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CMTFX vs. ACINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CMTFX vs. ACINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Global Technology Growth Fund (CMTFX) and Columbia Acorn International Fund (ACINX). The values are adjusted to include any dividend payments, if applicable.

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CMTFX vs. ACINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMTFX
Columbia Global Technology Growth Fund
-6.05%25.10%31.72%56.85%-34.63%23.04%49.65%44.21%-1.26%43.38%
ACINX
Columbia Acorn International Fund
-3.08%12.52%-6.57%19.57%-33.64%12.92%15.15%29.84%-18.35%31.20%

Returns By Period

In the year-to-date period, CMTFX achieves a -6.05% return, which is significantly lower than ACINX's -3.08% return. Over the past 10 years, CMTFX has outperformed ACINX with an annualized return of 21.08%, while ACINX has yielded a comparatively lower 3.72% annualized return.


CMTFX

1D
4.58%
1M
-5.89%
YTD
-6.05%
6M
-4.98%
1Y
32.66%
3Y*
26.02%
5Y*
13.22%
10Y*
21.08%

ACINX

1D
4.01%
1M
-9.38%
YTD
-3.08%
6M
-5.08%
1Y
10.43%
3Y*
3.11%
5Y*
-2.12%
10Y*
3.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CMTFX vs. ACINX - Expense Ratio Comparison

CMTFX has a 0.92% expense ratio, which is lower than ACINX's 0.97% expense ratio.


Return for Risk

CMTFX vs. ACINX — Risk / Return Rank

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

CMTFX
CMTFX Risk / Return Rank: 7474
Overall Rank
CMTFX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
CMTFX Sortino Ratio Rank: 7272
Sortino Ratio Rank
CMTFX Omega Ratio Rank: 6666
Omega Ratio Rank
CMTFX Calmar Ratio Rank: 8787
Calmar Ratio Rank
CMTFX Martin Ratio Rank: 8080
Martin Ratio Rank

ACINX
ACINX Risk / Return Rank: 1919
Overall Rank
ACINX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ACINX Sortino Ratio Rank: 1919
Sortino Ratio Rank
ACINX Omega Ratio Rank: 1717
Omega Ratio Rank
ACINX Calmar Ratio Rank: 1919
Calmar Ratio Rank
ACINX Martin Ratio Rank: 1919
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.

CMTFX vs. ACINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Global Technology Growth Fund (CMTFX) and Columbia Acorn International Fund (ACINX). 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.


CMTFXACINXDifference

Sharpe ratio

Return per unit of total volatility

1.25

0.59

+0.66

Sortino ratio

Return per unit of downside risk

1.86

0.92

+0.93

Omega ratio

Gain probability vs. loss probability

1.26

1.12

+0.14

Calmar ratio

Return relative to maximum drawdown

2.34

0.66

+1.68

Martin ratio

Return relative to average drawdown

8.20

2.25

+5.95

CMTFX vs. ACINX - Sharpe Ratio Comparison

The current CMTFX Sharpe Ratio is 1.25, which is higher than the ACINX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of CMTFX and ACINX, 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


CMTFXACINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.59

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

-0.11

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.21

+0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.51

-0.07

Correlation

The correlation between CMTFX and ACINX is 0.64, 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

CMTFX vs. ACINX - Dividend Comparison

CMTFX's dividend yield for the trailing twelve months is around 3.29%, less than ACINX's 6.11% yield.


TTM20252024202320222021202020192018201720162015
CMTFX
Columbia Global Technology Growth Fund
3.29%3.09%1.02%2.23%3.36%4.19%0.87%2.44%5.89%3.60%0.35%1.74%
ACINX
Columbia Acorn International Fund
6.11%5.92%10.97%0.00%3.12%16.16%12.94%11.09%29.07%6.17%1.33%5.34%

Drawdowns

CMTFX vs. ACINX - Drawdown Comparison

The maximum CMTFX drawdown since its inception was -68.28%, which is greater than ACINX's maximum drawdown of -60.92%. Use the drawdown chart below to compare losses from any high point for CMTFX and ACINX.


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Drawdown Indicators


CMTFXACINXDifference

Max Drawdown

Largest peak-to-trough decline

-68.28%

-60.92%

-7.36%

Max Drawdown (1Y)

Largest decline over 1 year

-14.35%

-14.23%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-39.42%

-46.12%

+6.70%

Max Drawdown (10Y)

Largest decline over 10 years

-39.42%

-46.12%

+6.70%

Current Drawdown

Current decline from peak

-10.42%

-22.30%

+11.88%

Average Drawdown

Average peak-to-trough decline

-16.39%

-15.71%

-0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.09%

4.15%

-0.06%

Volatility

CMTFX vs. ACINX - Volatility Comparison

Columbia Global Technology Growth Fund (CMTFX) and Columbia Acorn International Fund (ACINX) have volatilities of 8.94% and 8.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMTFXACINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.94%

8.80%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

16.85%

13.19%

+3.66%

Volatility (1Y)

Calculated over the trailing 1-year period

27.32%

18.24%

+9.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.88%

18.95%

+6.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.70%

18.17%

+6.53%