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CTCAX vs. ACN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CTCAX vs. ACN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Global Technology Growth Fund Class A (CTCAX) and Accenture plc (ACN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CTCAX achieves a 26.44% return, which is significantly higher than ACN's -47.00% return. Over the past 10 years, CTCAX has outperformed ACN with an annualized return of 23.98%, while ACN has yielded a comparatively lower 3.73% annualized return.


CTCAX

1D
0.27%
1M
1.55%
6M
22.22%
YTD
26.44%
1Y
43.25%
3Y*
32.51%
5Y*
17.93%
10Y*
23.98%

ACN

1D
2.43%
1M
-17.67%
6M
-49.39%
YTD
-47.00%
1Y
-49.08%
3Y*
-22.30%
5Y*
-13.49%
10Y*
3.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CTCAX vs. ACN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CTCAX
Columbia Global Technology Growth Fund Class A
26.44%24.78%31.39%56.46%-34.81%22.73%49.46%43.91%-1.48%42.99%
ACN
Accenture plc
-47.00%-22.14%1.86%33.60%-34.75%60.67%26.04%51.21%-6.23%33.34%

Correlation

The correlation between CTCAX and ACN is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2002

0.55

The correlation between CTCAX and ACN shifts across timeframes, from -0.06 (1 year) to 0.56 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

CTCAX vs. ACN — Risk / Return Rank

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

CTCAX
CTCAX Risk / Return Rank: 6262
Overall Rank
CTCAX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
CTCAX Sortino Ratio Rank: 4848
Sortino Ratio Rank
CTCAX Omega Ratio Rank: 5252
Omega Ratio Rank
CTCAX Calmar Ratio Rank: 8181
Calmar Ratio Rank
CTCAX Martin Ratio Rank: 6969
Martin Ratio Rank

ACN
ACN Risk / Return Rank: 44
Overall Rank
ACN Sharpe Ratio Rank: 22
Sharpe Ratio Rank
ACN Sortino Ratio Rank: 44
Sortino Ratio Rank
ACN Omega Ratio Rank: 44
Omega Ratio Rank
ACN Calmar Ratio Rank: 99
Calmar Ratio Rank
ACN Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CTCAX vs. ACN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Global Technology Growth Fund Class A (CTCAX) and Accenture plc (ACN). 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.


CTCAXACNDifference
Sharpe ratioReturn per unit of total volatility

+2.93

Sortino ratioReturn per unit of downside risk

+4.00

Omega ratioGain probability vs. loss probability

1.30

0.77

+0.53

Calmar ratioReturn relative to maximum drawdown

2.97

-0.87

+3.84

Martin ratioReturn relative to average drawdown

10.15

-1.90

+12.05

CTCAX vs. ACN - Sharpe Ratio Comparison

The current CTCAX Sharpe Ratio is 1.73, which is higher than the ACN Sharpe Ratio of -1.19. The chart below compares the historical Sharpe Ratios of CTCAX and ACN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CTCAX vs. ACN - Drawdown Comparison

The maximum CTCAX drawdown since its inception was -61.04%, smaller than the maximum ACN drawdown of -67.78%. Use the drawdown chart below to compare losses from any high point for CTCAX and ACN.


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Drawdown Indicators


CTCAXACNDifference

Max Drawdown

Largest peak-to-trough decline

-61.04%

-67.78%

+6.74%

Max Drawdown (1Y)

Largest decline over 1 year

-14.43%

-56.51%

+42.08%

Max Drawdown (3Y)

Largest decline over 3 years

-26.67%

-67.78%

+41.11%

Max Drawdown (5Y)

Largest decline over 5 years

-39.55%

-67.78%

+28.23%

Max Drawdown (10Y)

Largest decline over 10 years

-39.55%

-67.78%

+28.23%

Current Drawdown

Current decline from peak

-4.25%

-63.70%

+59.45%

Average Drawdown

Average peak-to-trough decline

-10.65%

-13.05%

+2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.22%

25.89%

-21.67%

Volatility

CTCAX vs. ACN - Volatility Comparison

The current volatility for Columbia Global Technology Growth Fund Class A (CTCAX) is 12.00%, while Accenture plc (ACN) has a volatility of 24.14%. This indicates that CTCAX experiences smaller price fluctuations and is considered to be less risky than ACN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CTCAXACNDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.00%

24.14%

-12.14%

Volatility (6M)

Calculated over the trailing 6-month period

21.13%

37.31%

-16.18%

Volatility (1Y)

Calculated over the trailing 1-year period

24.79%

41.27%

-16.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.64%

30.25%

-3.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.11%

27.70%

-2.59%

Dividends

CTCAX vs. ACN - Dividend Comparison

CTCAX's dividend yield for the trailing twelve months is around 2.60%, less than ACN's 4.71% yield.


PositionTTM20252024202320222021202020192018201720162015
ACN
Accenture plc
4.71%2.26%1.52%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%
CTCAX
Columbia Global Technology Growth Fund Class A
2.60%3.29%1.08%2.36%3.53%4.15%0.91%2.55%5.82%3.52%0.36%1.80%

Frequently Asked Questions


CTCAX and ACN have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACN has higher volatility (24.14%) compared to CTCAX (12.00%). In terms of maximum drawdown, CTCAX dropped -61.04% vs ACN's -67.78%.

CTCAX currently has the higher Sharpe Ratio (1.73 vs -1.19), 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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