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CTCAX vs. COSZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CTCAX vs. COSZX - Performance Comparison

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

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CTCAX vs. COSZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CTCAX
Columbia Global Technology Growth Fund Class A
-10.22%24.78%31.39%56.46%-34.81%22.73%49.46%43.91%-1.48%42.99%
COSZX
Columbia Overseas Value Fund
0.28%45.80%4.70%16.05%-5.99%10.78%-0.07%22.37%-16.70%27.82%

Returns By Period

In the year-to-date period, CTCAX achieves a -10.22% return, which is significantly lower than COSZX's 0.28% return. Over the past 10 years, CTCAX has outperformed COSZX with an annualized return of 20.26%, while COSZX has yielded a comparatively lower 9.81% annualized return.


CTCAX

1D
-1.69%
1M
-9.75%
YTD
-10.22%
6M
-8.54%
1Y
27.76%
3Y*
23.83%
5Y*
12.52%
10Y*
20.26%

COSZX

1D
0.21%
1M
-10.89%
YTD
0.28%
6M
6.08%
1Y
29.26%
3Y*
19.10%
5Y*
11.26%
10Y*
9.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CTCAX vs. COSZX - Expense Ratio Comparison

CTCAX has a 1.18% expense ratio, which is higher than COSZX's 0.90% expense ratio.


Return for Risk

CTCAX vs. COSZX — 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: 5656
Sharpe Ratio Rank
CTCAX Sortino Ratio Rank: 6262
Sortino Ratio Rank
CTCAX Omega Ratio Rank: 5757
Omega Ratio Rank
CTCAX Calmar Ratio Rank: 7373
Calmar Ratio Rank
CTCAX Martin Ratio Rank: 6262
Martin Ratio Rank

COSZX
COSZX Risk / Return Rank: 8787
Overall Rank
COSZX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
COSZX Sortino Ratio Rank: 8686
Sortino Ratio Rank
COSZX Omega Ratio Rank: 8686
Omega Ratio Rank
COSZX Calmar Ratio Rank: 8888
Calmar Ratio Rank
COSZX Martin Ratio Rank: 8686
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. COSZX - Risk-Adjusted Trends Comparison

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


CTCAXCOSZXDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.77

-0.75

Sortino ratio

Return per unit of downside risk

1.57

2.27

-0.70

Omega ratio

Gain probability vs. loss probability

1.22

1.36

-0.14

Calmar ratio

Return relative to maximum drawdown

1.67

2.33

-0.66

Martin ratio

Return relative to average drawdown

5.92

9.03

-3.11

CTCAX vs. COSZX - Sharpe Ratio Comparison

The current CTCAX Sharpe Ratio is 1.02, which is lower than the COSZX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of CTCAX and COSZX, 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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Sharpe Ratios by Period


CTCAXCOSZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.77

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.72

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.57

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.20

+0.50

Correlation

The correlation between CTCAX and COSZX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CTCAX vs. COSZX - Dividend Comparison

CTCAX's dividend yield for the trailing twelve months is around 3.66%, less than COSZX's 7.89% yield.


TTM20252024202320222021202020192018201720162015
CTCAX
Columbia Global Technology Growth Fund Class A
3.66%3.29%1.08%2.36%3.53%4.15%0.91%2.55%5.82%3.52%0.36%1.80%
COSZX
Columbia Overseas Value Fund
7.89%7.91%5.38%3.97%1.88%3.59%1.69%3.82%3.59%1.71%1.99%2.27%

Drawdowns

CTCAX vs. COSZX - Drawdown Comparison

The maximum CTCAX drawdown since its inception was -61.04%, roughly equal to the maximum COSZX drawdown of -63.37%. Use the drawdown chart below to compare losses from any high point for CTCAX and COSZX.


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Drawdown Indicators


CTCAXCOSZXDifference

Max Drawdown

Largest peak-to-trough decline

-61.04%

-63.37%

+2.33%

Max Drawdown (1Y)

Largest decline over 1 year

-14.43%

-11.76%

-2.67%

Max Drawdown (5Y)

Largest decline over 5 years

-39.55%

-25.77%

-13.78%

Max Drawdown (10Y)

Largest decline over 10 years

-39.55%

-43.40%

+3.85%

Current Drawdown

Current decline from peak

-14.43%

-10.89%

-3.54%

Average Drawdown

Average peak-to-trough decline

-10.75%

-18.03%

+7.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

3.04%

+1.03%

Volatility

CTCAX vs. COSZX - Volatility Comparison

Columbia Global Technology Growth Fund Class A (CTCAX) has a higher volatility of 7.45% compared to Columbia Overseas Value Fund (COSZX) at 6.37%. This indicates that CTCAX's price experiences larger fluctuations and is considered to be riskier than COSZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CTCAXCOSZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.45%

6.37%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

16.24%

10.10%

+6.14%

Volatility (1Y)

Calculated over the trailing 1-year period

27.00%

16.05%

+10.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.81%

15.74%

+10.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.66%

17.43%

+7.23%