CCIZX vs. WSTAX

Last updated Jun 24, 2026

CCIZX (Columbia Seligman Technology and Information Fund Institutional Class) and WSTAX (Nomura Science and Technology Fund Class A) are both Technology Equities funds. Over the past 10 years, CCIZX returned 28.53%/yr vs 25.76%/yr for WSTAX. Their correlation of 0.91 suggests significant overlap in exposure. CCIZX charges 0.91%/yr vs 1.17%/yr for WSTAX.

Performance

CCIZX vs. WSTAX - 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 Nomura Science and Technology Fund Class A (WSTAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CCIZX achieves a 59.40% return, which is significantly higher than WSTAX's 45.38% return. Over the past 10 years, CCIZX has outperformed WSTAX with an annualized return of 28.53%, while WSTAX has yielded a comparatively lower 25.76% annualized return.

CCIZX

• 1D: 3.73%
• 1M: 8.39%
• YTD: 59.40%
• 6M: 56.83%
• 1Y: 120.59%
• 3Y*: 46.17%
• 5Y*: 26.93%
• 10Y*: 28.53%

WSTAX

• 1D: -0.33%
• 1M: 11.35%
• YTD: 45.38%
• 6M: 44.01%
• 1Y: 76.90%
• 3Y*: 52.89%
• 5Y*: 25.26%
• 10Y*: 25.76%

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

CCIZX vs. WSTAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CCIZX Columbia Seligman Technology and Information Fund Institutional Class	59.40%	37.68%	27.01%	44.64%	-30.98%	39.31%	44.80%	54.52%	-7.86%	34.41%
WSTAX Nomura Science and Technology Fund Class A	45.38%	33.91%	59.64%	40.44%	-32.50%	14.19%	36.12%	50.35%	-5.23%	32.77%

Correlation

The correlation between CCIZX and WSTAX is 0.91, 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	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Jan 3, 2011	0.91

The correlation between CCIZX and WSTAX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

Return for Risk

CCIZX vs. WSTAX — 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: 94
CCIZX Omega Ratio Rank: 91
CCIZX Calmar Ratio Rank: 99
CCIZX Martin Ratio Rank: 98

WSTAX

WSTAX Risk / Return Rank: 88
WSTAX Sharpe Ratio Rank: 95
WSTAX Sortino Ratio Rank: 81
WSTAX Omega Ratio Rank: 81
WSTAX Calmar Ratio Rank: 93
WSTAX Martin Ratio Rank: 91

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. WSTAX - 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 Nomura Science and Technology Fund Class A (WSTAX). 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.

	CCIZX	WSTAX	Difference
Sharpe ratio: Return per unit of total volatility	4.39	3.03	+1.36
Sortino ratio: Return per unit of downside risk	4.61	3.52	+1.09
Omega ratio: Gain probability vs. loss probability	1.63	1.49	+0.13
Calmar ratio: Return relative to maximum drawdown	9.88	4.75	+5.13
Martin ratio: Return relative to average drawdown	36.15	16.91	+19.24

CCIZX vs. WSTAX - Sharpe Ratio Comparison

The current CCIZX Sharpe Ratio is 4.39, which is higher than the WSTAX Sharpe Ratio of 3.03. The chart below compares the historical Sharpe Ratios of CCIZX and WSTAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CCIZX vs. WSTAX - Drawdown Comparison

The maximum CCIZX drawdown since its inception was -37.20%, smaller than the maximum WSTAX drawdown of -55.39%. Use the drawdown chart below to compare losses from any high point for CCIZX and WSTAX.

Drawdown Indicators

	CCIZX	WSTAX	Difference
Max Drawdown Largest peak-to-trough decline	-37.20%	-55.39%	+18.19%
Max Drawdown (1Y) Largest decline over 1 year	-12.32%	-16.73%	+4.41%
Max Drawdown (3Y) Largest decline over 3 years	-29.09%	-27.35%	-1.74%
Max Drawdown (5Y) Largest decline over 5 years	-37.20%	-55.39%	+18.19%
Max Drawdown (10Y) Largest decline over 10 years	-37.20%	-55.39%	+18.19%
Current Drawdown Current decline from peak	0.00%	-0.33%	+0.33%
Average Drawdown Average peak-to-trough decline	-6.82%	-14.92%	+8.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.36%	4.69%	-1.33%

Volatility

CCIZX vs. WSTAX - Volatility Comparison

The current volatility for Columbia Seligman Technology and Information Fund Institutional Class (CCIZX) is 11.53%, while Nomura Science and Technology Fund Class A (WSTAX) has a volatility of 12.36%. This indicates that CCIZX experiences smaller price fluctuations and is considered to be less risky than WSTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CCIZX	WSTAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.53%	12.36%	-0.83%
Volatility (6M) Calculated over the trailing 6-month period	21.80%	21.53%	+0.27%
Volatility (1Y) Calculated over the trailing 1-year period	27.70%	26.26%	+1.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.55%	37.30%	-10.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.30%	30.91%	-4.61%

CCIZX vs. WSTAX - Expense Ratio Comparison

CCIZX has a 0.91% expense ratio, which is lower than WSTAX's 1.17% expense ratio.

Dividends

CCIZX vs. WSTAX - Dividend Comparison

CCIZX's dividend yield for the trailing twelve months is around 5.01%, less than WSTAX's 12.60% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCIZX Columbia Seligman Technology and Information Fund Institutional Class	5.01%	7.99%	12.19%	4.54%	8.14%	10.50%	9.41%	10.49%	11.33%	10.47%	7.80%	10.30%
WSTAX Nomura Science and Technology Fund Class A	12.60%	18.32%	36.08%	11.62%	33.72%	42.99%	8.89%	11.48%	13.99%	6.95%	0.00%	2.50%

Frequently Asked Questions

Can I hold both CCIZX and WSTAX in my portfolio?

With a correlation of 0.91, CCIZX and WSTAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, CCIZX or WSTAX?

WSTAX has higher volatility (12.36%) compared to CCIZX (11.53%). In terms of maximum drawdown, CCIZX dropped -37.20% vs WSTAX's -55.39%.

Which has better risk-adjusted returns?

CCIZX currently has the higher Sharpe Ratio (4.39 vs 3.03), 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.