CSTAX vs. CMCSA
CSTAX (American Funds College 2027 Fund) is Diversified Portfolio fund managed by American Funds, while CMCSA (Comcast Corporation) is a stock. Over the past 10 years, CSTAX returned 4.99%/yr vs 0.50%/yr for CMCSA. At a 0.47 correlation, their price movements are largely independent.
Performance
CSTAX vs. CMCSA - Performance Comparison
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Returns By Period
In the year-to-date period, CSTAX achieves a 1.38% return, which is significantly higher than CMCSA's -13.71% return. Over the past 10 years, CSTAX has outperformed CMCSA with an annualized return of 4.99%, while CMCSA has yielded a comparatively lower 0.50% annualized return.
CSTAX
- 1D
- 0.16%
- 1M
- 0.40%
- YTD
- 1.38%
- 6M
- 1.52%
- 1Y
- 6.38%
- 3Y*
- 6.72%
- 5Y*
- 2.95%
- 10Y*
- 4.99%
CMCSA
- 1D
- -0.49%
- 1M
- -11.45%
- YTD
- -13.71%
- 6M
- -11.85%
- 1Y
- -23.82%
- 3Y*
- -11.33%
- 5Y*
- -11.93%
- 10Y*
- 0.50%
CSTAX vs. CMCSA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSTAX American Funds College 2027 Fund | 1.38% | 9.00% | 5.57% | 6.57% | -9.87% | 6.52% | 7.66% | 13.35% | -2.23% | 11.77% |
CMCSA Comcast Corporation | -13.71% | -17.35% | -11.84% | 29.08% | -28.68% | -2.22% | 19.13% | 34.04% | -12.71% | 17.45% |
Correlation
The correlation between CSTAX and CMCSA is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013 | 0.47 |
Over the past year, the correlation between CSTAX and CMCSA has dropped to 0.15 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
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Return for Risk
CSTAX vs. CMCSA — Risk / Return Rank
CSTAX
CMCSA
CSTAX vs. CMCSA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Funds College 2027 Fund (CSTAX) and Comcast Corporation (CMCSA). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CSTAX | CMCSA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.88 | ||
| Sortino ratioReturn per unit of downside risk | +4.07 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 0.87 | +0.54 |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | -0.78 | +3.17 |
| Martin ratioReturn relative to average drawdown | 9.06 | -1.60 | +10.66 |
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Drawdowns
CSTAX vs. CMCSA - Drawdown Comparison
The maximum CSTAX drawdown since its inception was -14.52%, smaller than the maximum CMCSA drawdown of -67.89%. Use the drawdown chart below to compare losses from any high point for CSTAX and CMCSA.
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Drawdown Indicators
| CSTAX | CMCSA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.52% | -67.89% | +53.37% |
Max Drawdown (1Y)Largest decline over 1 year | -2.72% | -30.48% | +27.76% |
Max Drawdown (3Y)Largest decline over 3 years | -4.89% | -41.39% | +36.50% |
Max Drawdown (5Y)Largest decline over 5 years | -14.52% | -52.61% | +38.09% |
Max Drawdown (10Y)Largest decline over 10 years | -14.52% | -52.61% | +38.09% |
Current DrawdownCurrent decline from peak | -0.48% | -52.61% | +52.13% |
Average DrawdownAverage peak-to-trough decline | -2.34% | -24.63% | +22.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.72% | 14.92% | -14.20% |
Volatility
CSTAX vs. CMCSA - Volatility Comparison
The current volatility for American Funds College 2027 Fund (CSTAX) is 1.22%, while Comcast Corporation (CMCSA) has a volatility of 8.20%. This indicates that CSTAX experiences smaller price fluctuations and is considered to be less risky than CMCSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSTAX | CMCSA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.22% | 8.20% | -6.98% |
Volatility (6M)Calculated over the trailing 6-month period | 2.47% | 24.40% | -21.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.13% | 29.62% | -26.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.17% | 27.06% | -21.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.79% | 26.55% | -20.76% |
Dividends
CSTAX vs. CMCSA - Dividend Comparison
CSTAX's dividend yield for the trailing twelve months is around 5.19%, less than CMCSA's 13.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMCSA Comcast Corporation | 13.00% | 4.35% | 3.25% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.69% | 1.18% | 1.96% | 1.73% |
CSTAX American Funds College 2027 Fund | 5.19% | 5.26% | 3.78% | 3.17% | 3.40% | 7.52% | 5.72% | 4.00% | 4.78% | 3.90% | 4.34% | 4.49% |
Frequently Asked Questions
CSTAX and CMCSA have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMCSA has higher volatility (8.20%) compared to CSTAX (1.22%). In terms of maximum drawdown, CSTAX dropped -14.52% vs CMCSA's -67.89%.
CSTAX currently has the higher Sharpe Ratio (2.07 vs -0.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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