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SPLB vs. CMTFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPLB vs. CMTFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Long Term Corporate Bond ETF (SPLB) and Columbia Global Technology Growth Fund (CMTFX). The values are adjusted to include any dividend payments, if applicable.

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SPLB vs. CMTFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPLB
SPDR Portfolio Long Term Corporate Bond ETF
-0.71%7.05%-1.74%11.20%-25.68%-1.99%13.47%23.49%-7.35%12.26%
CMTFX
Columbia Global Technology Growth Fund
-10.17%25.10%31.72%56.85%-34.63%23.04%49.65%44.21%-1.26%43.38%

Returns By Period

In the year-to-date period, SPLB achieves a -0.71% return, which is significantly higher than CMTFX's -10.17% return. Over the past 10 years, SPLB has underperformed CMTFX with an annualized return of 2.39%, while CMTFX has yielded a comparatively higher 20.54% annualized return.


SPLB

1D
0.77%
1M
-3.01%
YTD
-0.71%
6M
-1.36%
1Y
3.79%
3Y*
3.08%
5Y*
-1.80%
10Y*
2.39%

CMTFX

1D
-1.69%
1M
-9.74%
YTD
-10.17%
6M
-8.43%
1Y
28.08%
3Y*
24.15%
5Y*
12.80%
10Y*
20.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPLB vs. CMTFX - Expense Ratio Comparison

SPLB has a 0.07% expense ratio, which is lower than CMTFX's 0.92% expense ratio.


Return for Risk

SPLB vs. CMTFX — Risk / Return Rank

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

SPLB
SPLB Risk / Return Rank: 2525
Overall Rank
SPLB Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SPLB Sortino Ratio Rank: 2222
Sortino Ratio Rank
SPLB Omega Ratio Rank: 2121
Omega Ratio Rank
SPLB Calmar Ratio Rank: 3333
Calmar Ratio Rank
SPLB Martin Ratio Rank: 2525
Martin Ratio Rank

CMTFX
CMTFX Risk / Return Rank: 6363
Overall Rank
CMTFX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
CMTFX Sortino Ratio Rank: 6363
Sortino Ratio Rank
CMTFX Omega Ratio Rank: 5858
Omega Ratio Rank
CMTFX Calmar Ratio Rank: 7474
Calmar Ratio Rank
CMTFX Martin Ratio Rank: 6464
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.

SPLB vs. CMTFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Long Term Corporate Bond ETF (SPLB) and Columbia Global Technology Growth Fund (CMTFX). 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.


SPLBCMTFXDifference

Sharpe ratio

Return per unit of total volatility

0.38

1.03

-0.66

Sortino ratio

Return per unit of downside risk

0.57

1.58

-1.02

Omega ratio

Gain probability vs. loss probability

1.08

1.22

-0.14

Calmar ratio

Return relative to maximum drawdown

0.78

1.70

-0.92

Martin ratio

Return relative to average drawdown

1.80

6.04

-4.24

SPLB vs. CMTFX - Sharpe Ratio Comparison

The current SPLB Sharpe Ratio is 0.38, which is lower than the CMTFX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of SPLB and CMTFX, 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


SPLBCMTFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

1.03

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.50

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.84

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.44

0.00

Correlation

The correlation between SPLB and CMTFX is 0.02, 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

SPLB vs. CMTFX - Dividend Comparison

SPLB's dividend yield for the trailing twelve months is around 5.37%, more than CMTFX's 3.44% yield.


TTM20252024202320222021202020192018201720162015
SPLB
SPDR Portfolio Long Term Corporate Bond ETF
5.37%5.25%5.20%4.60%4.53%3.00%3.01%3.79%4.50%4.06%4.34%4.70%
CMTFX
Columbia Global Technology Growth Fund
3.44%3.09%1.02%2.23%3.36%4.19%0.87%2.44%5.89%3.60%0.35%1.74%

Drawdowns

SPLB vs. CMTFX - Drawdown Comparison

The maximum SPLB drawdown since its inception was -34.46%, smaller than the maximum CMTFX drawdown of -68.28%. Use the drawdown chart below to compare losses from any high point for SPLB and CMTFX.


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Drawdown Indicators


SPLBCMTFXDifference

Max Drawdown

Largest peak-to-trough decline

-34.46%

-68.28%

+33.82%

Max Drawdown (1Y)

Largest decline over 1 year

-5.43%

-14.35%

+8.92%

Max Drawdown (5Y)

Largest decline over 5 years

-34.46%

-39.42%

+4.96%

Max Drawdown (10Y)

Largest decline over 10 years

-34.46%

-39.42%

+4.96%

Current Drawdown

Current decline from peak

-15.92%

-14.35%

-1.57%

Average Drawdown

Average peak-to-trough decline

-7.93%

-16.40%

+8.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

4.04%

-1.68%

Volatility

SPLB vs. CMTFX - Volatility Comparison

The current volatility for SPDR Portfolio Long Term Corporate Bond ETF (SPLB) is 4.02%, while Columbia Global Technology Growth Fund (CMTFX) has a volatility of 7.45%. This indicates that SPLB experiences smaller price fluctuations and is considered to be less risky than CMTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPLBCMTFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

7.45%

-3.43%

Volatility (6M)

Calculated over the trailing 6-month period

5.67%

16.24%

-10.57%

Volatility (1Y)

Calculated over the trailing 1-year period

10.14%

27.01%

-16.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.74%

25.81%

-13.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.95%

24.66%

-11.71%