COTZX vs. SIOAX
Compare and contrast key facts about Columbia Thermostat Fund (COTZX) and SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX).
COTZX is managed by Columbia. It was launched on Sep 24, 2002. SIOAX is managed by BlackRock. It was launched on Apr 8, 2012.
Performance
COTZX vs. SIOAX - Performance Comparison
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COTZX vs. SIOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COTZX Columbia Thermostat Fund | -2.76% | 15.02% | 7.98% | 11.66% | -12.92% | 6.44% | 29.61% | 15.15% | -1.17% | 3.33% |
SIOAX SEI Institutional Managed Trust Multi-Asset Income Fund | 0.35% | 10.08% | 7.25% | 11.09% | -13.13% | 4.50% | 5.33% | 14.33% | -2.11% | 6.77% |
Returns By Period
In the year-to-date period, COTZX achieves a -2.76% return, which is significantly lower than SIOAX's 0.35% return. Over the past 10 years, COTZX has outperformed SIOAX with an annualized return of 6.95%, while SIOAX has yielded a comparatively lower 5.05% annualized 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%
SIOAX
- 1D
- 0.10%
- 1M
- -2.20%
- YTD
- 0.35%
- 6M
- 2.26%
- 1Y
- 7.45%
- 3Y*
- 8.34%
- 5Y*
- 3.79%
- 10Y*
- 5.05%
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COTZX vs. SIOAX - Expense Ratio Comparison
COTZX has a 0.24% expense ratio, which is lower than SIOAX's 0.80% expense ratio.
Return for Risk
COTZX vs. SIOAX — Risk / Return Rank
COTZX
SIOAX
COTZX vs. SIOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Thermostat Fund (COTZX) and SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX). 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 | SIOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 2.29 | -0.92 |
Sortino ratioReturn per unit of downside risk | 2.20 | 3.05 | -0.85 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.53 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.06 | 2.39 | -0.33 |
Martin ratioReturn relative to average drawdown | 10.72 | 11.01 | -0.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COTZX | SIOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 2.29 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.84 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.95 | 1.00 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 1.06 | -0.43 |
Correlation
The correlation between COTZX and SIOAX is 0.70, 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
COTZX vs. SIOAX - Dividend Comparison
COTZX's dividend yield for the trailing twelve months is around 3.46%, less than SIOAX's 4.92% 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% |
SIOAX SEI Institutional Managed Trust Multi-Asset Income Fund | 4.92% | 5.37% | 6.08% | 6.49% | 6.11% | 3.87% | 3.05% | 4.43% | 3.29% | 4.31% | 4.27% | 6.30% |
Drawdowns
COTZX vs. SIOAX - Drawdown Comparison
The maximum COTZX drawdown since its inception was -47.48%, which is greater than SIOAX's maximum drawdown of -22.10%. Use the drawdown chart below to compare losses from any high point for COTZX and SIOAX.
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Drawdown Indicators
| COTZX | SIOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.48% | -22.10% | -25.38% |
Max Drawdown (1Y)Largest decline over 1 year | -5.40% | -3.20% | -2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -17.80% | -17.57% | -0.23% |
Max Drawdown (10Y)Largest decline over 10 years | -17.80% | -22.10% | +4.30% |
Current DrawdownCurrent decline from peak | -3.79% | -2.25% | -1.54% |
Average DrawdownAverage peak-to-trough decline | -3.49% | -2.35% | -1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 0.69% | +0.35% |
Volatility
COTZX vs. SIOAX - Volatility Comparison
Columbia Thermostat Fund (COTZX) has a higher volatility of 2.15% compared to SEI Institutional Managed Trust Multi-Asset Income Fund (SIOAX) at 1.09%. This indicates that COTZX's price experiences larger fluctuations and is considered to be riskier than SIOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COTZX | SIOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.15% | 1.09% | +1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 3.41% | 1.86% | +1.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.52% | 3.36% | +5.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.28% | 4.56% | +2.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.35% | 5.06% | +2.29% |