CCIZX vs. JLGMX

Last updated Jun 5, 2026

CCIZX (Columbia Seligman Technology and Information Fund Institutional Class) and JLGMX (JPMorgan Large Cap Growth Fund Class R6) are both mutual funds - CCIZX is a Technology Equities fund actively managed by Columbia, while JLGMX is a Large Cap Growth Equities fund actively managed by JPMorgan. Both are actively managed. Over the past 10 years, CCIZX returned 28.21%/yr vs 20.08%/yr for JLGMX. Their correlation of 0.87 suggests significant overlap in exposure. CCIZX charges 0.91%/yr vs 0.44%/yr for JLGMX.

Performance

CCIZX vs. JLGMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Seligman Technology and Information Fund Institutional Class (CCIZX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CCIZX achieves a 57.32% return, which is significantly higher than JLGMX's 7.21% return. Over the past 10 years, CCIZX has outperformed JLGMX with an annualized return of 28.21%, while JLGMX has yielded a comparatively lower 20.08% annualized return.

CCIZX

• 1D: -0.94%
• 1M: 12.74%
• YTD: 57.32%
• 6M: 51.41%
• 1Y: 122.89%
• 3Y*: 47.53%
• 5Y*: 26.34%
• 10Y*: 28.21%

JLGMX

• 1D: -0.70%
• 1M: 5.22%
• YTD: 7.21%
• 6M: 5.36%
• 1Y: 20.42%
• 3Y*: 23.78%
• 5Y*: 13.58%
• 10Y*: 20.08%

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

CCIZX vs. JLGMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CCIZX Columbia Seligman Technology and Information Fund Institutional Class	57.32%	37.68%	27.01%	44.64%	-30.98%	39.31%	44.80%	54.52%	-7.86%	34.41%
JLGMX JPMorgan Large Cap Growth Fund Class R6	7.21%	14.38%	35.40%	34.95%	-25.20%	18.48%	56.39%	39.47%	0.74%	38.41%

Correlation

The correlation between CCIZX and JLGMX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since Jan 4, 2011	0.87

The correlation between CCIZX and JLGMX has been stable across timeframes, ranging from 0.83 to 0.90 - a consistent structural relationship.

Return for Risk

CCIZX vs. JLGMX — Risk / Return Rank

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

CCIZX

CCIZX Risk / Return Rank: 96
CCIZX Sharpe Ratio Rank: 99
CCIZX Sortino Ratio Rank: 95
CCIZX Omega Ratio Rank: 91
CCIZX Calmar Ratio Rank: 99
CCIZX Martin Ratio Rank: 98

JLGMX

JLGMX Risk / Return Rank: 18
JLGMX Sharpe Ratio Rank: 22
JLGMX Sortino Ratio Rank: 20
JLGMX Omega Ratio Rank: 20
JLGMX Calmar Ratio Rank: 14
JLGMX Martin Ratio Rank: 13

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.

CCIZX vs. JLGMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Seligman Technology and Information Fund Institutional Class (CCIZX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). 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.

	CCIZX	JLGMX	Difference
Sharpe ratio: Return per unit of total volatility	4.81	1.35	+3.46
Sortino ratio: Return per unit of downside risk	5.07	1.88	+3.19
Omega ratio: Gain probability vs. loss probability	1.68	1.24	+0.44
Calmar ratio: Return relative to maximum drawdown	10.18	1.26	+8.93
Martin ratio: Return relative to average drawdown	39.51	3.60	+35.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CCIZX vs. JLGMX - Sharpe Ratio Comparison

The current CCIZX Sharpe Ratio is 4.81, which is higher than the JLGMX Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of CCIZX and JLGMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CCIZX	JLGMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.81	1.35	+3.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.01	0.68	+0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.08	0.93	+0.15
Sharpe Ratio (All Time) Calculated using the full available price history	0.92	0.85	+0.07

Drawdowns

CCIZX vs. JLGMX - Drawdown Comparison

The maximum CCIZX drawdown since its inception was -37.20%, which is greater than JLGMX's maximum drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for CCIZX and JLGMX.

Drawdown Indicators

	CCIZX	JLGMX	Difference
Max Drawdown Largest peak-to-trough decline	-37.20%	-31.82%	-5.38%
Max Drawdown (1Y) Largest decline over 1 year	-12.32%	-16.73%	+4.41%
Max Drawdown (3Y) Largest decline over 3 years	-29.09%	-21.47%	-7.62%
Max Drawdown (5Y) Largest decline over 5 years	-37.20%	-31.13%	-6.07%
Max Drawdown (10Y) Largest decline over 10 years	-37.20%	-31.82%	-5.38%
Current Drawdown Current decline from peak	-0.94%	-0.70%	-0.24%
Average Drawdown Average peak-to-trough decline	-6.83%	-5.81%	-1.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.17%	5.85%	-2.68%

Volatility

CCIZX vs. JLGMX - Volatility Comparison

Columbia Seligman Technology and Information Fund Institutional Class (CCIZX) has a higher volatility of 7.41% compared to JPMorgan Large Cap Growth Fund Class R6 (JLGMX) at 3.97%. This indicates that CCIZX's price experiences larger fluctuations and is considered to be riskier than JLGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CCIZX	JLGMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.41%	3.97%	+3.44%
Volatility (6M) Calculated over the trailing 6-month period	20.05%	11.23%	+8.82%
Volatility (1Y) Calculated over the trailing 1-year period	26.12%	15.60%	+10.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.21%	20.18%	+6.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.13%	21.57%	+4.56%

CCIZX vs. JLGMX - Expense Ratio Comparison

CCIZX has a 0.91% expense ratio, which is higher than JLGMX's 0.44% expense ratio.

Dividends

CCIZX vs. JLGMX - Dividend Comparison

CCIZX's dividend yield for the trailing twelve months is around 5.08%, less than JLGMX's 10.30% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCIZX Columbia Seligman Technology and Information Fund Institutional Class	5.08%	7.99%	12.19%	4.54%	8.14%	10.50%	9.41%	10.49%	11.33%	10.47%	7.80%	10.30%
JLGMX JPMorgan Large Cap Growth Fund Class R6	10.30%	11.04%	2.12%	0.31%	3.49%	14.25%	5.14%	12.65%	15.59%	14.44%	9.71%	4.43%

Frequently Asked Questions

Can I hold both CCIZX and JLGMX in my portfolio?

CCIZX and JLGMX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CCIZX or JLGMX?

CCIZX has higher volatility (7.41%) compared to JLGMX (3.97%). In terms of maximum drawdown, CCIZX dropped -37.20% vs JLGMX's -31.82%.

Which has better risk-adjusted returns?

CCIZX currently has the higher Sharpe Ratio (4.81 vs 1.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.