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CLMVX vs. GMODX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CLMVX vs. GMODX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Mortgage Opportunities Fund (CLMVX) and GMO Opportunistic Income Fund (GMODX). The values are adjusted to include any dividend payments, if applicable.

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CLMVX vs. GMODX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLMVX
Columbia Mortgage Opportunities Fund
0.86%11.95%5.30%7.57%-17.82%5.44%9.25%6.44%7.90%5.41%
GMODX
GMO Opportunistic Income Fund
0.74%6.47%6.11%7.07%-2.09%2.83%3.34%3.83%4.01%6.41%

Returns By Period

In the year-to-date period, CLMVX achieves a 0.86% return, which is significantly higher than GMODX's 0.74% return. Both investments have delivered pretty close results over the past 10 years, with CLMVX having a 4.51% annualized return and GMODX not far behind at 4.36%.


CLMVX

1D
0.35%
1M
-1.23%
YTD
0.86%
6M
2.25%
1Y
8.18%
3Y*
7.56%
5Y*
0.87%
10Y*
4.51%

GMODX

1D
-0.37%
1M
-0.57%
YTD
0.74%
6M
1.99%
1Y
4.96%
3Y*
6.18%
5Y*
3.87%
10Y*
4.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CLMVX vs. GMODX - Expense Ratio Comparison

CLMVX has a 0.70% expense ratio, which is higher than GMODX's 0.47% expense ratio.


Return for Risk

CLMVX vs. GMODX — Risk / Return Rank

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

CLMVX
CLMVX Risk / Return Rank: 8989
Overall Rank
CLMVX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CLMVX Sortino Ratio Rank: 9090
Sortino Ratio Rank
CLMVX Omega Ratio Rank: 8282
Omega Ratio Rank
CLMVX Calmar Ratio Rank: 9595
Calmar Ratio Rank
CLMVX Martin Ratio Rank: 9292
Martin Ratio Rank

GMODX
GMODX Risk / Return Rank: 9898
Overall Rank
GMODX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
GMODX Sortino Ratio Rank: 9898
Sortino Ratio Rank
GMODX Omega Ratio Rank: 9797
Omega Ratio Rank
GMODX Calmar Ratio Rank: 9898
Calmar Ratio Rank
GMODX Martin Ratio Rank: 9898
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.

CLMVX vs. GMODX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Mortgage Opportunities Fund (CLMVX) and GMO Opportunistic Income Fund (GMODX). 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.


CLMVXGMODXDifference

Sharpe ratio

Return per unit of total volatility

1.81

3.01

-1.21

Sortino ratio

Return per unit of downside risk

2.69

4.91

-2.23

Omega ratio

Gain probability vs. loss probability

1.34

1.69

-0.35

Calmar ratio

Return relative to maximum drawdown

3.54

5.16

-1.62

Martin ratio

Return relative to average drawdown

11.54

23.65

-12.12

CLMVX vs. GMODX - Sharpe Ratio Comparison

The current CLMVX Sharpe Ratio is 1.81, which is lower than the GMODX Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of CLMVX and GMODX, 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


CLMVXGMODXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

3.01

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

1.02

-0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

1.44

-0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

1.38

-0.59

Correlation

The correlation between CLMVX and GMODX is 0.49, 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

CLMVX vs. GMODX - Dividend Comparison

CLMVX's dividend yield for the trailing twelve months is around 5.45%, more than GMODX's 5.03% yield.


TTM20252024202320222021202020192018201720162015
CLMVX
Columbia Mortgage Opportunities Fund
5.45%5.63%5.88%6.64%6.89%4.43%6.05%4.36%4.51%7.85%4.52%4.86%
GMODX
GMO Opportunistic Income Fund
5.03%4.99%5.28%6.17%5.44%2.10%4.15%5.69%4.35%2.66%2.55%1.71%

Drawdowns

CLMVX vs. GMODX - Drawdown Comparison

The maximum CLMVX drawdown since its inception was -22.15%, which is greater than GMODX's maximum drawdown of -8.79%. Use the drawdown chart below to compare losses from any high point for CLMVX and GMODX.


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Drawdown Indicators


CLMVXGMODXDifference

Max Drawdown

Largest peak-to-trough decline

-22.15%

-8.79%

-13.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.49%

-0.98%

-1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-22.15%

-5.79%

-16.36%

Max Drawdown (10Y)

Largest decline over 10 years

-22.15%

-8.79%

-13.36%

Current Drawdown

Current decline from peak

-1.57%

-0.73%

-0.84%

Average Drawdown

Average peak-to-trough decline

-4.00%

-0.71%

-3.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

0.21%

+0.56%

Volatility

CLMVX vs. GMODX - Volatility Comparison

Columbia Mortgage Opportunities Fund (CLMVX) has a higher volatility of 1.66% compared to GMO Opportunistic Income Fund (GMODX) at 0.58%. This indicates that CLMVX's price experiences larger fluctuations and is considered to be riskier than GMODX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLMVXGMODXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

0.58%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

1.11%

+1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

4.77%

1.68%

+3.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.71%

3.83%

+2.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.52%

3.04%

+2.48%