96.41%. Use the drawdown chart below to compare losses from any high point for CDDRX and ACTIX.


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Drawdown Indicators


CDDRXACTIXDifference

Max Drawdown

Largest peak-to-trough decline

-32.80%

-96.41%

+63.61%

Max Drawdown (1Y)

Largest decline over 1 year

-7.06%

-2.90%

-4.16%

Max Drawdown (5Y)

Largest decline over 5 years

-16.94%

-96.41%

+79.47%

Max Drawdown (10Y)

Largest decline over 10 years

-32.80%

Current Drawdown

Current decline from peak

-3.82%

-96.17%

+92.35%

Average Drawdown

Average peak-to-trough decline

-2.80%

-27.66%

+24.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

0.86%

+1.35%

Volatility

CDDRX vs. ACTIX - Volatility Comparison

Columbia Dividend Income Fund Class R5 (CDDRX) has a higher volatility of 3.38% compared to Advisors Capital Tactical Fixed Income Fund (ACTIX) at 1.97%. This indicates that CDDRX's price experiences larger fluctuations and is considered to be riskier than ACTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CDDRXACTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

1.97%

+1.41%

Volatility (6M)

Calculated over the trailing 6-month period

6.98%

2.58%

+4.40%

Volatility (1Y)

Calculated over the trailing 1-year period

13.64%

4.71%

+8.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.30%

1,202.55%

-1,189.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.69%

1,200.17%

-1,184.48%