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CLSPX vs. TGFRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CLSPX vs. TGFRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Select Mid Cap Growth Fund (CLSPX) and Tanaka Growth Fund (TGFRX). The values are adjusted to include any dividend payments, if applicable.

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CLSPX vs. TGFRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CLSPX
Columbia Select Mid Cap Growth Fund
-7.47%15.16%23.97%25.25%-31.25%16.39%35.43%35.25%-5.22%22.86%
TGFRX
Tanaka Growth Fund
-3.59%39.56%17.98%50.24%-22.62%26.54%50.87%18.78%-25.18%7.28%

Returns By Period

In the year-to-date period, CLSPX achieves a -7.47% return, which is significantly lower than TGFRX's -3.59% return. Over the past 10 years, CLSPX has underperformed TGFRX with an annualized return of 11.32%, while TGFRX has yielded a comparatively higher 13.08% annualized return.


CLSPX

1D
-2.02%
1M
-11.48%
YTD
-7.47%
6M
-10.69%
1Y
18.53%
3Y*
14.17%
5Y*
5.24%
10Y*
11.32%

TGFRX

1D
-1.92%
1M
-9.89%
YTD
-3.59%
6M
1.02%
1Y
26.15%
3Y*
28.80%
5Y*
10.69%
10Y*
13.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CLSPX vs. TGFRX - Expense Ratio Comparison

CLSPX has a 0.86% expense ratio, which is lower than TGFRX's 2.19% expense ratio.


Return for Risk

CLSPX vs. TGFRX — Risk / Return Rank

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

CLSPX
CLSPX Risk / Return Rank: 3535
Overall Rank
CLSPX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
CLSPX Sortino Ratio Rank: 3333
Sortino Ratio Rank
CLSPX Omega Ratio Rank: 3030
Omega Ratio Rank
CLSPX Calmar Ratio Rank: 4545
Calmar Ratio Rank
CLSPX Martin Ratio Rank: 3636
Martin Ratio Rank

TGFRX
TGFRX Risk / Return Rank: 7474
Overall Rank
TGFRX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
TGFRX Sortino Ratio Rank: 8080
Sortino Ratio Rank
TGFRX Omega Ratio Rank: 7070
Omega Ratio Rank
TGFRX Calmar Ratio Rank: 8787
Calmar Ratio Rank
TGFRX Martin Ratio Rank: 6161
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.

CLSPX vs. TGFRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Select Mid Cap Growth Fund (CLSPX) and Tanaka Growth Fund (TGFRX). 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.


CLSPXTGFRXDifference

Sharpe ratio

Return per unit of total volatility

0.71

1.31

-0.60

Sortino ratio

Return per unit of downside risk

1.13

2.02

-0.89

Omega ratio

Gain probability vs. loss probability

1.15

1.26

-0.11

Calmar ratio

Return relative to maximum drawdown

1.13

2.24

-1.11

Martin ratio

Return relative to average drawdown

3.80

5.75

-1.95

CLSPX vs. TGFRX - Sharpe Ratio Comparison

The current CLSPX Sharpe Ratio is 0.71, which is lower than the TGFRX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of CLSPX and TGFRX, 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


CLSPXTGFRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

1.31

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.01

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.02

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.02

+0.39

Correlation

The correlation between CLSPX and TGFRX is 0.80, 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

CLSPX vs. TGFRX - Dividend Comparison

CLSPX's dividend yield for the trailing twelve months is around 12.96%, less than TGFRX's 13.51% yield.


TTM20252024202320222021202020192018201720162015
CLSPX
Columbia Select Mid Cap Growth Fund
12.96%11.99%12.87%0.00%0.00%21.10%15.38%8.30%26.41%13.16%6.15%17.11%
TGFRX
Tanaka Growth Fund
13.51%13.02%6.89%0.00%0.11%7.44%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CLSPX vs. TGFRX - Drawdown Comparison

The maximum CLSPX drawdown since its inception was -68.54%, smaller than the maximum TGFRX drawdown of -95.35%. Use the drawdown chart below to compare losses from any high point for CLSPX and TGFRX.


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Drawdown Indicators


CLSPXTGFRXDifference

Max Drawdown

Largest peak-to-trough decline

-68.54%

-95.35%

+26.81%

Max Drawdown (1Y)

Largest decline over 1 year

-13.64%

-16.01%

+2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-43.35%

-95.35%

+52.00%

Max Drawdown (10Y)

Largest decline over 10 years

-43.35%

-95.35%

+52.00%

Current Drawdown

Current decline from peak

-13.64%

-92.80%

+79.16%

Average Drawdown

Average peak-to-trough decline

-16.30%

-31.67%

+15.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

7.21%

-3.14%

Volatility

CLSPX vs. TGFRX - Volatility Comparison

The current volatility for Columbia Select Mid Cap Growth Fund (CLSPX) is 8.39%, while Tanaka Growth Fund (TGFRX) has a volatility of 11.19%. This indicates that CLSPX experiences smaller price fluctuations and is considered to be less risky than TGFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLSPXTGFRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.39%

11.19%

-2.80%

Volatility (6M)

Calculated over the trailing 6-month period

16.39%

23.73%

-7.34%

Volatility (1Y)

Calculated over the trailing 1-year period

25.56%

34.96%

-9.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.87%

793.45%

-768.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.64%

561.16%

-538.52%