CDDYX vs. QQQ
Compare and contrast key facts about Columbia Dividend Income Fund Institutional 3 Class (CDDYX) and Invesco QQQ ETF (QQQ).
CDDYX is managed by Columbia. It was launched on Nov 8, 2012. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Performance
CDDYX vs. QQQ - Performance Comparison
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CDDYX vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
QQQ Invesco QQQ ETF | -4.76% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Returns By Period
In the year-to-date period, CDDYX achieves a 3.28% return, which is significantly higher than QQQ's -4.76% return. Over the past 10 years, CDDYX has underperformed QQQ with an annualized return of 12.31%, while QQQ has yielded a comparatively higher 18.99% annualized return.
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%
QQQ
- 1D
- 1.24%
- 1M
- -3.79%
- YTD
- -4.76%
- 6M
- -2.89%
- 1Y
- 24.21%
- 3Y*
- 22.83%
- 5Y*
- 13.16%
- 10Y*
- 18.99%
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CDDYX vs. QQQ - Expense Ratio Comparison
CDDYX has a 0.55% expense ratio, which is higher than QQQ's 0.18% expense ratio.
Return for Risk
CDDYX vs. QQQ — Risk / Return Rank
CDDYX
QQQ
CDDYX vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Income Fund Institutional 3 Class (CDDYX) and Invesco QQQ ETF (QQQ). 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 | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.23 | 1.07 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.75 | 1.66 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.24 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.78 | 2.00 | -0.22 |
Martin ratioReturn relative to average drawdown | 8.25 | 7.32 | +0.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CDDYX | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 1.07 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.59 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.86 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.38 | +0.48 |
Correlation
The correlation between CDDYX and QQQ 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
CDDYX vs. QQQ - Dividend Comparison
CDDYX's dividend yield for the trailing twelve months is around 5.21%, more than QQQ's 0.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
CDDYX vs. QQQ - Drawdown Comparison
The maximum CDDYX drawdown since its inception was -32.74%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for CDDYX and QQQ.
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Drawdown Indicators
| CDDYX | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.74% | -82.97% | +50.23% |
Max Drawdown (1Y)Largest decline over 1 year | -10.17% | -12.62% | +2.45% |
Max Drawdown (5Y)Largest decline over 5 years | -16.91% | -35.12% | +18.21% |
Max Drawdown (10Y)Largest decline over 10 years | -32.74% | -35.12% | +2.38% |
Current DrawdownCurrent decline from peak | -3.95% | -7.86% | +3.91% |
Average DrawdownAverage peak-to-trough decline | -2.79% | -32.99% | +30.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 3.44% | -1.25% |
Volatility
CDDYX vs. QQQ - Volatility Comparison
The current volatility for Columbia Dividend Income Fund Institutional 3 Class (CDDYX) is 3.45%, while Invesco QQQ ETF (QQQ) has a volatility of 6.61%. This indicates that CDDYX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CDDYX | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 6.61% | -3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 7.00% | 12.82% | -5.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.67% | 22.70% | -9.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.31% | 22.38% | -9.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.68% | 22.25% | -6.57% |