CTCAX vs. USMV
Compare and contrast key facts about Columbia Global Technology Growth Fund Class A (CTCAX) and iShares MSCI USA Minimum Volatility Factor ETF (USMV).
CTCAX is managed by Columbia. It was launched on Nov 9, 2000. USMV is a passively managed fund by iShares that tracks the performance of the MSCI USA Minimum Volatility Index. It was launched on Oct 18, 2011.
Performance
CTCAX vs. USMV - Performance Comparison
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CTCAX vs. USMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
USMV iShares MSCI USA Minimum Volatility Factor ETF | -1.10% | 7.65% | 15.74% | 10.33% | -9.43% | 20.85% | 5.64% | 27.69% | 1.33% | 18.91% |
Returns By Period
In the year-to-date period, CTCAX achieves a -10.22% return, which is significantly lower than USMV's -1.10% return. Over the past 10 years, CTCAX has outperformed USMV with an annualized return of 20.26%, while USMV has yielded a comparatively lower 9.65% 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%
USMV
- 1D
- 1.15%
- 1M
- -4.79%
- YTD
- -1.10%
- 6M
- -1.72%
- 1Y
- 0.57%
- 3Y*
- 10.28%
- 5Y*
- 7.61%
- 10Y*
- 9.65%
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CTCAX vs. USMV - Expense Ratio Comparison
CTCAX has a 1.18% expense ratio, which is higher than USMV's 0.15% expense ratio.
Return for Risk
CTCAX vs. USMV — Risk / Return Rank
CTCAX
USMV
CTCAX vs. USMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Global Technology Growth Fund Class A (CTCAX) and iShares MSCI USA Minimum Volatility Factor ETF (USMV). 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.
| CTCAX | USMV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.05 | +0.98 |
Sortino ratioReturn per unit of downside risk | 1.57 | 0.15 | +1.42 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.02 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 0.18 | +1.49 |
Martin ratioReturn relative to average drawdown | 5.92 | 0.79 | +5.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CTCAX | USMV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.05 | +0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.62 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.67 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.85 | -0.15 |
Correlation
The correlation between CTCAX and USMV is 0.65, 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. USMV - Dividend Comparison
CTCAX's dividend yield for the trailing twelve months is around 3.66%, more than USMV's 1.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
USMV iShares MSCI USA Minimum Volatility Factor ETF | 1.58% | 1.49% | 1.67% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% |
Drawdowns
CTCAX vs. USMV - Drawdown Comparison
The maximum CTCAX drawdown since its inception was -61.04%, which is greater than USMV's maximum drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for CTCAX and USMV.
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Drawdown Indicators
| CTCAX | USMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.04% | -33.10% | -27.94% |
Max Drawdown (1Y)Largest decline over 1 year | -14.43% | -8.91% | -5.52% |
Max Drawdown (5Y)Largest decline over 5 years | -39.55% | -17.93% | -21.62% |
Max Drawdown (10Y)Largest decline over 10 years | -39.55% | -33.10% | -6.45% |
Current DrawdownCurrent decline from peak | -14.43% | -4.79% | -9.64% |
Average DrawdownAverage peak-to-trough decline | -10.75% | -2.88% | -7.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.07% | 2.00% | +2.07% |
Volatility
CTCAX vs. USMV - Volatility Comparison
Columbia Global Technology Growth Fund Class A (CTCAX) has a higher volatility of 7.45% compared to iShares MSCI USA Minimum Volatility Factor ETF (USMV) at 3.03%. This indicates that CTCAX's price experiences larger fluctuations and is considered to be riskier than USMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CTCAX | USMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.45% | 3.03% | +4.42% |
Volatility (6M)Calculated over the trailing 6-month period | 16.24% | 6.08% | +10.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.00% | 12.54% | +14.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.81% | 12.39% | +13.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.66% | 14.51% | +10.15% |