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COSIX vs. CMTFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COSIX vs. CMTFX - Performance Comparison

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

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COSIX vs. CMTFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COSIX
Columbia Strategic Income Fund
-0.59%6.98%4.50%9.86%-11.65%1.34%7.12%10.19%-0.96%5.48%
CMTFX
Columbia Global Technology Growth Fund
-10.17%25.10%31.72%56.85%-34.63%23.04%49.65%44.21%-1.26%43.38%

Returns By Period

In the year-to-date period, COSIX achieves a -0.59% return, which is significantly higher than CMTFX's -10.17% return. Over the past 10 years, COSIX has underperformed CMTFX with an annualized return of 3.56%, while CMTFX has yielded a comparatively higher 20.54% annualized return.


COSIX

1D
0.28%
1M
-1.94%
YTD
-0.59%
6M
0.11%
1Y
4.16%
3Y*
5.72%
5Y*
1.67%
10Y*
3.56%

CMTFX

1D
-1.69%
1M
-9.74%
YTD
-10.17%
6M
-8.43%
1Y
28.08%
3Y*
24.15%
5Y*
12.80%
10Y*
20.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COSIX vs. CMTFX - Expense Ratio Comparison

Both COSIX and CMTFX have an expense ratio of 0.92%.


Return for Risk

COSIX vs. CMTFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COSIX
COSIX Risk / Return Rank: 7676
Overall Rank
COSIX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
COSIX Sortino Ratio Rank: 7777
Sortino Ratio Rank
COSIX Omega Ratio Rank: 6464
Omega Ratio Rank
COSIX Calmar Ratio Rank: 8484
Calmar Ratio Rank
COSIX Martin Ratio Rank: 7979
Martin Ratio Rank

CMTFX
CMTFX Risk / Return Rank: 6363
Overall Rank
CMTFX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
CMTFX Sortino Ratio Rank: 6363
Sortino Ratio Rank
CMTFX Omega Ratio Rank: 5858
Omega Ratio Rank
CMTFX Calmar Ratio Rank: 7474
Calmar Ratio Rank
CMTFX Martin Ratio Rank: 6464
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.

COSIX vs. CMTFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Strategic Income Fund (COSIX) and Columbia Global Technology Growth Fund (CMTFX). 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.


COSIXCMTFXDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.03

+0.31

Sortino ratio

Return per unit of downside risk

1.93

1.58

+0.34

Omega ratio

Gain probability vs. loss probability

1.24

1.22

+0.02

Calmar ratio

Return relative to maximum drawdown

2.06

1.70

+0.36

Martin ratio

Return relative to average drawdown

7.67

6.04

+1.63

COSIX vs. CMTFX - Sharpe Ratio Comparison

The current COSIX Sharpe Ratio is 1.34, which is comparable to the CMTFX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of COSIX and CMTFX, 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


COSIXCMTFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.03

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.50

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.84

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.44

+0.57

Correlation

The correlation between COSIX and CMTFX is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

COSIX vs. CMTFX - Dividend Comparison

COSIX's dividend yield for the trailing twelve months is around 5.03%, more than CMTFX's 3.44% yield.


TTM20252024202320222021202020192018201720162015
COSIX
Columbia Strategic Income Fund
5.03%4.94%5.20%5.03%3.56%3.86%3.24%3.71%4.25%3.51%3.09%4.20%
CMTFX
Columbia Global Technology Growth Fund
3.44%3.09%1.02%2.23%3.36%4.19%0.87%2.44%5.89%3.60%0.35%1.74%

Drawdowns

COSIX vs. CMTFX - Drawdown Comparison

The maximum COSIX drawdown since its inception was -27.69%, smaller than the maximum CMTFX drawdown of -68.28%. Use the drawdown chart below to compare losses from any high point for COSIX and CMTFX.


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Drawdown Indicators


COSIXCMTFXDifference

Max Drawdown

Largest peak-to-trough decline

-27.69%

-68.28%

+40.59%

Max Drawdown (1Y)

Largest decline over 1 year

-2.21%

-14.35%

+12.14%

Max Drawdown (5Y)

Largest decline over 5 years

-16.88%

-39.42%

+22.54%

Max Drawdown (10Y)

Largest decline over 10 years

-16.88%

-39.42%

+22.54%

Current Drawdown

Current decline from peak

-1.94%

-14.35%

+12.41%

Average Drawdown

Average peak-to-trough decline

-2.48%

-16.40%

+13.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.59%

4.04%

-3.45%

Volatility

COSIX vs. CMTFX - Volatility Comparison

The current volatility for Columbia Strategic Income Fund (COSIX) is 1.30%, while Columbia Global Technology Growth Fund (CMTFX) has a volatility of 7.45%. This indicates that COSIX experiences smaller price fluctuations and is considered to be less risky than CMTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COSIXCMTFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.30%

7.45%

-6.15%

Volatility (6M)

Calculated over the trailing 6-month period

1.91%

16.24%

-14.33%

Volatility (1Y)

Calculated over the trailing 1-year period

3.19%

27.01%

-23.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.51%

25.81%

-21.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.15%

24.66%

-20.51%