CMTFX vs. HTGC
Compare and contrast key facts about Columbia Global Technology Growth Fund (CMTFX) and Hercules Capital, Inc. (HTGC).
CMTFX is managed by Columbia Threadneedle. It was launched on Nov 8, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CMTFX or HTGC.
Key characteristics
| CMTFX | HTGC | |
|---|---|---|
| YTD Return | 31.82% | 26.58% |
| 1Y Return | 40.49% | 35.61% |
| 3Y Return (Ann) | 6.93% | 16.49% |
| 5Y Return (Ann) | 18.69% | 18.78% |
| 10Y Return (Ann) | 17.15% | 13.32% |
| Sharpe Ratio | 1.82 | 1.64 |
| Sortino Ratio | 2.40 | 1.96 |
| Omega Ratio | 1.32 | 1.34 |
| Calmar Ratio | 2.40 | 1.95 |
| Martin Ratio | 8.00 | 6.53 |
| Ulcer Index | 4.99% | 5.45% |
| Daily Std Dev | 21.93% | 21.72% |
| Max Drawdown | -68.25% | -68.29% |
| Current Drawdown | -0.59% | -6.62% |
Correlation
The correlation between CMTFX and HTGC is 0.42, 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.
Performance
CMTFX vs. HTGC - Performance Comparison
In the year-to-date period, CMTFX achieves a 31.82% return, which is significantly higher than HTGC's 26.58% return. Over the past 10 years, CMTFX has outperformed HTGC with an annualized return of 17.15%, while HTGC has yielded a comparatively lower 13.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CMTFX vs. HTGC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Global Technology Growth Fund (CMTFX) and Hercules Capital, Inc. (HTGC). 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.
Dividends
CMTFX vs. HTGC - Dividend Comparison
CMTFX has not paid dividends to shareholders, while HTGC's dividend yield for the trailing twelve months is around 10.51%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMTFX Columbia Global Technology Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.52% | 0.00% |
HTGC Hercules Capital, Inc. | 8.08% | 11.40% | 14.90% | 9.34% | 9.57% | 9.49% | 11.40% | 9.45% | 8.79% | 10.17% | 8.33% | 6.77% |
Drawdowns
CMTFX vs. HTGC - Drawdown Comparison
The maximum CMTFX drawdown since its inception was -68.25%, roughly equal to the maximum HTGC drawdown of -68.29%. Use the drawdown chart below to compare losses from any high point for CMTFX and HTGC. For additional features, visit the drawdowns tool.
Volatility
CMTFX vs. HTGC - Volatility Comparison
Columbia Global Technology Growth Fund (CMTFX) and Hercules Capital, Inc. (HTGC) have volatilities of 5.48% and 5.58%, 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.