CTCAX vs. FELIX

Last updated Aug 1, 2026

CTCAX (Columbia Global Technology Growth Fund Class A) and FELIX (Fidelity Advisor Semiconductors Fund Class I) are both Technology Equities funds. Over the past 10 years, CTCAX returned 22.83%/yr vs 33.55%/yr for FELIX. Their correlation of 0.89 means they have usually moved in the same direction. CTCAX charges 1.18%/yr vs 0.69%/yr for FELIX.

Performance

CTCAX vs. FELIX - Performance Comparison

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

Returns By Period

In the year-to-date period, CTCAX achieves a 18.39% return, which is significantly lower than FELIX's 48.18% return. Over the past 10 years, CTCAX has underperformed FELIX with an annualized return of 22.83%, while FELIX has yielded a comparatively higher 33.55% annualized return.

CTCAX

• 1D: 5.75%
• 1M: -3.72%
• 6M: 16.09%
• YTD: 18.39%
• 1Y: 32.88%
• 3Y*: 27.89%
• 5Y*: 16.25%
• 10Y*: 22.83%
• ALL TIME*: 17.93%

FELIX

• 1D: 7.41%
• 1M: -8.92%
• 6M: 32.63%
• YTD: 48.18%
• 1Y: 85.51%
• 3Y*: 46.63%
• 5Y*: 35.56%
• 10Y*: 33.55%
• ALL TIME*: 14.92%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CTCAX Columbia Global Technology Growth Fund Class A	$0.00	$0.00	$0.00
FELIX Fidelity Advisor Semiconductors Fund Class I	$0.00	$0.00	$0.00

CTCAX vs. FELIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CTCAX Columbia Global Technology Growth Fund Class A	18.39%	24.78%	31.39%	56.46%	-34.81%	22.73%	49.46%	43.91%	-1.48%	42.99%
FELIX Fidelity Advisor Semiconductors Fund Class I	48.18%	45.25%	44.10%	75.49%	-34.88%	57.89%	44.02%	64.21%	-12.52%	34.54%

Correlation

The correlation between CTCAX and FELIX is 0.92, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.92
Correlation (3Y) Balances recent behavior with more history.	0.92
Correlation (5Y) Shows whether the relationship held over a longer period.	0.92
Correlation (10Y) Provides a long-term view across more market conditions.	0.89
Correlation (All Time) Calculated using the full available price history since Oct 31, 2002	0.89

The correlation between CTCAX and FELIX has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

Return for Risk

CTCAX vs. FELIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CTCAX

CTCAX Risk / Return Rank: 42
CTCAX Sharpe Ratio Rank: 37
CTCAX Sortino Ratio Rank: 35
CTCAX Omega Ratio Rank: 36
CTCAX Calmar Ratio Rank: 57
CTCAX Martin Ratio Rank: 44

FELIX

FELIX Risk / Return Rank: 82
FELIX Sharpe Ratio Rank: 84
FELIX Sortino Ratio Rank: 73
FELIX Omega Ratio Rank: 74
FELIX Calmar Ratio Rank: 87
FELIX Martin Ratio Rank: 91

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CTCAX vs. FELIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Global Technology Growth Fund Class A (CTCAX) and Fidelity Advisor Semiconductors Fund Class I (FELIX). 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.

	CTCAX	FELIX	Difference
Sharpe ratio: Return per unit of total volatility	1.12	1.98	-0.86
Sortino ratio: Return per unit of downside risk	1.59	2.41	-0.82
Omega ratio: Gain probability vs. loss probability	1.20	1.31	-0.11
Calmar ratio: Return relative to maximum drawdown	1.94	3.00	-1.06
Martin ratio: Return relative to average drawdown	6.18	12.69	-6.51

CTCAX vs. FELIX - Sharpe Ratio Comparison

The current CTCAX Sharpe Ratio is 1.12, which is lower than the FELIX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of CTCAX and FELIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CTCAX vs. FELIX - Drawdown Comparison

The maximum CTCAX drawdown since its inception was -61.04%, smaller than the maximum FELIX drawdown of -71.17%. Use the drawdown chart below to compare losses from any high point for CTCAX and FELIX.

Drawdown Indicators

	CTCAX	FELIX	Difference
Max Drawdown Largest peak-to-trough decline	-61.04%	-71.17%	+10.13%
Max Drawdown (1Y) Largest decline over 1 year	-15.22%	-26.89%	+11.67%
Max Drawdown (3Y) Largest decline over 3 years	-26.67%	-36.40%	+9.73%
Max Drawdown (5Y) Largest decline over 5 years	-39.55%	-46.02%	+6.47%
Max Drawdown (10Y) Largest decline over 10 years	-39.55%	-46.02%	+6.47%
Current Drawdown Current decline from peak	-10.35%	-21.47%	+11.12%
Average Drawdown Average peak-to-trough decline	-10.65%	-21.07%	+10.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.77%	6.35%	-1.58%

Volatility

CTCAX vs. FELIX - Volatility Comparison

The current volatility for Columbia Global Technology Growth Fund Class A (CTCAX) is 10.69%, while Fidelity Advisor Semiconductors Fund Class I (FELIX) has a volatility of 16.85%. This indicates that CTCAX experiences smaller price fluctuations and is considered to be less risky than FELIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CTCAX	FELIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.69%	16.85%	-6.16%
Volatility (6M) Calculated over the trailing 6-month period	22.57%	34.46%	-11.89%
Volatility (1Y) Calculated over the trailing 1-year period	26.35%	40.70%	-14.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.92%	39.85%	-12.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.27%	35.48%	-10.21%

CTCAX vs. FELIX - Expense Ratio Comparison

CTCAX has a 1.18% expense ratio, which is higher than FELIX's 0.69% expense ratio.

Dividends

CTCAX vs. FELIX - Dividend Comparison

CTCAX's dividend yield for the trailing twelve months is around 2.78%, less than FELIX's 4.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CTCAX Columbia Global Technology Growth Fund Class A	2.78%	3.29%	1.08%	2.36%	3.53%	4.15%	0.91%	2.55%	5.82%	3.52%	0.36%	1.80%
FELIX Fidelity Advisor Semiconductors Fund Class I	4.39%	6.51%	6.44%	3.15%	3.09%	4.14%	4.43%	1.04%	19.34%	9.50%	0.55%	10.37%

Frequently Asked Questions

Can I hold both CTCAX and FELIX in my portfolio?

With a correlation of 0.92, CTCAX and FELIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, CTCAX or FELIX?

FELIX has higher volatility (16.85%) compared to CTCAX (10.69%). In terms of maximum drawdown, CTCAX dropped -61.04% vs FELIX's -71.17%.

Which has better risk-adjusted returns?

FELIX currently has the higher Sharpe Ratio (1.98 vs 1.12), 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.