COTZX vs. SMIDX
Compare and contrast key facts about Columbia Thermostat Fund (COTZX) and SMI Dynamic Allocation Fund (SMIDX).
COTZX is managed by Columbia. It was launched on Sep 24, 2002. SMIDX is managed by SMI Funds. It was launched on Feb 27, 2013.
Performance
COTZX vs. SMIDX - Performance Comparison
Loading graphics...
COTZX vs. SMIDX - 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% |
SMIDX SMI Dynamic Allocation Fund | -1.27% | 22.50% | 12.76% | 8.39% | -19.12% | 14.00% | 9.64% | 9.47% | -6.12% | 14.11% |
Returns By Period
In the year-to-date period, COTZX achieves a -2.76% return, which is significantly lower than SMIDX's -1.27% return. Over the past 10 years, COTZX has outperformed SMIDX with an annualized return of 6.95%, while SMIDX has yielded a comparatively lower 5.70% 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%
SMIDX
- 1D
- -0.30%
- 1M
- -8.73%
- YTD
- -1.27%
- 6M
- 3.23%
- 1Y
- 18.80%
- 3Y*
- 11.75%
- 5Y*
- 6.12%
- 10Y*
- 5.70%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
COTZX vs. SMIDX - Expense Ratio Comparison
COTZX has a 0.24% expense ratio, which is lower than SMIDX's 1.19% expense ratio.
Return for Risk
COTZX vs. SMIDX — Risk / Return Rank
COTZX
SMIDX
COTZX vs. SMIDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Thermostat Fund (COTZX) and SMI Dynamic Allocation Fund (SMIDX). 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 | SMIDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 1.50 | -0.12 |
Sortino ratioReturn per unit of downside risk | 2.20 | 2.05 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.31 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.06 | 2.07 | 0.00 |
Martin ratioReturn relative to average drawdown | 10.72 | 8.71 | +2.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| COTZX | SMIDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 1.50 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.58 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.95 | 0.57 | +0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.52 | +0.11 |
Correlation
The correlation between COTZX and SMIDX is 0.62, 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.
Dividends
COTZX vs. SMIDX - Dividend Comparison
COTZX's dividend yield for the trailing twelve months is around 3.46%, less than SMIDX's 11.98% 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% |
SMIDX SMI Dynamic Allocation Fund | 11.98% | 11.83% | 6.43% | 0.19% | 0.00% | 7.91% | 5.32% | 1.22% | 1.53% | 0.92% | 0.25% | 1.27% |
Drawdowns
COTZX vs. SMIDX - Drawdown Comparison
The maximum COTZX drawdown since its inception was -47.48%, which is greater than SMIDX's maximum drawdown of -21.99%. Use the drawdown chart below to compare losses from any high point for COTZX and SMIDX.
Loading graphics...
Drawdown Indicators
| COTZX | SMIDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.48% | -21.99% | -25.49% |
Max Drawdown (1Y)Largest decline over 1 year | -5.40% | -8.73% | +3.33% |
Max Drawdown (5Y)Largest decline over 5 years | -17.80% | -21.99% | +4.19% |
Max Drawdown (10Y)Largest decline over 10 years | -17.80% | -21.99% | +4.19% |
Current DrawdownCurrent decline from peak | -3.79% | -8.73% | +4.94% |
Average DrawdownAverage peak-to-trough decline | -3.49% | -6.39% | +2.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 2.07% | -1.03% |
Volatility
COTZX vs. SMIDX - Volatility Comparison
The current volatility for Columbia Thermostat Fund (COTZX) is 2.15%, while SMI Dynamic Allocation Fund (SMIDX) has a volatility of 4.98%. This indicates that COTZX experiences smaller price fluctuations and is considered to be less risky than SMIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| COTZX | SMIDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.15% | 4.98% | -2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 3.41% | 9.81% | -6.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.52% | 12.84% | -4.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.28% | 10.58% | -3.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.35% | 10.05% | -2.70% |