CMTFX vs. USMV
Compare and contrast key facts about Columbia Global Technology Growth Fund (CMTFX) and iShares MSCI USA Minimum Volatility Factor ETF (USMV).
CMTFX is managed by Columbia. 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.
Performance
CMTFX vs. USMV - Performance Comparison
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CMTFX vs. USMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
USMV iShares MSCI USA Minimum Volatility Factor ETF | -1.18% | 7.65% | 15.74% | 10.33% | -9.43% | 20.85% | 5.64% | 27.69% | 1.33% | 18.91% |
Returns By Period
In the year-to-date period, CMTFX achieves a -6.05% return, which is significantly lower than USMV's -1.18% return. Over the past 10 years, CMTFX has outperformed USMV with an annualized return of 21.08%, while USMV has yielded a comparatively lower 9.64% 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%
USMV
- 1D
- -0.08%
- 1M
- -4.74%
- YTD
- -1.18%
- 6M
- -1.61%
- 1Y
- 0.57%
- 3Y*
- 10.26%
- 5Y*
- 7.59%
- 10Y*
- 9.64%
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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.
Return for Risk
CMTFX vs. USMV — Risk / Return Rank
CMTFX
USMV
CMTFX vs. USMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Global Technology Growth Fund (CMTFX) and iShares MSCI USA Minimum Volatility Factor 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.
| CMTFX | USMV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 0.05 | +1.20 |
Sortino ratioReturn per unit of downside risk | 1.86 | 0.15 | +1.71 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.02 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 2.34 | 0.06 | +2.28 |
Martin ratioReturn relative to average drawdown | 8.20 | 0.25 | +7.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CMTFX | USMV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.05 | +1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.62 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 0.67 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.85 | -0.41 |
Correlation
The correlation between CMTFX and USMV is 0.65, 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. USMV - Dividend Comparison
CMTFX's dividend yield for the trailing twelve months is around 3.29%, more than USMV's 1.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
USMV iShares MSCI USA Minimum Volatility Factor ETF | 1.59% | 1.49% | 1.67% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% |
Drawdowns
CMTFX vs. USMV - Drawdown Comparison
The maximum CMTFX drawdown since its inception was -68.28%, 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.
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Drawdown Indicators
| CMTFX | USMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.28% | -33.10% | -35.18% |
Max Drawdown (1Y)Largest decline over 1 year | -14.35% | -8.91% | -5.44% |
Max Drawdown (5Y)Largest decline over 5 years | -39.42% | -17.93% | -21.49% |
Max Drawdown (10Y)Largest decline over 10 years | -39.42% | -33.10% | -6.32% |
Current DrawdownCurrent decline from peak | -10.42% | -4.87% | -5.55% |
Average DrawdownAverage peak-to-trough decline | -16.39% | -2.88% | -13.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.09% | 2.03% | +2.06% |
Volatility
CMTFX vs. USMV - Volatility Comparison
Columbia Global Technology Growth Fund (CMTFX) has a higher volatility of 8.94% compared to iShares MSCI USA Minimum Volatility Factor ETF (USMV) at 3.02%. 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.
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Volatility by Period
| CMTFX | USMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.94% | 3.02% | +5.92% |
Volatility (6M)Calculated over the trailing 6-month period | 16.85% | 6.07% | +10.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.32% | 12.50% | +14.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.88% | 12.38% | +13.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.70% | 14.51% | +10.19% |