COTZX vs. FTA
Compare and contrast key facts about Columbia Thermostat Fund (COTZX) and First Trust Large Cap Value AlphaDEX Fund (FTA).
COTZX is managed by Columbia Threadneedle. It was launched on Sep 24, 2002. FTA is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX Large Cap Value Index. It was launched on May 8, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COTZX or FTA.
Correlation
The correlation between COTZX and FTA is 0.67, 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
COTZX vs. FTA - Performance Comparison
Key characteristics
COTZX:
1.80
FTA:
1.07
COTZX:
2.59
FTA:
1.60
COTZX:
1.33
FTA:
1.19
COTZX:
0.66
FTA:
1.37
COTZX:
8.58
FTA:
3.78
COTZX:
1.28%
FTA:
3.41%
COTZX:
6.10%
FTA:
12.06%
COTZX:
-49.51%
FTA:
-62.45%
COTZX:
-5.79%
FTA:
-5.04%
Returns By Period
In the year-to-date period, COTZX achieves a 1.82% return, which is significantly lower than FTA's 3.10% return. Over the past 10 years, COTZX has underperformed FTA with an annualized return of 3.23%, while FTA has yielded a comparatively higher 7.84% annualized return.
COTZX
1.82%
1.18%
1.66%
11.33%
3.75%
3.23%
FTA
3.10%
-0.67%
3.83%
13.61%
9.60%
7.84%
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COTZX vs. FTA - Expense Ratio Comparison
COTZX has a 0.24% expense ratio, which is lower than FTA's 0.60% expense ratio.
Risk-Adjusted Performance
COTZX vs. FTA — Risk-Adjusted Performance Rank
COTZX
FTA
COTZX vs. FTA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Thermostat Fund (COTZX) and First Trust Large Cap Value AlphaDEX Fund (FTA). 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
COTZX vs. FTA - Dividend Comparison
COTZX's dividend yield for the trailing twelve months is around 3.49%, more than FTA's 1.96% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COTZX Columbia Thermostat Fund | 3.49% | 3.55% | 2.74% | 2.32% | 1.85% | 1.74% | 1.98% | 2.26% | 3.74% | 0.78% | 2.27% | 2.19% |
FTA First Trust Large Cap Value AlphaDEX Fund | 1.96% | 2.02% | 2.10% | 2.15% | 1.54% | 2.03% | 1.88% | 2.28% | 1.53% | 1.56% | 2.05% | 1.79% |
Drawdowns
COTZX vs. FTA - Drawdown Comparison
The maximum COTZX drawdown since its inception was -49.51%, smaller than the maximum FTA drawdown of -62.45%. Use the drawdown chart below to compare losses from any high point for COTZX and FTA. For additional features, visit the drawdowns tool.
Volatility
COTZX vs. FTA - Volatility Comparison
The current volatility for Columbia Thermostat Fund (COTZX) is 1.49%, while First Trust Large Cap Value AlphaDEX Fund (FTA) has a volatility of 3.23%. This indicates that COTZX experiences smaller price fluctuations and is considered to be less risky than FTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.