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NBGPX vs. CTCAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NBGPX vs. CTCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Capital Allocation Moderate Aggressive Portfolio (NBGPX) and Columbia Global Technology Growth Fund Class A (CTCAX). The values are adjusted to include any dividend payments, if applicable.

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NBGPX vs. CTCAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NBGPX
Columbia Capital Allocation Moderate Aggressive Portfolio
-1.91%17.29%13.35%17.73%-17.91%12.96%12.98%21.65%-7.94%18.82%
CTCAX
Columbia Global Technology Growth Fund Class A
-6.10%24.78%31.39%56.46%-34.81%22.73%49.46%43.91%-1.48%42.99%

Returns By Period

In the year-to-date period, NBGPX achieves a -1.91% return, which is significantly higher than CTCAX's -6.10% return. Over the past 10 years, NBGPX has underperformed CTCAX with an annualized return of 8.41%, while CTCAX has yielded a comparatively higher 20.80% annualized return.


NBGPX

1D
2.24%
1M
-4.49%
YTD
-1.91%
6M
0.22%
1Y
16.11%
3Y*
13.26%
5Y*
6.28%
10Y*
8.41%

CTCAX

1D
4.59%
1M
-5.90%
YTD
-6.10%
6M
-5.08%
1Y
32.32%
3Y*
25.70%
5Y*
12.94%
10Y*
20.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NBGPX vs. CTCAX - Expense Ratio Comparison

NBGPX has a 0.14% expense ratio, which is lower than CTCAX's 1.18% expense ratio.


Return for Risk

NBGPX vs. CTCAX — Risk / Return Rank

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

NBGPX
NBGPX Risk / Return Rank: 7474
Overall Rank
NBGPX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
NBGPX Sortino Ratio Rank: 7272
Sortino Ratio Rank
NBGPX Omega Ratio Rank: 7171
Omega Ratio Rank
NBGPX Calmar Ratio Rank: 7474
Calmar Ratio Rank
NBGPX Martin Ratio Rank: 8282
Martin Ratio Rank

CTCAX
CTCAX Risk / Return Rank: 7474
Overall Rank
CTCAX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CTCAX Sortino Ratio Rank: 7171
Sortino Ratio Rank
CTCAX Omega Ratio Rank: 6565
Omega Ratio Rank
CTCAX Calmar Ratio Rank: 8686
Calmar Ratio Rank
CTCAX Martin Ratio Rank: 7979
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.

NBGPX vs. CTCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Capital Allocation Moderate Aggressive Portfolio (NBGPX) and Columbia Global Technology Growth Fund Class A (CTCAX). 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.


NBGPXCTCAXDifference

Sharpe ratio

Return per unit of total volatility

1.36

1.24

+0.12

Sortino ratio

Return per unit of downside risk

1.96

1.84

+0.12

Omega ratio

Gain probability vs. loss probability

1.29

1.26

+0.03

Calmar ratio

Return relative to maximum drawdown

1.96

2.30

-0.34

Martin ratio

Return relative to average drawdown

9.12

8.07

+1.05

NBGPX vs. CTCAX - Sharpe Ratio Comparison

The current NBGPX Sharpe Ratio is 1.36, which is comparable to the CTCAX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of NBGPX and CTCAX, 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


NBGPXCTCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

1.24

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.50

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.84

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.71

-0.09

Correlation

The correlation between NBGPX and CTCAX 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.


Dividends

NBGPX vs. CTCAX - Dividend Comparison

NBGPX's dividend yield for the trailing twelve months is around 8.00%, more than CTCAX's 3.50% yield.


TTM20252024202320222021202020192018201720162015
NBGPX
Columbia Capital Allocation Moderate Aggressive Portfolio
8.00%8.12%6.80%4.67%6.52%16.00%5.44%7.61%9.89%7.46%4.03%6.92%
CTCAX
Columbia Global Technology Growth Fund Class A
3.50%3.29%1.08%2.36%3.53%4.15%0.91%2.55%5.82%3.52%0.36%1.80%

Drawdowns

NBGPX vs. CTCAX - Drawdown Comparison

The maximum NBGPX drawdown since its inception was -40.41%, smaller than the maximum CTCAX drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for NBGPX and CTCAX.


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Drawdown Indicators


NBGPXCTCAXDifference

Max Drawdown

Largest peak-to-trough decline

-40.41%

-61.04%

+20.63%

Max Drawdown (1Y)

Largest decline over 1 year

-8.48%

-14.43%

+5.95%

Max Drawdown (5Y)

Largest decline over 5 years

-24.03%

-39.55%

+15.52%

Max Drawdown (10Y)

Largest decline over 10 years

-26.76%

-39.55%

+12.79%

Current Drawdown

Current decline from peak

-5.08%

-10.51%

+5.43%

Average Drawdown

Average peak-to-trough decline

-4.74%

-10.75%

+6.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

4.12%

-2.30%

Volatility

NBGPX vs. CTCAX - Volatility Comparison

The current volatility for Columbia Capital Allocation Moderate Aggressive Portfolio (NBGPX) is 4.66%, while Columbia Global Technology Growth Fund Class A (CTCAX) has a volatility of 8.94%. This indicates that NBGPX experiences smaller price fluctuations and is considered to be less risky than CTCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NBGPXCTCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.66%

8.94%

-4.28%

Volatility (6M)

Calculated over the trailing 6-month period

7.21%

16.85%

-9.64%

Volatility (1Y)

Calculated over the trailing 1-year period

12.16%

27.31%

-15.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.81%

25.88%

-14.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.19%

24.70%

-12.51%