PortfoliosLab logoPortfoliosLab logo
CDDRX vs. AUXFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CDDRX vs. AUXFX - Performance Comparison

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

Loading graphics...

CDDRX vs. AUXFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CDDRX
Columbia Dividend Income Fund Class R5
3.41%15.93%15.07%10.61%-4.89%26.32%7.87%28.62%-4.32%20.28%
AUXFX
Auxier Focus Fund
1.76%15.23%11.31%9.76%-4.52%20.03%6.04%20.20%-4.13%17.75%

Returns By Period

In the year-to-date period, CDDRX achieves a 3.41% return, which is significantly higher than AUXFX's 1.76% return. Over the past 10 years, CDDRX has outperformed AUXFX with an annualized return of 12.27%, while AUXFX has yielded a comparatively lower 9.61% annualized 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%

AUXFX

1D
0.03%
1M
-2.66%
YTD
1.76%
6M
4.02%
1Y
12.03%
3Y*
12.46%
5Y*
8.60%
10Y*
9.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


CDDRX vs. AUXFX - Expense Ratio Comparison

CDDRX has a 1.15% expense ratio, which is higher than AUXFX's 0.92% expense ratio.


Return for Risk

CDDRX vs. AUXFX — 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

AUXFX
AUXFX Risk / Return Rank: 4444
Overall Rank
AUXFX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
AUXFX Sortino Ratio Rank: 4141
Sortino Ratio Rank
AUXFX Omega Ratio Rank: 4141
Omega Ratio Rank
AUXFX Calmar Ratio Rank: 4444
Calmar Ratio Rank
AUXFX Martin Ratio Rank: 5050
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. AUXFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Income Fund Class R5 (CDDRX) and Auxier Focus Fund (AUXFX). 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.


CDDRXAUXFXDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.01

+0.25

Sortino ratio

Return per unit of downside risk

1.78

1.47

+0.31

Omega ratio

Gain probability vs. loss probability

1.28

1.21

+0.06

Calmar ratio

Return relative to maximum drawdown

1.65

1.47

+0.18

Martin ratio

Return relative to average drawdown

7.61

6.30

+1.32

CDDRX vs. AUXFX - Sharpe Ratio Comparison

The current CDDRX Sharpe Ratio is 1.26, which is comparable to the AUXFX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of CDDRX and AUXFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CDDRXAUXFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.01

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.71

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.63

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.57

+0.28

Correlation

The correlation between CDDRX and AUXFX is 0.93, 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.


Dividends

CDDRX vs. AUXFX - Dividend Comparison

CDDRX's dividend yield for the trailing twelve months is around 5.16%, more than AUXFX's 2.79% 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%
AUXFX
Auxier Focus Fund
2.79%2.84%3.41%4.38%3.02%2.49%2.36%6.03%6.82%5.52%2.77%5.76%

Drawdowns

CDDRX vs. AUXFX - Drawdown Comparison

The maximum CDDRX drawdown since its inception was -32.80%, smaller than the maximum AUXFX drawdown of -39.82%. Use the drawdown chart below to compare losses from any high point for CDDRX and AUXFX.


Loading graphics...

Drawdown Indicators


CDDRXAUXFXDifference

Max Drawdown

Largest peak-to-trough decline

-32.80%

-39.82%

+7.02%

Max Drawdown (1Y)

Largest decline over 1 year

-7.06%

-6.58%

-0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-16.94%

-15.73%

-1.21%

Max Drawdown (10Y)

Largest decline over 10 years

-32.80%

-33.69%

+0.89%

Current Drawdown

Current decline from peak

-3.82%

-3.88%

+0.06%

Average Drawdown

Average peak-to-trough decline

-2.80%

-4.44%

+1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

1.92%

+0.29%

Volatility

CDDRX vs. AUXFX - Volatility Comparison

Columbia Dividend Income Fund Class R5 (CDDRX) and Auxier Focus Fund (AUXFX) have volatilities of 3.38% and 3.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CDDRXAUXFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

3.22%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

6.98%

6.55%

+0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

13.64%

12.10%

+1.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.30%

12.21%

+1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.69%

15.19%

+0.50%