PortfoliosLab logoPortfoliosLab logo
HTDIX vs. COTZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HTDIX vs. COTZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tactical Dividend and Momentum Fund (HTDIX) and Columbia Thermostat Fund (COTZX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

HTDIX vs. COTZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HTDIX
Tactical Dividend and Momentum Fund
-3.34%12.92%18.32%12.48%-15.78%17.64%4.37%14.00%-5.63%14.81%
COTZX
Columbia Thermostat Fund
-2.76%15.02%7.98%11.66%-12.92%6.44%29.61%15.15%-1.17%3.33%

Returns By Period

In the year-to-date period, HTDIX achieves a -3.34% return, which is significantly lower than COTZX's -2.76% return. Over the past 10 years, HTDIX has underperformed COTZX with an annualized return of 6.08%, while COTZX has yielded a comparatively higher 6.95% annualized return.


HTDIX

1D
-0.21%
1M
-4.37%
YTD
-3.34%
6M
-2.82%
1Y
13.07%
3Y*
13.10%
5Y*
6.38%
10Y*
6.08%

COTZX

1D
0.23%
1M
-3.79%
YTD
-2.76%
6M
-1.32%
1Y
11.36%
3Y*
8.91%
5Y*
4.12%
10Y*
6.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


HTDIX vs. COTZX - Expense Ratio Comparison

HTDIX has a 1.40% expense ratio, which is higher than COTZX's 0.24% expense ratio.


Return for Risk

HTDIX vs. COTZX — Risk / Return Rank

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

HTDIX
HTDIX Risk / Return Rank: 4343
Overall Rank
HTDIX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
HTDIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
HTDIX Omega Ratio Rank: 4848
Omega Ratio Rank
HTDIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
HTDIX Martin Ratio Rank: 5050
Martin Ratio Rank

COTZX
COTZX Risk / Return Rank: 8484
Overall Rank
COTZX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
COTZX Sortino Ratio Rank: 8484
Sortino Ratio Rank
COTZX Omega Ratio Rank: 8484
Omega Ratio Rank
COTZX Calmar Ratio Rank: 8484
Calmar Ratio Rank
COTZX Martin Ratio Rank: 9191
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.

HTDIX vs. COTZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tactical Dividend and Momentum Fund (HTDIX) and Columbia Thermostat Fund (COTZX). 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.


HTDIXCOTZXDifference

Sharpe ratio

Return per unit of total volatility

0.83

1.37

-0.55

Sortino ratio

Return per unit of downside risk

1.26

2.20

-0.94

Omega ratio

Gain probability vs. loss probability

1.20

1.34

-0.14

Calmar ratio

Return relative to maximum drawdown

0.98

2.06

-1.08

Martin ratio

Return relative to average drawdown

4.94

10.72

-5.79

HTDIX vs. COTZX - Sharpe Ratio Comparison

The current HTDIX Sharpe Ratio is 0.83, which is lower than the COTZX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of HTDIX and COTZX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


HTDIXCOTZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.37

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.57

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.95

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.62

-0.17

Correlation

The correlation between HTDIX and COTZX is 0.60, 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

HTDIX vs. COTZX - Dividend Comparison

HTDIX has not paid dividends to shareholders, while COTZX's dividend yield for the trailing twelve months is around 3.46%.


TTM20252024202320222021202020192018201720162015
HTDIX
Tactical Dividend and Momentum Fund
0.00%0.00%0.00%1.92%0.00%14.07%0.00%0.69%0.36%0.65%1.29%0.34%
COTZX
Columbia Thermostat Fund
3.46%3.37%3.55%2.74%3.28%14.82%6.92%5.57%4.45%3.13%2.66%4.26%

Drawdowns

HTDIX vs. COTZX - Drawdown Comparison

The maximum HTDIX drawdown since its inception was -18.08%, smaller than the maximum COTZX drawdown of -47.48%. Use the drawdown chart below to compare losses from any high point for HTDIX and COTZX.


Loading graphics...

Drawdown Indicators


HTDIXCOTZXDifference

Max Drawdown

Largest peak-to-trough decline

-18.08%

-47.48%

+29.40%

Max Drawdown (1Y)

Largest decline over 1 year

-11.86%

-5.40%

-6.46%

Max Drawdown (5Y)

Largest decline over 5 years

-18.08%

-17.80%

-0.28%

Max Drawdown (10Y)

Largest decline over 10 years

-18.08%

-17.80%

-0.28%

Current Drawdown

Current decline from peak

-5.25%

-3.79%

-1.46%

Average Drawdown

Average peak-to-trough decline

-5.48%

-3.49%

-1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

1.04%

+1.32%

Volatility

HTDIX vs. COTZX - Volatility Comparison

Tactical Dividend and Momentum Fund (HTDIX) and Columbia Thermostat Fund (COTZX) have volatilities of 2.16% and 2.15%, 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.


Loading graphics...

Volatility by Period


HTDIXCOTZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.16%

2.15%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.11%

3.41%

+4.70%

Volatility (1Y)

Calculated over the trailing 1-year period

16.80%

8.52%

+8.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.49%

7.28%

+4.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.14%

7.35%

+4.79%