CMTFX vs. USMV
Compare and contrast key facts about Columbia Global Technology Growth Fund (CMTFX) and iShares Edge MSCI Min Vol USA ETF (USMV).
CMTFX is managed by Columbia Threadneedle. It was launched on Nov 8, 2000. USMV is a passively managed fund by iShares that tracks the performance of the MSCI USA Minimum Volatility Index. It was launched on Oct 18, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CMTFX or USMV.
Key characteristics
| CMTFX | USMV | |
|---|---|---|
| YTD Return | 32.61% | 20.20% |
| 1Y Return | 43.66% | 27.67% |
| 3Y Return (Ann) | 7.12% | 7.80% |
| 5Y Return (Ann) | 18.92% | 9.79% |
| 10Y Return (Ann) | 17.31% | 10.90% |
| Sharpe Ratio | 2.01 | 3.31 |
| Sortino Ratio | 2.61 | 4.67 |
| Omega Ratio | 1.35 | 1.63 |
| Calmar Ratio | 2.67 | 4.08 |
| Martin Ratio | 8.89 | 21.63 |
| Ulcer Index | 4.99% | 1.29% |
| Daily Std Dev | 22.06% | 8.41% |
| Max Drawdown | -68.25% | -33.10% |
| Current Drawdown | 0.00% | -0.26% |
Correlation
The correlation between CMTFX and USMV is 0.69, 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. USMV - Performance Comparison
In the year-to-date period, CMTFX achieves a 32.61% return, which is significantly higher than USMV's 20.20% return. Over the past 10 years, CMTFX has outperformed USMV with an annualized return of 17.31%, while USMV has yielded a comparatively lower 10.90% 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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CMTFX vs. USMV - Expense Ratio Comparison
CMTFX has a 0.92% expense ratio, which is higher than USMV's 0.15% expense ratio.
Risk-Adjusted Performance
CMTFX vs. USMV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Global Technology Growth Fund (CMTFX) and iShares Edge MSCI Min Vol USA ETF (USMV). 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. USMV - Dividend Comparison
CMTFX has not paid dividends to shareholders, while USMV's dividend yield for the trailing twelve months is around 1.62%.
| 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% |
USMV iShares Edge MSCI Min Vol USA ETF | 1.62% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% | 1.88% | 2.18% |
Drawdowns
CMTFX vs. USMV - Drawdown Comparison
The maximum CMTFX drawdown since its inception was -68.25%, which is greater than USMV's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for CMTFX and USMV. For additional features, visit the drawdowns tool.
Volatility
CMTFX vs. USMV - Volatility Comparison
Columbia Global Technology Growth Fund (CMTFX) has a higher volatility of 6.14% compared to iShares Edge MSCI Min Vol USA ETF (USMV) at 2.80%. This indicates that CMTFX's price experiences larger fluctuations and is considered to be riskier than USMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.