COTZX vs. SPY
Compare and contrast key facts about Columbia Thermostat Fund (COTZX) and State Street SPDR S&P 500 ETF (SPY).
COTZX is managed by Columbia. It was launched on Sep 24, 2002. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
COTZX vs. SPY - Performance Comparison
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COTZX vs. SPY - 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% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, COTZX achieves a -2.76% return, which is significantly higher than SPY's -4.37% return. Over the past 10 years, COTZX has underperformed SPY with an annualized return of 6.95%, while SPY has yielded a comparatively higher 13.98% 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%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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COTZX vs. SPY - Expense Ratio Comparison
COTZX has a 0.24% expense ratio, which is higher than SPY's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
COTZX vs. SPY — Risk / Return Rank
COTZX
SPY
COTZX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Thermostat Fund (COTZX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 0.93 | +0.45 |
Sortino ratioReturn per unit of downside risk | 2.20 | 1.45 | +0.75 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.22 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.06 | 1.53 | +0.54 |
Martin ratioReturn relative to average drawdown | 10.72 | 7.30 | +3.43 |
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 | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 0.93 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.69 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.95 | 0.78 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.56 | +0.06 |
Correlation
The correlation between COTZX and SPY is 0.82, 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. SPY - Dividend Comparison
COTZX's dividend yield for the trailing twelve months is around 3.46%, more than SPY's 1.14% 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% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
COTZX vs. SPY - Drawdown Comparison
The maximum COTZX drawdown since its inception was -47.48%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for COTZX and SPY.
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Drawdown Indicators
| COTZX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.48% | -55.19% | +7.71% |
Max Drawdown (1Y)Largest decline over 1 year | -5.40% | -12.05% | +6.65% |
Max Drawdown (5Y)Largest decline over 5 years | -17.80% | -24.50% | +6.70% |
Max Drawdown (10Y)Largest decline over 10 years | -17.80% | -33.72% | +15.92% |
Current DrawdownCurrent decline from peak | -3.79% | -6.24% | +2.45% |
Average DrawdownAverage peak-to-trough decline | -3.49% | -9.09% | +5.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 2.52% | -1.48% |
Volatility
COTZX vs. SPY - Volatility Comparison
The current volatility for Columbia Thermostat Fund (COTZX) is 2.15%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that COTZX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COTZX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.15% | 5.31% | -3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 3.41% | 9.47% | -6.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.52% | 19.05% | -10.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.28% | 17.06% | -9.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.35% | 17.92% | -10.57% |