PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

Returns By Period

In the year-to-date period, CTCAX achieves a 30.14% return, which is significantly higher than ACN's -29.60% return. Over the past 10 years, CTCAX has outperformed ACN with an annualized return of 24.56%, while ACN has yielded a comparatively lower 6.37% annualized return.


CTCAX

1D
2.50%
1M
15.65%
YTD
30.14%
6M
29.40%
1Y
61.29%
3Y*
35.41%
5Y*
20.29%
10Y*
24.56%

ACN

1D
-5.27%
1M
3.55%
YTD
-29.60%
6M
-27.63%
1Y
-39.24%
3Y*
-14.09%
5Y*
-6.21%
10Y*
6.37%
*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
30.14%24.78%31.39%56.46%-34.81%22.73%49.46%43.91%-1.48%42.99%
ACN
Accenture plc
-29.60%-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 0.08, 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

0.08

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

0.32

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

0.52

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

0.58

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2002

0.56

Over the past year, the correlation between CTCAX and ACN has dropped to 0.08 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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: 8282
Overall Rank
CTCAX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CTCAX Sortino Ratio Rank: 7676
Sortino Ratio Rank
CTCAX Omega Ratio Rank: 7474
Omega Ratio Rank
CTCAX Calmar Ratio Rank: 8888
Calmar Ratio Rank
CTCAX Martin Ratio Rank: 8585
Martin Ratio Rank

ACN
ACN Risk / Return Rank: 55
Overall Rank
ACN Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ACN Sortino Ratio Rank: 44
Sortino Ratio Rank
ACN Omega Ratio Rank: 55
Omega Ratio Rank
ACN Calmar Ratio Rank: 99
Calmar Ratio Rank
ACN Martin Ratio Rank: 55
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.


CTCAXACNDifference

Sharpe ratio

Return per unit of total volatility

3.00

-1.10

+4.11

Sortino ratio

Return per unit of downside risk

3.64

-1.61

+5.25

Omega ratio

Gain probability vs. loss probability

1.48

0.81

+0.68

Calmar ratio

Return relative to maximum drawdown

4.30

-0.81

+5.11

Martin ratio

Return relative to average drawdown

16.11

-1.51

+17.62

CTCAX vs. ACN - Sharpe Ratio Comparison

The current CTCAX Sharpe Ratio is 3.00, which is higher than the ACN Sharpe Ratio of -1.10. 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.


Loading charts...

Sharpe Ratios by Period


CTCAXACNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.00

-1.10

+4.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

-0.22

+1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.99

0.24

+0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.41

+0.36

Drawdowns

CTCAX vs. ACN - Drawdown Comparison

The maximum CTCAX drawdown since its inception was -61.04%, roughly equal to the maximum ACN drawdown of -59.20%. Use the drawdown chart below to compare losses from any high point for CTCAX and ACN.


Loading charts...

Drawdown Indicators


CTCAXACNDifference

Max Drawdown

Largest peak-to-trough decline

-61.04%

-59.20%

-1.84%

Max Drawdown (1Y)

Largest decline over 1 year

-14.43%

-48.96%

+34.53%

Max Drawdown (3Y)

Largest decline over 3 years

-26.67%

-58.67%

+32.00%

Max Drawdown (5Y)

Largest decline over 5 years

-39.55%

-58.67%

+19.12%

Max Drawdown (10Y)

Largest decline over 10 years

-39.55%

-58.67%

+19.12%

Current Drawdown

Current decline from peak

0.00%

-51.78%

+51.78%

Average Drawdown

Average peak-to-trough decline

-10.68%

-12.84%

+2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.86%

26.32%

-22.46%

Volatility

CTCAX vs. ACN - Volatility Comparison

The current volatility for Columbia Global Technology Growth Fund Class A (CTCAX) is 6.33%, while Accenture plc (ACN) has a volatility of 14.53%. 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.


Loading charts...

Volatility by Period


CTCAXACNDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.33%

14.53%

-8.20%

Volatility (6M)

Calculated over the trailing 6-month period

16.68%

29.93%

-13.25%

Volatility (1Y)

Calculated over the trailing 1-year period

21.06%

35.63%

-14.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.98%

28.49%

-2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.84%

26.82%

-1.98%

Dividends

CTCAX vs. ACN - Dividend Comparison

CTCAX's dividend yield for the trailing twelve months is around 2.53%, less than ACN's 3.42% yield.


PositionTTM20252024202320222021202020192018201720162015
ACN
Accenture plc
3.42%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
2.53%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 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACN has higher volatility (14.53%) compared to CTCAX (6.33%). In terms of maximum drawdown, CTCAX dropped -61.04% vs ACN's -59.20%.

CTCAX currently has the higher Sharpe Ratio (3.00 vs -1.10), 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.

Portfolio Optimizer

Find the right allocation for CTCAX and ACN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer