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CMTFX vs. VGT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CMTFX vs. VGT - Performance Comparison

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

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CMTFX vs. VGT - 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%
VGT
Vanguard Information Technology ETF
-6.16%21.77%29.30%52.66%-29.70%30.45%46.04%48.62%2.46%37.08%

Returns By Period

The year-to-date returns for both stocks are quite close, with CMTFX having a -6.05% return and VGT slightly lower at -6.16%. Both investments have delivered pretty close results over the past 10 years, with CMTFX having a 21.08% annualized return and VGT not far ahead at 21.51%.


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%

VGT

1D
1.28%
1M
-3.61%
YTD
-6.16%
6M
-5.90%
1Y
29.76%
3Y*
23.10%
5Y*
14.83%
10Y*
21.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CMTFX vs. VGT - Expense Ratio Comparison

CMTFX has a 0.92% expense ratio, which is higher than VGT's 0.09% expense ratio.


Return for Risk

CMTFX vs. VGT — 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

VGT
VGT Risk / Return Rank: 6262
Overall Rank
VGT Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 6363
Sortino Ratio Rank
VGT Omega Ratio Rank: 6161
Omega Ratio Rank
VGT Calmar Ratio Rank: 7171
Calmar Ratio Rank
VGT Martin Ratio Rank: 5757
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. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Global Technology Growth Fund (CMTFX) and Vanguard Information Technology ETF (VGT). 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.


CMTFXVGTDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.10

+0.15

Sortino ratio

Return per unit of downside risk

1.86

1.67

+0.18

Omega ratio

Gain probability vs. loss probability

1.26

1.23

+0.03

Calmar ratio

Return relative to maximum drawdown

2.34

1.88

+0.46

Martin ratio

Return relative to average drawdown

8.20

5.77

+2.44

CMTFX vs. VGT - Sharpe Ratio Comparison

The current CMTFX Sharpe Ratio is 1.25, which is comparable to the VGT Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of CMTFX and VGT, 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


CMTFXVGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.10

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.59

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.88

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.61

-0.16

Correlation

The correlation between CMTFX and VGT is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CMTFX vs. VGT - Dividend Comparison

CMTFX's dividend yield for the trailing twelve months is around 3.29%, more than VGT's 0.43% 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%
VGT
Vanguard Information Technology ETF
0.43%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

Drawdowns

CMTFX vs. VGT - Drawdown Comparison

The maximum CMTFX drawdown since its inception was -68.28%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for CMTFX and VGT.


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Drawdown Indicators


CMTFXVGTDifference

Max Drawdown

Largest peak-to-trough decline

-68.28%

-54.63%

-13.65%

Max Drawdown (1Y)

Largest decline over 1 year

-14.35%

-16.40%

+2.05%

Max Drawdown (5Y)

Largest decline over 5 years

-39.42%

-35.07%

-4.35%

Max Drawdown (10Y)

Largest decline over 10 years

-39.42%

-35.07%

-4.35%

Current Drawdown

Current decline from peak

-10.42%

-11.66%

+1.24%

Average Drawdown

Average peak-to-trough decline

-16.39%

-8.00%

-8.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.09%

5.35%

-1.26%

Volatility

CMTFX vs. VGT - Volatility Comparison

Columbia Global Technology Growth Fund (CMTFX) has a higher volatility of 8.94% compared to Vanguard Information Technology ETF (VGT) at 8.03%. This indicates that CMTFX's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMTFXVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.94%

8.03%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

16.85%

16.35%

+0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

27.32%

27.27%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.88%

25.06%

+0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.70%

24.48%

+0.22%