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CRAZX vs. MOGAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CRAZX and MOGAX is 0.72, 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.


Performance

CRAZX vs. MOGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Adaptive Risk Allocation Fund (CRAZX) and MassMutual 60/40 Allocation Fund (MOGAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CRAZX:

0.82

MOGAX:

0.87

Sortino Ratio

CRAZX:

1.07

MOGAX:

1.17

Omega Ratio

CRAZX:

1.15

MOGAX:

1.16

Calmar Ratio

CRAZX:

0.82

MOGAX:

0.82

Martin Ratio

CRAZX:

3.18

MOGAX:

3.38

Ulcer Index

CRAZX:

2.28%

MOGAX:

2.41%

Daily Std Dev

CRAZX:

10.00%

MOGAX:

10.21%

Max Drawdown

CRAZX:

-18.21%

MOGAX:

-25.70%

Current Drawdown

CRAZX:

-0.71%

MOGAX:

-0.60%

Returns By Period

In the year-to-date period, CRAZX achieves a 2.83% return, which is significantly lower than MOGAX's 3.08% return. Over the past 10 years, CRAZX has underperformed MOGAX with an annualized return of 5.29%, while MOGAX has yielded a comparatively higher 6.48% annualized return.


CRAZX

YTD

2.83%

1M

1.98%

6M

-0.42%

1Y

7.70%

3Y*

4.00%

5Y*

5.39%

10Y*

5.29%

MOGAX

YTD

3.08%

1M

3.08%

6M

-0.18%

1Y

8.13%

3Y*

6.69%

5Y*

8.02%

10Y*

6.48%

*Annualized

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MassMutual 60/40 Allocation Fund

CRAZX vs. MOGAX - Expense Ratio Comparison

CRAZX has a 0.74% expense ratio, which is higher than MOGAX's 0.61% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CRAZX vs. MOGAX — Risk-Adjusted Performance Rank

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

CRAZX
The Risk-Adjusted Performance Rank of CRAZX is 6262
Overall Rank
The Sharpe Ratio Rank of CRAZX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of CRAZX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of CRAZX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of CRAZX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of CRAZX is 6868
Martin Ratio Rank

MOGAX
The Risk-Adjusted Performance Rank of MOGAX is 6767
Overall Rank
The Sharpe Ratio Rank of MOGAX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of MOGAX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of MOGAX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of MOGAX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of MOGAX is 7171
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.

CRAZX vs. MOGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Adaptive Risk Allocation Fund (CRAZX) and MassMutual 60/40 Allocation Fund (MOGAX). 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 current CRAZX Sharpe Ratio is 0.82, which is comparable to the MOGAX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of CRAZX and MOGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

CRAZX vs. MOGAX - Dividend Comparison

CRAZX's dividend yield for the trailing twelve months is around 2.46%, less than MOGAX's 6.04% yield.


TTM20242023202220212020201920182017201620152014
CRAZX
Columbia Adaptive Risk Allocation Fund
2.46%2.53%0.54%8.14%20.39%2.13%7.51%6.22%7.19%2.21%1.02%2.06%
MOGAX
MassMutual 60/40 Allocation Fund
6.04%6.23%3.93%11.13%13.14%3.64%13.70%15.46%4.16%1.56%7.75%16.46%

Drawdowns

CRAZX vs. MOGAX - Drawdown Comparison

The maximum CRAZX drawdown since its inception was -18.21%, smaller than the maximum MOGAX drawdown of -25.70%. Use the drawdown chart below to compare losses from any high point for CRAZX and MOGAX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CRAZX vs. MOGAX - Volatility Comparison

The current volatility for Columbia Adaptive Risk Allocation Fund (CRAZX) is 2.26%, while MassMutual 60/40 Allocation Fund (MOGAX) has a volatility of 2.40%. This indicates that CRAZX experiences smaller price fluctuations and is considered to be less risky than MOGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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