COTZX vs. GUG

Last updated Apr 1, 2026

Compare and contrast key facts about Columbia Thermostat Fund (COTZX) and Guggenheim Active Allocation Fund (GUG).

COTZX is managed by Columbia. It was launched on Sep 24, 2002. GUG is an actively managed fund by Guggenheim. It was launched on Nov 23, 2021.

Performance

COTZX vs. GUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Thermostat Fund (COTZX) and Guggenheim Active Allocation Fund (GUG). The values are adjusted to include any dividend payments, if applicable.

COTZX vs. GUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
COTZX Columbia Thermostat Fund	-2.76%	15.02%	7.98%	11.66%	-12.92%	0.57%
GUG Guggenheim Active Allocation Fund	1.54%	13.12%	11.46%	20.68%	-26.55%	-0.20%

Returns By Period

In the year-to-date period, COTZX achieves a -2.76% return, which is significantly lower than GUG's 1.54% return.

COTZX

• 1D: 0.23%
• 1M: -3.79%
• YTD: -2.76%
• 6M: -1.32%
• 1Y: 11.36%
• 3Y*: 8.91%
• 5Y*: 4.12%
• 10Y*: 6.95%

GUG

• 1D: 1.74%
• 1M: -3.78%
• YTD: 1.54%
• 6M: 2.11%
• 1Y: 10.74%
• 3Y*: 13.02%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

COTZX vs. GUG - Expense Ratio Comparison

COTZX has a 0.24% expense ratio, which is lower than GUG's 3.86% expense ratio.

GUG

Guggenheim Active Allocation Fund

COTZX

Columbia Thermostat Fund

Return for Risk

COTZX vs. GUG — Risk / Return Rank

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

COTZX

COTZX Risk / Return Rank: 84
COTZX Sharpe Ratio Rank: 77
COTZX Sortino Ratio Rank: 84
COTZX Omega Ratio Rank: 84
COTZX Calmar Ratio Rank: 84
COTZX Martin Ratio Rank: 91

GUG

GUG Risk / Return Rank: 35
GUG Sharpe Ratio Rank: 36
GUG Sortino Ratio Rank: 34
GUG Omega Ratio Rank: 27
GUG Calmar Ratio Rank: 47
GUG Martin Ratio Rank: 31

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.

COTZX vs. GUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Thermostat Fund (COTZX) and Guggenheim Active Allocation Fund (GUG). 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.

	COTZX	GUG	Difference
Sharpe ratio Return per unit of total volatility	1.37	0.80	+0.57
Sortino ratio Return per unit of downside risk	2.20	1.18	+1.02
Omega ratio Gain probability vs. loss probability	1.34	1.15	+0.19
Calmar ratio Return relative to maximum drawdown	2.06	1.18	+0.89
Martin ratio Return relative to average drawdown	10.72	3.37	+7.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COTZX vs. GUG - Sharpe Ratio Comparison

The current COTZX Sharpe Ratio is 1.37, which is higher than the GUG Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of COTZX and GUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	COTZX	GUG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.37	0.80	+0.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.95	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	0.17	+0.46

Correlation

The correlation between COTZX and GUG is 0.40, 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

COTZX vs. GUG - Dividend Comparison

COTZX's dividend yield for the trailing twelve months is around 3.46%, less than GUG's 9.36% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COTZX Columbia Thermostat Fund	3.46%	3.37%	3.55%	2.74%	3.28%	14.82%	6.92%	5.57%	4.45%	3.13%	2.66%	4.26%
GUG Guggenheim Active Allocation Fund	9.36%	9.30%	9.58%	9.72%	9.71%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

COTZX vs. GUG - Drawdown Comparison

The maximum COTZX drawdown since its inception was -47.48%, which is greater than GUG's maximum drawdown of -32.78%. Use the drawdown chart below to compare losses from any high point for COTZX and GUG.

Drawdown Indicators

	COTZX	GUG	Difference
Max Drawdown Largest peak-to-trough decline	-47.48%	-32.78%	-14.70%
Max Drawdown (1Y) Largest decline over 1 year	-5.40%	-8.45%	+3.05%
Max Drawdown (5Y) Largest decline over 5 years	-17.80%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-17.80%	—	—
Current Drawdown Current decline from peak	-3.79%	-5.44%	+1.65%
Average Drawdown Average peak-to-trough decline	-3.49%	-12.02%	+8.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.04%	2.94%	-1.90%

Volatility

COTZX vs. GUG - Volatility Comparison

The current volatility for Columbia Thermostat Fund (COTZX) is 2.15%, while Guggenheim Active Allocation Fund (GUG) has a volatility of 3.35%. This indicates that COTZX experiences smaller price fluctuations and is considered to be less risky than GUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COTZX	GUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.15%	3.35%	-1.20%
Volatility (6M) Calculated over the trailing 6-month period	3.41%	8.66%	-5.25%
Volatility (1Y) Calculated over the trailing 1-year period	8.52%	13.43%	-4.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.28%	17.72%	-10.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.35%	17.72%	-10.37%