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COTZX vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 0.8

Performance

COTZX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Thermostat Fund (COTZX) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
173.39%
877.02%
COTZX
SPY

Key characteristics

Sharpe Ratio

COTZX:

1.31

SPY:

0.51

Sortino Ratio

COTZX:

2.07

SPY:

0.86

Omega Ratio

COTZX:

1.29

SPY:

1.13

Calmar Ratio

COTZX:

0.72

SPY:

0.55

Martin Ratio

COTZX:

7.57

SPY:

2.26

Ulcer Index

COTZX:

1.57%

SPY:

4.55%

Daily Std Dev

COTZX:

9.09%

SPY:

20.08%

Max Drawdown

COTZX:

-49.51%

SPY:

-55.19%

Current Drawdown

COTZX:

-6.14%

SPY:

-9.89%

Returns By Period

In the year-to-date period, COTZX achieves a 1.44% return, which is significantly higher than SPY's -5.76% return. Over the past 10 years, COTZX has underperformed SPY with an annualized return of 3.10%, while SPY has yielded a comparatively higher 11.99% annualized return.


COTZX

YTD

1.44%

1M

0.62%

6M

1.78%

1Y

12.56%

5Y*

2.32%

10Y*

3.10%

SPY

YTD

-5.76%

1M

-3.16%

6M

-4.30%

1Y

10.76%

5Y*

15.96%

10Y*

11.99%

*Annualized

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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%.


Expense ratio chart for COTZX: current value is 0.24%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
COTZX: 0.24%
Expense ratio chart for SPY: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPY: 0.09%

Risk-Adjusted Performance

COTZX vs. SPY — Risk-Adjusted Performance Rank

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

COTZX
The Risk-Adjusted Performance Rank of COTZX is 8585
Overall Rank
The Sharpe Ratio Rank of COTZX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of COTZX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of COTZX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of COTZX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of COTZX is 9090
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

COTZX vs. SPY - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for COTZX, currently valued at 1.31, compared to the broader market-1.000.001.002.003.00
COTZX: 1.31
SPY: 0.51
The chart of Sortino ratio for COTZX, currently valued at 2.07, compared to the broader market-2.000.002.004.006.008.00
COTZX: 2.07
SPY: 0.86
The chart of Omega ratio for COTZX, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.00
COTZX: 1.29
SPY: 1.13
The chart of Calmar ratio for COTZX, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.00
COTZX: 0.72
SPY: 0.55
The chart of Martin ratio for COTZX, currently valued at 7.57, compared to the broader market0.0010.0020.0030.0040.0050.00
COTZX: 7.57
SPY: 2.26

The current COTZX Sharpe Ratio is 1.31, which is higher than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of COTZX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.31
0.51
COTZX
SPY

Dividends

COTZX vs. SPY - Dividend Comparison

COTZX's dividend yield for the trailing twelve months is around 3.50%, more than SPY's 1.30% yield.


TTM20242023202220212020201920182017201620152014
COTZX
Columbia Thermostat Fund
3.50%3.55%2.74%2.32%1.85%1.74%1.98%2.26%3.74%0.78%2.27%2.19%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

COTZX vs. SPY - Drawdown Comparison

The maximum COTZX drawdown since its inception was -49.51%, 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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.14%
-9.89%
COTZX
SPY

Volatility

COTZX vs. SPY - Volatility Comparison

The current volatility for Columbia Thermostat Fund (COTZX) is 6.93%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.12%. 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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
6.93%
15.12%
COTZX
SPY