PortfoliosLab logo
CTCAX vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CTCAX and VGT is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

CTCAX vs. VGT - Performance Comparison

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

800.00%1,000.00%1,200.00%1,400.00%December2025FebruaryMarchAprilMay
966.54%
1,272.02%
CTCAX
VGT

Key characteristics

Sharpe Ratio

CTCAX:

0.32

VGT:

0.45

Sortino Ratio

CTCAX:

0.65

VGT:

0.81

Omega Ratio

CTCAX:

1.09

VGT:

1.11

Calmar Ratio

CTCAX:

0.36

VGT:

0.49

Martin Ratio

CTCAX:

1.12

VGT:

1.61

Ulcer Index

CTCAX:

8.69%

VGT:

8.23%

Daily Std Dev

CTCAX:

30.15%

VGT:

29.76%

Max Drawdown

CTCAX:

-62.92%

VGT:

-54.63%

Current Drawdown

CTCAX:

-12.97%

VGT:

-13.53%

Returns By Period

In the year-to-date period, CTCAX achieves a -8.24% return, which is significantly higher than VGT's -10.00% return. Over the past 10 years, CTCAX has underperformed VGT with an annualized return of 15.33%, while VGT has yielded a comparatively higher 19.01% annualized return.


CTCAX

YTD

-8.24%

1M

17.74%

6M

-5.69%

1Y

5.58%

5Y*

14.69%

10Y*

15.33%

VGT

YTD

-10.00%

1M

16.78%

6M

-5.73%

1Y

8.73%

5Y*

18.64%

10Y*

19.01%

*Annualized

Compare stocks, funds, or ETFs

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


CTCAX vs. VGT - Expense Ratio Comparison

CTCAX has a 1.18% expense ratio, which is higher than VGT's 0.10% expense ratio.


Risk-Adjusted Performance

CTCAX vs. VGT — Risk-Adjusted Performance Rank

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

CTCAX
The Risk-Adjusted Performance Rank of CTCAX is 3838
Overall Rank
The Sharpe Ratio Rank of CTCAX is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of CTCAX is 3939
Sortino Ratio Rank
The Omega Ratio Rank of CTCAX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of CTCAX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of CTCAX is 3737
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 4848
Overall Rank
The Sharpe Ratio Rank of VGT is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 4848
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 4848
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 5252
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CTCAX vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Global Technology Growth Fund Class A (CTCAX) and Vanguard Information Technology ETF (VGT). 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.


The current CTCAX Sharpe Ratio is 0.32, which is comparable to the VGT Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of CTCAX and VGT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
0.32
0.45
CTCAX
VGT

Dividends

CTCAX vs. VGT - Dividend Comparison

CTCAX has not paid dividends to shareholders, while VGT's dividend yield for the trailing twelve months is around 0.57%.


TTM20242023202220212020201920182017201620152014
CTCAX
Columbia Global Technology Growth Fund Class A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.46%
VGT
Vanguard Information Technology ETF
0.57%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

CTCAX vs. VGT - Drawdown Comparison

The maximum CTCAX drawdown since its inception was -62.92%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for CTCAX and VGT. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-12.97%
-13.53%
CTCAX
VGT

Volatility

CTCAX vs. VGT - Volatility Comparison

Columbia Global Technology Growth Fund Class A (CTCAX) and Vanguard Information Technology ETF (VGT) have volatilities of 15.67% and 15.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
15.67%
15.73%
CTCAX
VGT