PortfoliosLab logoPortfoliosLab logo
COFYX vs. HDCTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COFYX vs. HDCTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Contrarian Core Fund Institutional 3 Class (COFYX) and Rational Equity Armor Fund (HDCTX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, COFYX achieves a 8.71% return, which is significantly higher than HDCTX's 6.06% return. Over the past 10 years, COFYX has outperformed HDCTX with an annualized return of 14.99%, while HDCTX has yielded a comparatively lower 4.82% annualized return.


COFYX

1D
1.90%
1M
-0.46%
6M
8.11%
YTD
8.71%
1Y
17.87%
3Y*
18.64%
5Y*
12.30%
10Y*
14.99%
ALL TIME*
15.37%

HDCTX

1D
1.06%
1M
-1.55%
6M
4.51%
YTD
6.06%
1Y
12.97%
3Y*
12.83%
5Y*
5.97%
10Y*
4.82%
ALL TIME*
5.67%
*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

COFYX vs. HDCTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COFYX
Columbia Contrarian Core Fund Institutional 3 Class
8.71%17.49%23.49%32.22%-18.51%24.34%22.37%40.31%-8.79%20.61%
HDCTX
Rational Equity Armor Fund
6.06%12.64%16.85%2.95%-10.68%14.52%15.85%11.32%-11.94%-1.99%

Correlation

The correlation between COFYX and HDCTX is 0.80, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.80

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

0.86

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

0.80

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

0.74

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2012

0.77

The correlation between COFYX and HDCTX shifts across timeframes, from 0.74 (10 years) to 0.86 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

COFYX vs. HDCTX — Risk / Return Rank

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

COFYX
COFYX Risk / Return Rank: 3737
Overall Rank
COFYX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
COFYX Sortino Ratio Rank: 3636
Sortino Ratio Rank
COFYX Omega Ratio Rank: 3636
Omega Ratio Rank
COFYX Calmar Ratio Rank: 3636
Calmar Ratio Rank
COFYX Martin Ratio Rank: 4242
Martin Ratio Rank

HDCTX
HDCTX Risk / Return Rank: 3636
Overall Rank
HDCTX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
HDCTX Sortino Ratio Rank: 4040
Sortino Ratio Rank
HDCTX Omega Ratio Rank: 3636
Omega Ratio Rank
HDCTX Calmar Ratio Rank: 3939
Calmar Ratio Rank
HDCTX Martin Ratio Rank: 2626
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.

COFYX vs. HDCTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Contrarian Core Fund Institutional 3 Class (COFYX) and Rational Equity Armor Fund (HDCTX). 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.


COFYXHDCTXDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.22

1.21

+0.01

Calmar ratioReturn relative to maximum drawdown

1.60

1.64

-0.03

Martin ratioReturn relative to average drawdown

6.22

3.74

+2.48

COFYX vs. HDCTX - Sharpe Ratio Comparison

The current COFYX Sharpe Ratio is 1.19, which is comparable to the HDCTX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of COFYX and HDCTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

COFYX vs. HDCTX - Drawdown Comparison

The maximum COFYX drawdown since its inception was -32.43%, smaller than the maximum HDCTX drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for COFYX and HDCTX.


Loading charts...

Drawdown Indicators


COFYXHDCTXDifference

Max Drawdown

Largest peak-to-trough decline

-32.43%

-59.05%

+26.62%

Max Drawdown (1Y)

Largest decline over 1 year

-9.98%

-6.95%

-3.03%

Max Drawdown (3Y)

Largest decline over 3 years

-19.91%

-11.74%

-8.17%

Max Drawdown (5Y)

Largest decline over 5 years

-32.01%

-18.22%

-13.79%

Max Drawdown (10Y)

Largest decline over 10 years

-32.43%

-18.82%

-13.61%

Current Drawdown

Current decline from peak

-1.99%

-5.47%

+3.48%

Average Drawdown

Average peak-to-trough decline

-5.04%

-6.40%

+1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

3.03%

-0.47%

Volatility

COFYX vs. HDCTX - Volatility Comparison

Columbia Contrarian Core Fund Institutional 3 Class (COFYX) has a higher volatility of 3.75% compared to Rational Equity Armor Fund (HDCTX) at 2.25%. This indicates that COFYX's price experiences larger fluctuations and is considered to be riskier than HDCTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


COFYXHDCTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

2.25%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

7.31%

+3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

13.37%

9.63%

+3.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.06%

10.63%

+8.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.04%

11.55%

+7.49%

COFYX vs. HDCTX - Expense Ratio Comparison

COFYX has a 0.61% expense ratio, which is lower than HDCTX's 1.17% expense ratio.


Dividends

COFYX vs. HDCTX - Dividend Comparison

COFYX's dividend yield for the trailing twelve months is around 6.69%, more than HDCTX's 0.19% yield.


PositionTTM20252024202320222021202020192018201720162015
COFYX
Columbia Contrarian Core Fund Institutional 3 Class
6.69%7.27%9.52%3.11%10.48%13.50%7.65%10.86%10.15%4.82%0.75%5.96%
HDCTX
Rational Equity Armor Fund
0.19%0.00%0.00%0.17%0.78%1.21%1.10%5.37%7.86%5.60%3.28%15.32%

Frequently Asked Questions


COFYX and HDCTX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COFYX has higher volatility (3.75%) compared to HDCTX (2.25%). In terms of maximum drawdown, COFYX dropped -32.43% vs HDCTX's -59.05%.

COFYX currently has the higher Sharpe Ratio (1.19 vs 1.18), 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

Find the right allocation for COFYX and HDCTX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer