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RFRAX vs. SMGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RFRAX vs. SMGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Floating Rate Fund (RFRAX) and Columbia Contrarian Core Fund (SMGIX). The values are adjusted to include any dividend payments, if applicable.

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RFRAX vs. SMGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RFRAX
Columbia Floating Rate Fund
-1.13%5.83%6.55%11.01%-2.90%4.53%1.03%7.60%0.08%3.82%
SMGIX
Columbia Contrarian Core Fund
-5.63%17.35%23.33%32.12%-18.64%24.18%22.21%32.95%-8.95%20.57%

Returns By Period

In the year-to-date period, RFRAX achieves a -1.13% return, which is significantly higher than SMGIX's -5.63% return. Over the past 10 years, RFRAX has underperformed SMGIX with an annualized return of 4.35%, while SMGIX has yielded a comparatively higher 13.21% annualized return.


RFRAX

1D
-0.03%
1M
0.09%
YTD
-1.13%
6M
-0.05%
1Y
4.37%
3Y*
6.48%
5Y*
4.33%
10Y*
4.35%

SMGIX

1D
2.93%
1M
-4.62%
YTD
-5.63%
6M
-3.60%
1Y
15.81%
3Y*
18.40%
5Y*
10.92%
10Y*
13.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RFRAX vs. SMGIX - Expense Ratio Comparison

RFRAX has a 1.02% expense ratio, which is higher than SMGIX's 0.75% expense ratio.


Return for Risk

RFRAX vs. SMGIX — Risk / Return Rank

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

RFRAX
RFRAX Risk / Return Rank: 8989
Overall Rank
RFRAX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
RFRAX Sortino Ratio Rank: 9494
Sortino Ratio Rank
RFRAX Omega Ratio Rank: 9595
Omega Ratio Rank
RFRAX Calmar Ratio Rank: 8686
Calmar Ratio Rank
RFRAX Martin Ratio Rank: 8181
Martin Ratio Rank

SMGIX
SMGIX Risk / Return Rank: 4646
Overall Rank
SMGIX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SMGIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
SMGIX Omega Ratio Rank: 4545
Omega Ratio Rank
SMGIX Calmar Ratio Rank: 5252
Calmar Ratio Rank
SMGIX Martin Ratio Rank: 5555
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.

RFRAX vs. SMGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Floating Rate Fund (RFRAX) and Columbia Contrarian Core Fund (SMGIX). 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.


RFRAXSMGIXDifference

Sharpe ratio

Return per unit of total volatility

1.79

0.87

+0.92

Sortino ratio

Return per unit of downside risk

2.99

1.34

+1.65

Omega ratio

Gain probability vs. loss probability

1.51

1.20

+0.31

Calmar ratio

Return relative to maximum drawdown

2.19

1.34

+0.85

Martin ratio

Return relative to average drawdown

8.05

5.64

+2.41

RFRAX vs. SMGIX - Sharpe Ratio Comparison

The current RFRAX Sharpe Ratio is 1.79, which is higher than the SMGIX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of RFRAX and SMGIX, 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


RFRAXSMGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

0.87

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.67

0.58

+1.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.15

0.70

+0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

0.68

+0.39

Correlation

The correlation between RFRAX and SMGIX is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

RFRAX vs. SMGIX - Dividend Comparison

RFRAX's dividend yield for the trailing twelve months is around 6.19%, less than SMGIX's 7.83% yield.


TTM20252024202320222021202020192018201720162015
RFRAX
Columbia Floating Rate Fund
6.19%6.81%6.62%7.60%4.44%3.08%3.44%4.82%4.41%3.52%3.85%4.10%
SMGIX
Columbia Contrarian Core Fund
7.83%7.39%9.69%3.08%10.61%13.70%7.69%5.87%10.17%4.89%0.76%5.86%

Drawdowns

RFRAX vs. SMGIX - Drawdown Comparison

The maximum RFRAX drawdown since its inception was -33.04%, smaller than the maximum SMGIX drawdown of -50.62%. Use the drawdown chart below to compare losses from any high point for RFRAX and SMGIX.


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Drawdown Indicators


RFRAXSMGIXDifference

Max Drawdown

Largest peak-to-trough decline

-33.04%

-50.62%

+17.58%

Max Drawdown (1Y)

Largest decline over 1 year

-2.12%

-12.33%

+10.21%

Max Drawdown (5Y)

Largest decline over 5 years

-6.90%

-32.20%

+25.30%

Max Drawdown (10Y)

Largest decline over 10 years

-21.74%

-32.45%

+10.71%

Current Drawdown

Current decline from peak

-1.25%

-7.35%

+6.10%

Average Drawdown

Average peak-to-trough decline

-2.28%

-6.77%

+4.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

2.93%

-2.35%

Volatility

RFRAX vs. SMGIX - Volatility Comparison

The current volatility for Columbia Floating Rate Fund (RFRAX) is 0.76%, while Columbia Contrarian Core Fund (SMGIX) has a volatility of 5.29%. This indicates that RFRAX experiences smaller price fluctuations and is considered to be less risky than SMGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RFRAXSMGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

5.29%

-4.53%

Volatility (6M)

Calculated over the trailing 6-month period

1.73%

9.73%

-8.00%

Volatility (1Y)

Calculated over the trailing 1-year period

2.68%

18.74%

-16.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.61%

19.00%

-16.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.81%

18.97%

-15.16%