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INUTX vs. CMTFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INUTX vs. CMTFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Dividend Opportunity Fund (INUTX) and Columbia Global Technology Growth Fund (CMTFX). The values are adjusted to include any dividend payments, if applicable.

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INUTX vs. CMTFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INUTX
Columbia Dividend Opportunity Fund
5.17%15.64%14.41%4.88%-1.68%26.09%0.76%23.31%-5.32%12.93%
CMTFX
Columbia Global Technology Growth Fund
-6.05%25.10%31.72%56.85%-34.63%23.04%49.65%44.21%-1.26%43.38%

Returns By Period

In the year-to-date period, INUTX achieves a 5.17% return, which is significantly higher than CMTFX's -6.05% return. Over the past 10 years, INUTX has underperformed CMTFX with an annualized return of 10.05%, while CMTFX has yielded a comparatively higher 21.08% annualized return.


INUTX

1D
1.55%
1M
-3.74%
YTD
5.17%
6M
7.86%
1Y
18.13%
3Y*
14.05%
5Y*
10.13%
10Y*
10.05%

CMTFX

1D
4.58%
1M
-5.89%
YTD
-6.05%
6M
-4.98%
1Y
32.66%
3Y*
26.02%
5Y*
13.22%
10Y*
21.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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INUTX vs. CMTFX - Expense Ratio Comparison

INUTX has a 1.06% expense ratio, which is higher than CMTFX's 0.92% expense ratio.


Return for Risk

INUTX vs. CMTFX — Risk / Return Rank

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

INUTX
INUTX Risk / Return Rank: 6464
Overall Rank
INUTX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
INUTX Sortino Ratio Rank: 6262
Sortino Ratio Rank
INUTX Omega Ratio Rank: 6363
Omega Ratio Rank
INUTX Calmar Ratio Rank: 6464
Calmar Ratio Rank
INUTX Martin Ratio Rank: 6767
Martin Ratio Rank

CMTFX
CMTFX Risk / Return Rank: 7474
Overall Rank
CMTFX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
CMTFX Sortino Ratio Rank: 7272
Sortino Ratio Rank
CMTFX Omega Ratio Rank: 6666
Omega Ratio Rank
CMTFX Calmar Ratio Rank: 8787
Calmar Ratio Rank
CMTFX Martin Ratio Rank: 8080
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.

INUTX vs. CMTFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Opportunity Fund (INUTX) and Columbia Global Technology Growth Fund (CMTFX). 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.


INUTXCMTFXDifference

Sharpe ratio

Return per unit of total volatility

1.22

1.25

-0.03

Sortino ratio

Return per unit of downside risk

1.70

1.86

-0.16

Omega ratio

Gain probability vs. loss probability

1.26

1.26

0.00

Calmar ratio

Return relative to maximum drawdown

1.62

2.34

-0.72

Martin ratio

Return relative to average drawdown

6.79

8.20

-1.42

INUTX vs. CMTFX - Sharpe Ratio Comparison

The current INUTX Sharpe Ratio is 1.22, which is comparable to the CMTFX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of INUTX and CMTFX, 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


INUTXCMTFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

1.25

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.51

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.86

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.44

+0.16

Correlation

The correlation between INUTX and CMTFX is 0.64, 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

INUTX vs. CMTFX - Dividend Comparison

INUTX's dividend yield for the trailing twelve months is around 7.71%, more than CMTFX's 3.29% yield.


TTM20252024202320222021202020192018201720162015
INUTX
Columbia Dividend Opportunity Fund
7.71%8.05%7.27%3.76%7.82%12.77%4.22%12.47%12.99%10.68%3.84%5.80%
CMTFX
Columbia Global Technology Growth Fund
3.29%3.09%1.02%2.23%3.36%4.19%0.87%2.44%5.89%3.60%0.35%1.74%

Drawdowns

INUTX vs. CMTFX - Drawdown Comparison

The maximum INUTX drawdown since its inception was -55.57%, smaller than the maximum CMTFX drawdown of -68.28%. Use the drawdown chart below to compare losses from any high point for INUTX and CMTFX.


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Drawdown Indicators


INUTXCMTFXDifference

Max Drawdown

Largest peak-to-trough decline

-55.57%

-68.28%

+12.71%

Max Drawdown (1Y)

Largest decline over 1 year

-11.66%

-14.35%

+2.69%

Max Drawdown (5Y)

Largest decline over 5 years

-16.15%

-39.42%

+23.27%

Max Drawdown (10Y)

Largest decline over 10 years

-34.77%

-39.42%

+4.65%

Current Drawdown

Current decline from peak

-5.09%

-10.42%

+5.33%

Average Drawdown

Average peak-to-trough decline

-7.69%

-16.39%

+8.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

4.09%

-1.30%

Volatility

INUTX vs. CMTFX - Volatility Comparison

The current volatility for Columbia Dividend Opportunity Fund (INUTX) is 3.71%, while Columbia Global Technology Growth Fund (CMTFX) has a volatility of 8.94%. This indicates that INUTX experiences smaller price fluctuations and is considered to be less risky than CMTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INUTXCMTFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

8.94%

-5.23%

Volatility (6M)

Calculated over the trailing 6-month period

7.90%

16.85%

-8.95%

Volatility (1Y)

Calculated over the trailing 1-year period

14.61%

27.32%

-12.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.61%

25.88%

-12.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

24.70%

-8.85%