CDDYX vs. BRK-B

Last updated Jun 5, 2026

CDDYX (Columbia Dividend Income Fund Institutional 3 Class) is Large Cap Value Equities fund managed by Columbia, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 10 years, CDDYX returned 12.63%/yr vs 12.93%/yr for BRK-B. A 0.74 correlation means they provide meaningful diversification when combined.

Performance

CDDYX vs. BRK-B - Performance Comparison

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

Returns By Period

In the year-to-date period, CDDYX achieves a 8.07% return, which is significantly higher than BRK-B's -4.78% return. Both investments have delivered pretty close results over the past 10 years, with CDDYX having a 12.63% annualized return and BRK-B not far ahead at 12.93%.

CDDYX

• 1D: -0.08%
• 1M: 1.06%
• YTD: 8.07%
• 6M: 8.50%
• 1Y: 20.81%
• 3Y*: 16.67%
• 5Y*: 10.66%
• 10Y*: 12.63%

BRK-B

• 1D: 0.69%
• 1M: 2.82%
• YTD: -4.78%
• 6M: -4.89%
• 1Y: -2.52%
• 3Y*: 13.36%
• 5Y*: 10.35%
• 10Y*: 12.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CDDYX vs. BRK-B - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CDDYX Columbia Dividend Income Fund Institutional 3 Class	8.07%	15.95%	15.17%	10.65%	-4.84%	26.43%	7.92%	28.74%	-4.27%	20.34%
BRK-B Berkshire Hathaway Inc.	-4.78%	10.89%	27.09%	15.46%	3.31%	28.95%	2.37%	10.93%	3.01%	21.62%

Correlation

The correlation between CDDYX and BRK-B is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (5Y) Calculated over the trailing 5-year period	0.68
Correlation (10Y) Calculated over the trailing 10-year period	0.72
Correlation (All Time) Calculated using the full available price history since Nov 12, 2012	0.74

Over the past year, the correlation between CDDYX and BRK-B has dropped to 0.44 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.

Return for Risk

CDDYX vs. BRK-B — Risk / Return Rank

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

CDDYX

CDDYX Risk / Return Rank: 65
CDDYX Sharpe Ratio Rank: 58
CDDYX Sortino Ratio Rank: 60
CDDYX Omega Ratio Rank: 53
CDDYX Calmar Ratio Rank: 81
CDDYX Martin Ratio Rank: 75

BRK-B

BRK-B Risk / Return Rank: 31
BRK-B Sharpe Ratio Rank: 34
BRK-B Sortino Ratio Rank: 28
BRK-B Omega Ratio Rank: 27
BRK-B Calmar Ratio Rank: 33
BRK-B Martin Ratio Rank: 32

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.

CDDYX vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Income Fund Institutional 3 Class (CDDYX) and Berkshire Hathaway Inc. (BRK-B). 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.

	CDDYX	BRK-B	Difference
Sharpe ratio: Return per unit of total volatility	2.26	-0.18	+2.44
Sortino ratio: Return per unit of downside risk	3.25	-0.15	+3.39
Omega ratio: Gain probability vs. loss probability	1.40	0.98	+0.42
Calmar ratio: Return relative to maximum drawdown	3.72	-0.27	+3.99
Martin ratio: Return relative to average drawdown	14.02	-0.57	+14.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CDDYX vs. BRK-B - Sharpe Ratio Comparison

The current CDDYX Sharpe Ratio is 2.26, which is higher than the BRK-B Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of CDDYX and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CDDYX	BRK-B	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.26	-0.18	+2.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.81	0.61	+0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.81	0.67	+0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.88	0.48	+0.40

Drawdowns

CDDYX vs. BRK-B - Drawdown Comparison

The maximum CDDYX drawdown since its inception was -32.74%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for CDDYX and BRK-B.

Drawdown Indicators

	CDDYX	BRK-B	Difference
Max Drawdown Largest peak-to-trough decline	-32.74%	-53.86%	+21.12%
Max Drawdown (1Y) Largest decline over 1 year	-5.51%	-9.42%	+3.91%
Max Drawdown (3Y) Largest decline over 3 years	-12.99%	-14.95%	+1.96%
Max Drawdown (5Y) Largest decline over 5 years	-16.91%	-26.58%	+9.67%
Max Drawdown (10Y) Largest decline over 10 years	-32.74%	-29.57%	-3.17%
Current Drawdown Current decline from peak	-0.37%	-11.33%	+10.96%
Average Drawdown Average peak-to-trough decline	-2.77%	-11.07%	+8.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.46%	4.46%	-3.00%

Volatility

CDDYX vs. BRK-B - Volatility Comparison

The current volatility for Columbia Dividend Income Fund Institutional 3 Class (CDDYX) is 2.38%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.72%. This indicates that CDDYX experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CDDYX	BRK-B	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.38%	3.72%	-1.34%
Volatility (6M) Calculated over the trailing 6-month period	6.81%	10.70%	-3.89%
Volatility (1Y) Calculated over the trailing 1-year period	9.07%	14.32%	-5.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.27%	17.11%	-3.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.69%	19.43%	-3.74%

Dividends

CDDYX vs. BRK-B - Dividend Comparison

CDDYX's dividend yield for the trailing twelve months is around 4.98%, while BRK-B has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CDDYX Columbia Dividend Income Fund Institutional 3 Class	4.98%	5.33%	5.99%	4.96%	3.90%	2.93%	1.85%	3.28%	7.65%	4.03%	3.84%	8.35%

Frequently Asked Questions

Can I hold both CDDYX and BRK-B in my portfolio?

CDDYX and BRK-B have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CDDYX or BRK-B?

BRK-B has higher volatility (3.72%) compared to CDDYX (2.38%). In terms of maximum drawdown, CDDYX dropped -32.74% vs BRK-B's -53.86%.

Which has better risk-adjusted returns?

CDDYX currently has the higher Sharpe Ratio (2.26 vs -0.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.