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CTCAX vs. VITAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CTCAX vs. VITAX - 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 Index Fund Admiral Shares (VITAX). The values are adjusted to include any dividend payments, if applicable.

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CTCAX vs. VITAX - 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%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
-11.14%21.78%29.26%52.69%-29.67%30.36%45.93%48.72%2.51%37.07%

Returns By Period

In the year-to-date period, CTCAX achieves a -10.22% return, which is significantly higher than VITAX's -11.14% return. Both investments have delivered pretty close results over the past 10 years, with CTCAX having a 20.26% annualized return and VITAX not far ahead at 20.84%.


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%

VITAX

1D
-1.79%
1M
-7.83%
YTD
-11.14%
6M
-10.25%
1Y
23.94%
3Y*
20.87%
5Y*
14.06%
10Y*
20.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CTCAX vs. VITAX - Expense Ratio Comparison

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


Return for Risk

CTCAX vs. VITAX — 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

VITAX
VITAX Risk / Return Rank: 4747
Overall Rank
VITAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VITAX Sortino Ratio Rank: 5252
Sortino Ratio Rank
VITAX Omega Ratio Rank: 4848
Omega Ratio Rank
VITAX Calmar Ratio Rank: 5353
Calmar Ratio Rank
VITAX Martin Ratio Rank: 3838
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. VITAX - Risk-Adjusted Trends Comparison

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


CTCAXVITAXDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.87

+0.15

Sortino ratio

Return per unit of downside risk

1.57

1.39

+0.18

Omega ratio

Gain probability vs. loss probability

1.22

1.19

+0.02

Calmar ratio

Return relative to maximum drawdown

1.67

1.26

+0.41

Martin ratio

Return relative to average drawdown

5.92

3.92

+2.00

CTCAX vs. VITAX - Sharpe Ratio Comparison

The current CTCAX Sharpe Ratio is 1.02, which is comparable to the VITAX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of CTCAX and VITAX, 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


CTCAXVITAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.87

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.56

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.85

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.59

+0.12

Correlation

The correlation between CTCAX and VITAX is 0.96, 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.


Dividends

CTCAX vs. VITAX - Dividend Comparison

CTCAX's dividend yield for the trailing twelve months is around 3.66%, more than VITAX's 0.46% 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%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
0.46%0.40%0.60%0.65%0.91%0.63%0.82%1.11%1.29%0.99%1.31%1.28%

Drawdowns

CTCAX vs. VITAX - Drawdown Comparison

The maximum CTCAX drawdown since its inception was -61.04%, which is greater than VITAX's maximum drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for CTCAX and VITAX.


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Drawdown Indicators


CTCAXVITAXDifference

Max Drawdown

Largest peak-to-trough decline

-61.04%

-54.81%

-6.23%

Max Drawdown (1Y)

Largest decline over 1 year

-14.43%

-16.38%

+1.95%

Max Drawdown (5Y)

Largest decline over 5 years

-39.55%

-35.10%

-4.45%

Max Drawdown (10Y)

Largest decline over 10 years

-39.55%

-35.10%

-4.45%

Current Drawdown

Current decline from peak

-14.43%

-16.38%

+1.95%

Average Drawdown

Average peak-to-trough decline

-10.75%

-8.06%

-2.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

5.24%

-1.17%

Volatility

CTCAX vs. VITAX - Volatility Comparison

Columbia Global Technology Growth Fund Class A (CTCAX) has a higher volatility of 7.45% compared to Vanguard Information Technology Index Fund Admiral Shares (VITAX) at 6.70%. This indicates that CTCAX's price experiences larger fluctuations and is considered to be riskier than VITAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CTCAXVITAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.45%

6.70%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

16.24%

15.84%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

27.00%

27.38%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.81%

25.22%

+0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.66%

24.69%

-0.03%