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UMEMX vs. CDDYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UMEMX vs. CDDYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Emerging Markets Fund (UMEMX) and Columbia Dividend Income Fund Institutional 3 Class (CDDYX). The values are adjusted to include any dividend payments, if applicable.

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UMEMX vs. CDDYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UMEMX
Columbia Emerging Markets Fund
4.63%31.14%6.68%8.89%-33.02%-7.30%33.83%31.11%-21.27%46.95%
CDDYX
Columbia Dividend Income Fund Institutional 3 Class
3.28%15.95%15.17%10.65%-4.84%26.43%7.92%28.74%-4.27%20.34%

Returns By Period

In the year-to-date period, UMEMX achieves a 4.63% return, which is significantly higher than CDDYX's 3.28% return. Over the past 10 years, UMEMX has underperformed CDDYX with an annualized return of 7.57%, while CDDYX has yielded a comparatively higher 12.31% annualized return.


UMEMX

1D
3.31%
1M
-9.62%
YTD
4.63%
6M
7.37%
1Y
35.66%
3Y*
15.71%
5Y*
-0.93%
10Y*
7.57%

CDDYX

1D
1.60%
1M
-3.90%
YTD
3.28%
6M
5.98%
1Y
16.96%
3Y*
15.18%
5Y*
10.80%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UMEMX vs. CDDYX - Expense Ratio Comparison

UMEMX has a 1.20% expense ratio, which is higher than CDDYX's 0.55% expense ratio.


Return for Risk

UMEMX vs. CDDYX — Risk / Return Rank

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

UMEMX
UMEMX Risk / Return Rank: 8484
Overall Rank
UMEMX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
UMEMX Sortino Ratio Rank: 8282
Sortino Ratio Rank
UMEMX Omega Ratio Rank: 8181
Omega Ratio Rank
UMEMX Calmar Ratio Rank: 8787
Calmar Ratio Rank
UMEMX Martin Ratio Rank: 8585
Martin Ratio Rank

CDDYX
CDDYX Risk / Return Rank: 7272
Overall Rank
CDDYX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CDDYX Sortino Ratio Rank: 6767
Sortino Ratio Rank
CDDYX Omega Ratio Rank: 7070
Omega Ratio Rank
CDDYX Calmar Ratio Rank: 7373
Calmar Ratio Rank
CDDYX Martin Ratio Rank: 8181
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.

UMEMX vs. CDDYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Emerging Markets Fund (UMEMX) and Columbia Dividend Income Fund Institutional 3 Class (CDDYX). 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.


UMEMXCDDYXDifference

Sharpe ratio

Return per unit of total volatility

1.73

1.23

+0.50

Sortino ratio

Return per unit of downside risk

2.25

1.75

+0.51

Omega ratio

Gain probability vs. loss probability

1.34

1.27

+0.07

Calmar ratio

Return relative to maximum drawdown

2.44

1.78

+0.66

Martin ratio

Return relative to average drawdown

9.56

8.25

+1.31

UMEMX vs. CDDYX - Sharpe Ratio Comparison

The current UMEMX Sharpe Ratio is 1.73, which is higher than the CDDYX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of UMEMX and CDDYX, 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


UMEMXCDDYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

1.23

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.82

-0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.79

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.86

-0.58

Correlation

The correlation between UMEMX and CDDYX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

UMEMX vs. CDDYX - Dividend Comparison

UMEMX's dividend yield for the trailing twelve months is around 4.72%, less than CDDYX's 5.21% yield.


TTM20252024202320222021202020192018201720162015
UMEMX
Columbia Emerging Markets Fund
4.72%4.94%1.29%0.00%0.00%1.56%1.15%0.33%0.12%0.33%0.00%0.00%
CDDYX
Columbia Dividend Income Fund Institutional 3 Class
5.21%5.33%5.99%4.96%3.90%2.93%1.85%3.28%7.65%4.03%3.84%8.35%

Drawdowns

UMEMX vs. CDDYX - Drawdown Comparison

The maximum UMEMX drawdown since its inception was -67.58%, which is greater than CDDYX's maximum drawdown of -32.74%. Use the drawdown chart below to compare losses from any high point for UMEMX and CDDYX.


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Drawdown Indicators


UMEMXCDDYXDifference

Max Drawdown

Largest peak-to-trough decline

-67.58%

-32.74%

-34.84%

Max Drawdown (1Y)

Largest decline over 1 year

-14.32%

-10.17%

-4.15%

Max Drawdown (5Y)

Largest decline over 5 years

-49.26%

-16.91%

-32.35%

Max Drawdown (10Y)

Largest decline over 10 years

-51.61%

-32.74%

-18.87%

Current Drawdown

Current decline from peak

-13.12%

-3.95%

-9.17%

Average Drawdown

Average peak-to-trough decline

-21.57%

-2.79%

-18.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

2.19%

+1.47%

Volatility

UMEMX vs. CDDYX - Volatility Comparison

Columbia Emerging Markets Fund (UMEMX) has a higher volatility of 11.25% compared to Columbia Dividend Income Fund Institutional 3 Class (CDDYX) at 3.45%. This indicates that UMEMX's price experiences larger fluctuations and is considered to be riskier than CDDYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UMEMXCDDYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.25%

3.45%

+7.80%

Volatility (6M)

Calculated over the trailing 6-month period

16.15%

7.00%

+9.15%

Volatility (1Y)

Calculated over the trailing 1-year period

20.79%

13.67%

+7.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.50%

13.31%

+6.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.83%

15.68%

+4.15%