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CMTFX vs. CREEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMTFX vs. CREEX - Performance Comparison

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

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Returns By Period

In the year-to-date period, CMTFX achieves a 18.56% return, which is significantly lower than CREEX's 20.76% return. Over the past 10 years, CMTFX has outperformed CREEX with an annualized return of 23.12%, while CREEX has yielded a comparatively lower 5.65% annualized return.


CMTFX

1D
5.75%
1M
-3.70%
6M
16.23%
YTD
18.56%
1Y
33.21%
3Y*
28.21%
5Y*
16.54%
10Y*
23.12%
ALL TIME*
12.43%

CREEX

1D
-1.35%
1M
1.29%
6M
17.72%
YTD
20.76%
1Y
25.84%
3Y*
11.31%
5Y*
4.87%
10Y*
5.65%
ALL TIME*
9.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

CMTFX vs. CREEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMTFX
Columbia Global Technology Growth Fund
18.56%25.10%31.72%56.85%-34.63%23.04%49.65%44.21%-1.26%43.38%
CREEX
Columbia Real Estate Equity Fund
20.76%0.19%7.40%16.20%-25.10%41.91%-3.54%28.40%-7.21%4.56%

Correlation

The correlation between CMTFX and CREEX is 0.00, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.00

Correlation (3Y)
Balances recent behavior with more history.

0.18

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.37

Correlation (10Y)
Provides a long-term view across more market conditions.

0.38

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2000

0.50

Over the past year, the correlation between CMTFX and CREEX has dropped to 0.00 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

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Return for Risk

CMTFX vs. CREEX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CMTFX
CMTFX Risk / Return Rank: 4343
Overall Rank
CMTFX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
CMTFX Sortino Ratio Rank: 3636
Sortino Ratio Rank
CMTFX Omega Ratio Rank: 3636
Omega Ratio Rank
CMTFX Calmar Ratio Rank: 5858
Calmar Ratio Rank
CMTFX Martin Ratio Rank: 4545
Martin Ratio Rank

CREEX
CREEX Risk / Return Rank: 7474
Overall Rank
CREEX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
CREEX Sortino Ratio Rank: 6767
Sortino Ratio Rank
CREEX Omega Ratio Rank: 6565
Omega Ratio Rank
CREEX Calmar Ratio Rank: 8585
Calmar Ratio Rank
CREEX Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CMTFX vs. CREEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Global Technology Growth Fund (CMTFX) and Columbia Real Estate Equity Fund (CREEX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CMTFXCREEXDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.20

1.29

-0.08

Calmar ratioReturn relative to maximum drawdown

1.96

2.93

-0.97

Martin ratioReturn relative to average drawdown

6.29

9.74

-3.46

CMTFX vs. CREEX - Sharpe Ratio Comparison

The current CMTFX Sharpe Ratio is 1.13, which is lower than the CREEX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of CMTFX and CREEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CMTFX vs. CREEX - Drawdown Comparison

The maximum CMTFX drawdown since its inception was -68.28%, roughly equal to the maximum CREEX drawdown of -70.78%. Use the drawdown chart below to compare losses from any high point for CMTFX and CREEX.


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Drawdown Indicators


CMTFXCREEXDifference

Max Drawdown

Largest peak-to-trough decline

-68.28%

-70.78%

+2.50%

Max Drawdown (1Y)

Largest decline over 1 year

-15.19%

-7.94%

-7.25%

Max Drawdown (3Y)

Largest decline over 3 years

-26.63%

-19.89%

-6.74%

Max Drawdown (5Y)

Largest decline over 5 years

-39.42%

-31.25%

-8.17%

Max Drawdown (10Y)

Largest decline over 10 years

-39.42%

-41.42%

+2.00%

Current Drawdown

Current decline from peak

-10.32%

-2.48%

-7.84%

Average Drawdown

Average peak-to-trough decline

-16.23%

-10.67%

-5.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.74%

2.40%

+2.34%

Volatility

CMTFX vs. CREEX - Volatility Comparison

Columbia Global Technology Growth Fund (CMTFX) has a higher volatility of 10.69% compared to Columbia Real Estate Equity Fund (CREEX) at 4.81%. This indicates that CMTFX's price experiences larger fluctuations and is considered to be riskier than CREEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMTFXCREEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.69%

4.81%

+5.88%

Volatility (6M)

Calculated over the trailing 6-month period

22.58%

10.92%

+11.66%

Volatility (1Y)

Calculated over the trailing 1-year period

26.36%

14.27%

+12.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.92%

19.11%

+7.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.27%

20.72%

+4.55%

CMTFX vs. CREEX - Expense Ratio Comparison

CMTFX has a 0.92% expense ratio, which is lower than CREEX's 1.01% expense ratio.


Dividends

CMTFX vs. CREEX - Dividend Comparison

CMTFX's dividend yield for the trailing twelve months is around 2.61%, less than CREEX's 5.55% yield.


PositionTTM20252024202320222021202020192018201720162015
CMTFX
Columbia Global Technology Growth Fund
2.61%3.09%1.02%2.23%3.36%4.19%0.87%2.44%5.89%3.60%0.35%1.74%
CREEX
Columbia Real Estate Equity Fund
5.55%6.26%10.13%32.32%5.92%6.41%7.50%12.02%8.22%14.73%4.23%8.59%

Frequently Asked Questions


CMTFX and CREEX have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CMTFX has higher volatility (10.69%) compared to CREEX (4.81%). In terms of maximum drawdown, CMTFX dropped -68.28% vs CREEX's -70.78%.

CREEX currently has the higher Sharpe Ratio (1.65 vs 1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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