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BGSAX vs. CCOYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BGSAX vs. CCOYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Technology Opportunities Fund Investor A (BGSAX) and Columbia Seligman Technology and Information Fund Institutional 3 Class (CCOYX). The values are adjusted to include any dividend payments, if applicable.

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BGSAX vs. CCOYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BGSAX
BlackRock Technology Opportunities Fund Investor A
-6.28%19.63%40.56%49.09%-43.13%8.19%86.27%43.84%2.03%33.61%
CCOYX
Columbia Seligman Technology and Information Fund Institutional 3 Class
5.84%37.79%27.11%44.77%-30.92%39.45%44.92%54.68%-7.78%19.33%

Returns By Period

In the year-to-date period, BGSAX achieves a -6.28% return, which is significantly lower than CCOYX's 5.84% return.


BGSAX

1D
4.78%
1M
-7.25%
YTD
-6.28%
6M
-7.98%
1Y
27.41%
3Y*
25.12%
5Y*
7.65%
10Y*
20.75%

CCOYX

1D
5.58%
1M
-4.94%
YTD
5.84%
6M
9.67%
1Y
65.81%
3Y*
32.08%
5Y*
17.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BGSAX vs. CCOYX - Expense Ratio Comparison

BGSAX has a 1.20% expense ratio, which is higher than CCOYX's 0.82% expense ratio.


Return for Risk

BGSAX vs. CCOYX — Risk / Return Rank

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

BGSAX
BGSAX Risk / Return Rank: 5050
Overall Rank
BGSAX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BGSAX Sortino Ratio Rank: 5656
Sortino Ratio Rank
BGSAX Omega Ratio Rank: 5050
Omega Ratio Rank
BGSAX Calmar Ratio Rank: 5353
Calmar Ratio Rank
BGSAX Martin Ratio Rank: 3737
Martin Ratio Rank

CCOYX
CCOYX Risk / Return Rank: 9393
Overall Rank
CCOYX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
CCOYX Sortino Ratio Rank: 9191
Sortino Ratio Rank
CCOYX Omega Ratio Rank: 8787
Omega Ratio Rank
CCOYX Calmar Ratio Rank: 9898
Calmar Ratio Rank
CCOYX Martin Ratio Rank: 9797
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.

BGSAX vs. CCOYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Technology Opportunities Fund Investor A (BGSAX) and Columbia Seligman Technology and Information Fund Institutional 3 Class (CCOYX). 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.


BGSAXCCOYXDifference

Sharpe ratio

Return per unit of total volatility

1.02

2.19

-1.17

Sortino ratio

Return per unit of downside risk

1.56

2.77

-1.20

Omega ratio

Gain probability vs. loss probability

1.21

1.39

-0.18

Calmar ratio

Return relative to maximum drawdown

1.35

4.50

-3.16

Martin ratio

Return relative to average drawdown

4.07

17.02

-12.96

BGSAX vs. CCOYX - Sharpe Ratio Comparison

The current BGSAX Sharpe Ratio is 1.02, which is lower than the CCOYX Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of BGSAX and CCOYX, 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


BGSAXCCOYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

2.19

-1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.67

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.85

-0.46

Correlation

The correlation between BGSAX and CCOYX is 0.90, 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

BGSAX vs. CCOYX - Dividend Comparison

BGSAX's dividend yield for the trailing twelve months is around 14.46%, more than CCOYX's 7.63% yield.


TTM2025202420232022202120202019201820172016
BGSAX
BlackRock Technology Opportunities Fund Investor A
14.46%13.55%8.68%0.00%0.00%7.66%4.86%1.50%1.24%8.01%1.17%
CCOYX
Columbia Seligman Technology and Information Fund Institutional 3 Class
7.63%8.08%12.32%4.60%8.17%10.62%9.52%10.61%11.42%10.60%0.00%

Drawdowns

BGSAX vs. CCOYX - Drawdown Comparison

The maximum BGSAX drawdown since its inception was -73.75%, which is greater than CCOYX's maximum drawdown of -37.16%. Use the drawdown chart below to compare losses from any high point for BGSAX and CCOYX.


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Drawdown Indicators


BGSAXCCOYXDifference

Max Drawdown

Largest peak-to-trough decline

-73.75%

-37.16%

-36.59%

Max Drawdown (1Y)

Largest decline over 1 year

-18.49%

-14.88%

-3.61%

Max Drawdown (5Y)

Largest decline over 5 years

-49.22%

-37.16%

-12.06%

Max Drawdown (10Y)

Largest decline over 10 years

-49.22%

Current Drawdown

Current decline from peak

-14.59%

-7.00%

-7.59%

Average Drawdown

Average peak-to-trough decline

-26.53%

-7.81%

-18.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.12%

3.94%

+2.18%

Volatility

BGSAX vs. CCOYX - Volatility Comparison

BlackRock Technology Opportunities Fund Investor A (BGSAX) and Columbia Seligman Technology and Information Fund Institutional 3 Class (CCOYX) have volatilities of 10.93% and 11.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BGSAXCCOYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.93%

11.14%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

19.27%

21.67%

-2.40%

Volatility (1Y)

Calculated over the trailing 1-year period

28.44%

31.00%

-2.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.43%

26.06%

+1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.60%

26.75%

-1.15%