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SHGTX vs. CDAZX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHGTX vs. CDAZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Seligman Global Technology Fund (SHGTX) and Multi-Manager Directional Alternative Strategies Fund (CDAZX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SHGTX achieves a 6.99% return, which is significantly higher than CDAZX's -1.68% return.


SHGTX

1D
0.26%
1M
-2.12%
YTD
6.99%
6M
9.94%
1Y
88.68%
3Y*
31.49%
5Y*
16.93%
10Y*
23.00%

CDAZX

1D
0.29%
1M
-0.85%
YTD
-1.68%
6M
5.20%
1Y
21.99%
3Y*
14.26%
5Y*
10.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHGTX vs. CDAZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHGTX
Columbia Seligman Global Technology Fund
6.99%35.09%26.04%45.28%-31.70%38.60%45.56%54.92%-8.70%30.80%
CDAZX
Multi-Manager Directional Alternative Strategies Fund
-1.68%19.20%19.75%3.90%1.31%20.14%-6.39%8.17%-12.03%10.32%

Correlation

The correlation between SHGTX and CDAZX is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.


SHGTX vs. CDAZX - Expense Ratio Comparison

SHGTX has a 1.29% expense ratio, which is lower than CDAZX's 1.84% expense ratio.


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Return for Risk

SHGTX vs. CDAZX — Risk / Return Rank

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

SHGTX
SHGTX Risk / Return Rank: 9191
Overall Rank
SHGTX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SHGTX Sortino Ratio Rank: 8888
Sortino Ratio Rank
SHGTX Omega Ratio Rank: 8383
Omega Ratio Rank
SHGTX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SHGTX Martin Ratio Rank: 9696
Martin Ratio Rank

CDAZX
CDAZX Risk / Return Rank: 8989
Overall Rank
CDAZX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
CDAZX Sortino Ratio Rank: 9292
Sortino Ratio Rank
CDAZX Omega Ratio Rank: 8585
Omega Ratio Rank
CDAZX Calmar Ratio Rank: 8787
Calmar Ratio Rank
CDAZX Martin Ratio Rank: 8989
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.

SHGTX vs. CDAZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Global Technology Fund (SHGTX) and Multi-Manager Directional Alternative Strategies Fund (CDAZX). 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.


SHGTXCDAZXDifference

Sharpe ratio

Return per unit of total volatility

2.02

2.01

+0.01

Sortino ratio

Return per unit of downside risk

2.60

2.90

-0.29

Omega ratio

Gain probability vs. loss probability

1.36

1.38

-0.01

Calmar ratio

Return relative to maximum drawdown

4.27

2.66

+1.61

Martin ratio

Return relative to average drawdown

15.81

10.96

+4.85

SHGTX vs. CDAZX - Sharpe Ratio Comparison

The current SHGTX Sharpe Ratio is 2.02, which is comparable to the CDAZX Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of SHGTX and CDAZX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SHGTXCDAZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

2.01

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

1.12

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.62

-0.02

Drawdowns

SHGTX vs. CDAZX - Drawdown Comparison

The maximum SHGTX drawdown since its inception was -77.47%, which is greater than CDAZX's maximum drawdown of -30.94%. Use the drawdown chart below to compare losses from any high point for SHGTX and CDAZX.


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Drawdown Indicators


SHGTXCDAZXDifference

Max Drawdown

Largest peak-to-trough decline

-77.47%

-30.94%

-46.53%

Max Drawdown (1Y)

Largest decline over 1 year

-12.45%

-7.32%

-5.13%

Max Drawdown (5Y)

Largest decline over 5 years

-43.17%

-10.91%

-32.26%

Max Drawdown (10Y)

Largest decline over 10 years

-43.17%

Current Drawdown

Current decline from peak

-5.59%

-5.01%

-0.58%

Average Drawdown

Average peak-to-trough decline

-25.06%

-6.22%

-18.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.03%

1.78%

+2.25%

Volatility

SHGTX vs. CDAZX - Volatility Comparison

Columbia Seligman Global Technology Fund (SHGTX) has a higher volatility of 10.69% compared to Multi-Manager Directional Alternative Strategies Fund (CDAZX) at 3.40%. This indicates that SHGTX's price experiences larger fluctuations and is considered to be riskier than CDAZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHGTXCDAZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.69%

3.40%

+7.29%

Volatility (6M)

Calculated over the trailing 6-month period

21.66%

7.10%

+14.56%

Volatility (1Y)

Calculated over the trailing 1-year period

31.07%

9.34%

+21.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.26%

9.09%

+18.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.64%

10.00%

+16.64%

Dividends

SHGTX vs. CDAZX - Dividend Comparison

SHGTX's dividend yield for the trailing twelve months is around 7.90%, less than CDAZX's 23.67% yield.


TTM20252024202320222021202020192018201720162015
SHGTX
Columbia Seligman Global Technology Fund
7.90%8.45%14.04%6.22%3.94%11.77%9.92%10.26%12.75%7.25%8.13%8.09%
CDAZX
Multi-Manager Directional Alternative Strategies Fund
23.67%23.28%10.21%1.58%11.48%6.28%0.00%0.79%50.33%3.97%0.00%0.00%