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CDDRX vs. VIHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CDDRX vs. VIHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Dividend Income Fund Class R5 (CDDRX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). The values are adjusted to include any dividend payments, if applicable.

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CDDRX vs. VIHAX - 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%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
6.62%38.01%6.96%16.81%-6.88%15.01%-0.73%20.03%-12.38%22.40%

Returns By Period

In the year-to-date period, CDDRX achieves a 3.41% return, which is significantly lower than VIHAX's 6.62% return. Over the past 10 years, CDDRX has outperformed VIHAX with an annualized return of 12.27%, while VIHAX has yielded a comparatively lower 10.53% 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%

VIHAX

1D
1.12%
1M
-1.00%
YTD
6.62%
6M
14.18%
1Y
33.75%
3Y*
20.75%
5Y*
12.68%
10Y*
10.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CDDRX vs. VIHAX - Expense Ratio Comparison

CDDRX has a 1.15% expense ratio, which is higher than VIHAX's 0.22% expense ratio.


Return for Risk

CDDRX vs. VIHAX — 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

VIHAX
VIHAX Risk / Return Rank: 9494
Overall Rank
VIHAX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VIHAX Sortino Ratio Rank: 9494
Sortino Ratio Rank
VIHAX Omega Ratio Rank: 9494
Omega Ratio Rank
VIHAX Calmar Ratio Rank: 9393
Calmar Ratio Rank
VIHAX Martin Ratio Rank: 9494
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. VIHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Income Fund Class R5 (CDDRX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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.


CDDRXVIHAXDifference

Sharpe ratio

Return per unit of total volatility

1.26

2.39

-1.13

Sortino ratio

Return per unit of downside risk

1.78

3.04

-1.26

Omega ratio

Gain probability vs. loss probability

1.28

1.49

-0.21

Calmar ratio

Return relative to maximum drawdown

1.65

3.24

-1.58

Martin ratio

Return relative to average drawdown

7.61

13.18

-5.56

CDDRX vs. VIHAX - Sharpe Ratio Comparison

The current CDDRX Sharpe Ratio is 1.26, which is lower than the VIHAX Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of CDDRX and VIHAX, 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


CDDRXVIHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

2.39

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.93

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.66

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.66

+0.19

Correlation

The correlation between CDDRX and VIHAX is 0.73, 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. VIHAX - Dividend Comparison

CDDRX's dividend yield for the trailing twelve months is around 5.16%, more than VIHAX's 3.58% 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%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
3.58%3.69%4.85%4.58%4.70%4.30%3.22%5.63%4.28%3.16%2.37%0.00%

Drawdowns

CDDRX vs. VIHAX - Drawdown Comparison

The maximum CDDRX drawdown since its inception was -32.80%, smaller than the maximum VIHAX drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for CDDRX and VIHAX.


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Drawdown Indicators


CDDRXVIHAXDifference

Max Drawdown

Largest peak-to-trough decline

-32.80%

-38.80%

+6.00%

Max Drawdown (1Y)

Largest decline over 1 year

-7.06%

-9.53%

+2.47%

Max Drawdown (5Y)

Largest decline over 5 years

-16.94%

-23.92%

+6.98%

Max Drawdown (10Y)

Largest decline over 10 years

-32.80%

-38.80%

+6.00%

Current Drawdown

Current decline from peak

-3.82%

-5.60%

+1.78%

Average Drawdown

Average peak-to-trough decline

-2.80%

-6.09%

+3.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

2.62%

-0.41%

Volatility

CDDRX vs. VIHAX - Volatility Comparison

The current volatility for Columbia Dividend Income Fund Class R5 (CDDRX) is 3.38%, while Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) has a volatility of 5.58%. This indicates that CDDRX experiences smaller price fluctuations and is considered to be less risky than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CDDRXVIHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

5.58%

-2.20%

Volatility (6M)

Calculated over the trailing 6-month period

6.98%

9.13%

-2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

13.64%

14.31%

-0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.30%

13.69%

-0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.69%

15.92%

-0.23%