UPAAX vs. COTZX

Last updated Jun 24, 2026

UPAAX (Upright Assets Allocation Plus Fund) and COTZX (Columbia Thermostat Fund) are both Tactical Allocation funds. A 0.69 correlation means they provide meaningful diversification when combined. UPAAX charges 2.49%/yr vs 0.24%/yr for COTZX.

Performance

UPAAX vs. COTZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Upright Assets Allocation Plus Fund (UPAAX) and Columbia Thermostat Fund (COTZX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

UPAAX

• 1D: 0.72%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

COTZX

• 1D: -0.33%
• 1M: 0.38%
• YTD: 2.76%
• 6M: 2.58%
• 1Y: 10.68%
• 3Y*: 10.37%
• 5Y*: 4.55%
• 10Y*: 7.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

UPAAX vs. COTZX - Yearly Performance Comparison

	2026 (YTD)
UPAAX Upright Assets Allocation Plus Fund	-2.10%
COTZX Columbia Thermostat Fund	-0.06%

Correlation

The correlation between UPAAX and COTZX is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 28, 2026	0.69

Return for Risk

UPAAX vs. COTZX — Risk / Return Rank

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

UPAAX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

COTZX

COTZX Risk / Return Rank: 64
COTZX Sharpe Ratio Rank: 60
COTZX Sortino Ratio Rank: 66
COTZX Omega Ratio Rank: 64
COTZX Calmar Ratio Rank: 58
COTZX Martin Ratio Rank: 72

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.

UPAAX vs. COTZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Upright Assets Allocation Plus Fund (UPAAX) and Columbia Thermostat Fund (COTZX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	UPAAX	COTZX	Difference
Sharpe ratio: Return per unit of total volatility	—	2.10	—
Sortino ratio: Return per unit of downside risk	—	3.09	—
Omega ratio: Gain probability vs. loss probability	—	1.41	—
Calmar ratio: Return relative to maximum drawdown	—	2.80	—
Martin ratio: Return relative to average drawdown	—	12.88	—

Drawdowns

UPAAX vs. COTZX - Drawdown Comparison

The maximum UPAAX drawdown since its inception was -10.95%, smaller than the maximum COTZX drawdown of -47.48%. Use the drawdown chart below to compare losses from any high point for UPAAX and COTZX.

Drawdown Indicators

	UPAAX	COTZX	Difference
Max Drawdown Largest peak-to-trough decline	-10.95%	-47.48%	+36.53%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.02%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-6.93%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.80%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-17.80%	—
Current Drawdown Current decline from peak	-5.75%	-0.71%	-5.04%
Average Drawdown Average peak-to-trough decline	-5.02%	-3.46%	-1.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.87%	—

Volatility

Volatility by Period

	UPAAX	COTZX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.19%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.39%	—
Volatility (1Y) Calculated over the trailing 1-year period	35.34%	5.37%	+29.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.34%	7.39%	+27.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.34%	7.42%	+27.92%

UPAAX vs. COTZX - Expense Ratio Comparison

UPAAX has a 2.49% expense ratio, which is higher than COTZX's 0.24% expense ratio.

Dividends

UPAAX vs. COTZX - Dividend Comparison

UPAAX has not paid dividends to shareholders, while COTZX's dividend yield for the trailing twelve months is around 3.27%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COTZX Columbia Thermostat Fund	3.27%	3.37%	3.55%	2.74%	3.28%	14.82%	6.92%	5.57%	4.45%	3.13%	2.66%	4.26%
UPAAX Upright Assets Allocation Plus Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both UPAAX and COTZX in my portfolio?

UPAAX and COTZX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.