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INUTX vs. VIHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INUTX vs. VIHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Dividend Opportunity Fund (INUTX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). The values are adjusted to include any dividend payments, if applicable.

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INUTX vs. VIHAX - 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%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
5.44%38.01%6.96%16.81%-6.88%15.01%-0.73%20.03%-12.38%22.40%

Returns By Period

In the year-to-date period, INUTX achieves a 5.17% return, which is significantly lower than VIHAX's 5.44% return. Both investments have delivered pretty close results over the past 10 years, with INUTX having a 10.05% annualized return and VIHAX not far ahead at 10.41%.


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%

VIHAX

1D
2.29%
1M
-4.98%
YTD
5.44%
6M
12.61%
1Y
32.56%
3Y*
20.30%
5Y*
12.43%
10Y*
10.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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INUTX vs. VIHAX - Expense Ratio Comparison

INUTX has a 1.06% expense ratio, which is higher than VIHAX's 0.22% expense ratio.


Return for Risk

INUTX vs. VIHAX — 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

VIHAX
VIHAX Risk / Return Rank: 9494
Overall Rank
VIHAX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VIHAX Sortino Ratio Rank: 9494
Sortino Ratio Rank
VIHAX Omega Ratio Rank: 9494
Omega Ratio Rank
VIHAX Calmar Ratio Rank: 9393
Calmar Ratio Rank
VIHAX Martin Ratio Rank: 9494
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. VIHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Dividend Opportunity Fund (INUTX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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.


INUTXVIHAXDifference

Sharpe ratio

Return per unit of total volatility

1.22

2.32

-1.10

Sortino ratio

Return per unit of downside risk

1.70

2.96

-1.27

Omega ratio

Gain probability vs. loss probability

1.26

1.47

-0.22

Calmar ratio

Return relative to maximum drawdown

1.62

3.01

-1.39

Martin ratio

Return relative to average drawdown

6.79

12.38

-5.59

INUTX vs. VIHAX - Sharpe Ratio Comparison

The current INUTX Sharpe Ratio is 1.22, which is lower than the VIHAX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of INUTX and VIHAX, 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


INUTXVIHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

2.32

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.91

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.66

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.66

-0.05

Correlation

The correlation between INUTX and VIHAX is 0.76, 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

INUTX vs. VIHAX - Dividend Comparison

INUTX's dividend yield for the trailing twelve months is around 7.71%, more than VIHAX's 3.62% 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%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
3.62%3.69%4.85%4.58%4.70%4.30%3.22%5.63%4.28%3.16%2.37%0.00%

Drawdowns

INUTX vs. VIHAX - Drawdown Comparison

The maximum INUTX drawdown since its inception was -55.57%, which is greater than VIHAX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for INUTX and VIHAX.


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Drawdown Indicators


INUTXVIHAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.57%

-38.80%

-16.77%

Max Drawdown (1Y)

Largest decline over 1 year

-11.66%

-10.66%

-1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-16.15%

-23.92%

+7.77%

Max Drawdown (10Y)

Largest decline over 10 years

-34.77%

-38.80%

+4.03%

Current Drawdown

Current decline from peak

-5.09%

-6.64%

+1.55%

Average Drawdown

Average peak-to-trough decline

-7.69%

-6.09%

-1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

2.59%

+0.20%

Volatility

INUTX vs. VIHAX - Volatility Comparison

The current volatility for Columbia Dividend Opportunity Fund (INUTX) is 3.71%, while Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) has a volatility of 6.16%. This indicates that INUTX experiences smaller price fluctuations and is considered to be less risky than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INUTXVIHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

6.16%

-2.45%

Volatility (6M)

Calculated over the trailing 6-month period

7.90%

9.08%

-1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

14.61%

14.29%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.61%

13.69%

-0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

15.92%

-0.07%