CLMVX vs. GMODX
Compare and contrast key facts about Columbia Mortgage Opportunities Fund (CLMVX) and GMO Opportunistic Income Fund (GMODX).
CLMVX is managed by Columbia. It was launched on Apr 29, 2014. GMODX is managed by GMO. It was launched on Oct 2, 2011.
Performance
CLMVX vs. GMODX - Performance Comparison
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CLMVX vs. GMODX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
CLMVX
GMODX
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.
| CLMVX | GMODX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 3.01 | -1.21 |
Sortino ratioReturn per unit of downside risk | 2.69 | 4.91 | -2.23 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.69 | -0.35 |
Calmar ratioReturn relative to maximum drawdown | 3.54 | 5.16 | -1.62 |
Martin ratioReturn relative to average drawdown | 11.54 | 23.65 | -12.12 |
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
| CLMVX | GMODX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| CLMVX | GMODX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.57% | -0.73% | -0.84% |
Average DrawdownAverage peak-to-trough decline | -4.00% | -0.71% | -3.29% |
Ulcer IndexDepth 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
| CLMVX | GMODX | Difference | |
|---|---|---|---|
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% |