PortfoliosLab logoPortfoliosLab logo
SMGIX vs. CMNWX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMGIX vs. CMNWX - Performance Comparison

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

Loading graphics...

SMGIX vs. CMNWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
CMNWX
Principal Capital Appreciation Fund
-3.89%13.27%32.14%25.01%-16.37%27.45%18.36%32.21%-4.12%20.64%

Returns By Period

In the year-to-date period, SMGIX achieves a -5.63% return, which is significantly lower than CMNWX's -3.89% return. Over the past 10 years, SMGIX has underperformed CMNWX with an annualized return of 13.21%, while CMNWX has yielded a comparatively higher 14.07% annualized return.


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%

CMNWX

1D
2.99%
1M
-5.37%
YTD
-3.89%
6M
-3.05%
1Y
14.87%
3Y*
19.32%
5Y*
12.60%
10Y*
14.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SMGIX vs. CMNWX - Expense Ratio Comparison

SMGIX has a 0.75% expense ratio, which is lower than CMNWX's 0.80% expense ratio.


Return for Risk

SMGIX vs. CMNWX — Risk / Return Rank

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

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

CMNWX
CMNWX Risk / Return Rank: 4949
Overall Rank
CMNWX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
CMNWX Sortino Ratio Rank: 4444
Sortino Ratio Rank
CMNWX Omega Ratio Rank: 4040
Omega Ratio Rank
CMNWX Calmar Ratio Rank: 5555
Calmar Ratio Rank
CMNWX Martin Ratio Rank: 6767
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.

SMGIX vs. CMNWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Contrarian Core Fund (SMGIX) and Principal Capital Appreciation Fund (CMNWX). 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.


SMGIXCMNWXDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.88

-0.01

Sortino ratio

Return per unit of downside risk

1.34

1.39

-0.05

Omega ratio

Gain probability vs. loss probability

1.20

1.19

+0.01

Calmar ratio

Return relative to maximum drawdown

1.34

1.40

-0.06

Martin ratio

Return relative to average drawdown

5.64

6.59

-0.95

SMGIX vs. CMNWX - Sharpe Ratio Comparison

The current SMGIX Sharpe Ratio is 0.87, which is comparable to the CMNWX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of SMGIX and CMNWX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SMGIXCMNWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.88

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.75

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.82

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.69

-0.02

Correlation

The correlation between SMGIX and CMNWX is 0.91, 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

SMGIX vs. CMNWX - Dividend Comparison

SMGIX's dividend yield for the trailing twelve months is around 7.83%, less than CMNWX's 9.10% yield.


TTM20252024202320222021202020192018201720162015
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%
CMNWX
Principal Capital Appreciation Fund
9.10%8.75%10.03%0.71%0.69%9.52%5.33%8.37%46.60%7.72%10.32%5.42%

Drawdowns

SMGIX vs. CMNWX - Drawdown Comparison

The maximum SMGIX drawdown since its inception was -50.62%, roughly equal to the maximum CMNWX drawdown of -50.43%. Use the drawdown chart below to compare losses from any high point for SMGIX and CMNWX.


Loading graphics...

Drawdown Indicators


SMGIXCMNWXDifference

Max Drawdown

Largest peak-to-trough decline

-50.62%

-50.43%

-0.19%

Max Drawdown (1Y)

Largest decline over 1 year

-12.33%

-11.50%

-0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-32.20%

-23.35%

-8.85%

Max Drawdown (10Y)

Largest decline over 10 years

-32.45%

-33.26%

+0.81%

Current Drawdown

Current decline from peak

-7.35%

-6.19%

-1.16%

Average Drawdown

Average peak-to-trough decline

-6.77%

-6.99%

+0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

2.44%

+0.49%

Volatility

SMGIX vs. CMNWX - Volatility Comparison

The current volatility for Columbia Contrarian Core Fund (SMGIX) is 5.29%, while Principal Capital Appreciation Fund (CMNWX) has a volatility of 5.65%. This indicates that SMGIX experiences smaller price fluctuations and is considered to be less risky than CMNWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SMGIXCMNWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

5.65%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

10.00%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

18.74%

17.54%

+1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.00%

16.81%

+2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.97%

17.17%

+1.80%